# EDGAR Filing Document

**Accession Number:** 0001831313
**File Stem:** 0001410368-26-066089
**Filing Date:** 2026-6
**Character Count:** 777545
**Document Hash:** 38c85b0f8489150850909f1b7b42b919
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066089.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066089

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

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

**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:** 811-23617
- **FILM NUMBER:** 261120394

**BUSINESS ADDRESS:**
- **STREET 1:** 515 SOUTH FLOWER ST
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 213-244-0000

**MAIL ADDRESS:**
- **STREET 1:** 515 SOUTH FLOWER ST
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3464138079.00

**Total Liabilities:** $437507374.02

**Net Assets:** $3026630704.98

**Delayed Delivery Securities:** $27741181.77

**Cash Not Reported:** $18251311.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2934.12000000 | **1-Year:** -56278.48000000 | **5-Year:** -164262.96000000 | **10-Year:** -171709.04000000 | **30-Year:** -49363.96000000

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

- **3-Month:** -5879.17000000 | **1-Year:** -82702.60000000 | **5-Year:** -191664.57000000 | **10-Year:** -119078.50000000 | **30-Year:** -56536.95000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000250838 | 0.63%                | -0.97%               | 0.73%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-558251.87              | $6189790.69                                |
| Month 2  | $-787379.65              | $-43176489.34                              |
| Month 3  | $-2866703.74             | $12012915.85                               |

### Schedule of Portfolio Investments

| Name                                                                                | Title                                                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Progress Residential Trust                                                          | Progress Residential 2021-SFR3                                                                                 | CUSIP: 74333VAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11631000 | PA      | $11602065.56  | 0.38%             | 2026-05-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                             | Jane Street Group / JSG Finance Inc                                                                            | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92525.40     | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                           | Sunoco LP                                                                                                      | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4458154.00   | 0.15%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                          | TKO Worldwide Holdings LLC 2025 Term Loan                                                                      | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |   1491244 | PA      | $1496940.27   | 0.05%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                            | Volkswagen Group of America Finance LLC                                                                        | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71391.60     | 0.00%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                             | GSR Mortgage Loan Trust 2005-AR6                                                                               | CUSIP: 362341RX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2180 | PA      | $2102.73      | 0.00%             | 2035-09-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2026-NQM3 Mortgage Trust                                                                                 | CUSIP: 227925AH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3230000 | PA      | $3199911.90   | 0.11%             | 2071-03-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                              | Rockford Tower CLO 2021-3 Ltd                                                                                  | CUSIP: 77341NBA2<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |   2850000 | PA      | $2784740.70   | 0.09%             | 2038-01-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                        | Wells Fargo Mortgage Backed Securities 2006-AR14 Trust                                                         | CUSIP: 94984MAP9<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |     20184 | PA      | $18698.56     | 0.00%             | 2036-10-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| J.G. Wentworth XLII LLC                                                             | JG Wentworth XLII LLC                                                                                          | CUSIP: 46590UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133730 | PA      | $121160.52    | 0.00%             | 2077-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12                                                    | CUSIP: 61762XAA5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |  15953130 | PA      | $229035.10    | 0.01%             | 2046-10-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                                                        | Luna 2 5SARL                                                                                                   | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $1295481.57   | 0.04%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                                                          | GC Ferry Acquisition I Inc Delayed Draw Term Loan                                                              | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    232959 | PA      | $232700.79    | 0.01%             | 2032-08-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2004-30CB                                                                               | CUSIP: 12667FG41<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    661975 | PA      | $660780.98    | 0.02%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding LLC                                                                                          | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    953025 | PA      | $933623.22    | 0.03%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                                                   | CUSIP: 3137FRUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9044284 | PA      | $386365.49    | 0.01%             | 2030-01-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Snacking Investments Bidco Pty Limited                                              | Snacking Investments Bidco Pty Limited 2025 Term Loan B                                                        | CUSIP: 000000000<br>LEI: 549300W8K88D3SM86Y18 | Long             | LON              | CORP              | US        |   1496250 | PA      | $1502324.78   | 0.05%             | 2032-10-29      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc                                                              | PENN Entertainment Inc 2022 Term Loan B                                                                        | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994832 | PA      | $1000035.01   | 0.03%             | 2029-05-03      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | American Tower Corp                                                                                            | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2550000 | PA      | $2307112.50   | 0.08%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                                                         | Corevest American Finance 2019-3 Trust                                                                         | CUSIP: 21872NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40837 | PA      | $2.36         | 0.00%             | 2052-10-15      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2025-H5 Mortgage Trust                                                                                   | CUSIP: 227920AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3160000 | PA      | $3191709.97   | 0.11%             | 2070-07-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2007-A1                                                                 | CUSIP: 761136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321687 | PA      | $96472.59     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                                              | Park Avenue Institutional Advisers CLO Ltd 2021-2                                                              | CUSIP: 70018QAQ8<br>LEI: 529900TR2RUYEEXPKF94 | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2202266.00   | 0.07%             | 2034-07-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                                            | Farmers Exchange Capital                                                                                       | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3107700.00   | 0.10%             | 2028-07-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | NEW Residential Mortgage Loan Trust 2025-Nqm2                                                                  | CUSIP: 64831XAG3<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-MBS          | CORP              | US        |   3550000 | PA      | $3743066.68   | 0.12%             | 2065-04-25      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                                             | Goldentree Loan Management US Clo 15 Ltd                                                                       | CUSIP: 38139BBJ7<br>LEI: 549300JGUKVX0EDNOJ93 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2505730.00   | 0.08%             | 2038-10-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                                                   | Elanco Animal Health Inc 2025 Term Loan B                                                                      | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    997500 | PA      | $1001709.45   | 0.03%             | 2032-10-31      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                                                      | ICG US CLO 2022-1i Ltd                                                                                         | CUSIP: 44933EAY5<br>LEI: 213800BCHLSBMDBGXD58 | Long             | ABS-CBDO         | CORP              | KY        |   2800000 | PA      | $2806389.60   | 0.09%             | 2038-10-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                         | Allied Universal Holdco LLC 2025 USD Term Loan B                                                               | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   1293500 | PA      | $1298686.94   | 0.04%             | 2032-08-20      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                                            | Itelyum Regeneration Spa                                                                                       | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $296619.42    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2007-QS1 Trust                                                                                     | CUSIP: 74922KAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361068 | PA      | $300795.45    | 0.01%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD EUR                                                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-53649.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                                 | Spectrum Brands Inc                                                                                            | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |   2214000 | PA      | $1941456.60   | 0.06%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                                     | CCRR Parent Inc US Acquisition Facility                                                                        | CUSIP: 12510MAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    401402 | PA      | $137480.28    | 0.00%             | 2028-03-06      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                              | CenterPoint Energy Inc                                                                                         | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   4685000 | PA      | $4670242.25   | 0.15%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136AAKX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27458 | PA      | $407.85       | 0.00%             | 2027-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20754AAJ2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   7330000 | PA      | $7511471.01   | 0.25%             | 2041-12-25      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                               | CUSIP: 3132DS4H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    327243 | PA      | $308404.63    | 0.01%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                                                       | American Home Mortgage Assets Trust 2007-5                                                                     | CUSIP: 026936AU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6167 | PA      | $49.39        | 0.00%             | 2047-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                          | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  91675000 | PA      | $86007147.29  | 2.84%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2006-A15                                                                | CUSIP: 76114DAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    506908 | PA      | $154699.45    | 0.01%             | 2037-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2023-NQM3 Trust                                                                                           | CUSIP: 69380TAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $855551.52    | 0.03%             | 2068-11-25      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137FYVM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11372485 | PA      | $1942999.34   | 0.06%             | 2047-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                | CHNGE Mortgage Trust 2023-1                                                                                    | CUSIP: 12547QAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $578033.10    | 0.02%             | 2058-03-25      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                                      | Qatar Government International Bond                                                                            | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   2812000 | PA      | $2676067.92   | 0.09%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CRSNT Trust                                                                         | CRSNT Trust 2026-MOON                                                                                          | CUSIP: 12642SAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2709890.10   | 0.09%             | 2043-02-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                                | Flutter Financing BV 2024 Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    908082 | PA      | $906947.09    | 0.03%             | 2030-11-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Dermatology Intermediate Holdings III Inc                                           | Dermatology Intermediate Holdings III Inc 2023 Incremental Term Loan B                                         | CUSIP: 24982LAE5<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |    493613 | PA      | $472017.02    | 0.02%             | 2029-03-30      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2023-P2                                                                         | CUSIP: 14686TAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2000 | PA      | $126375.04    | 0.00%             | 2030-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BUND FUTURE JUN26                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -178 | NC      | $576611.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES5                                                                                  | CUSIP: 74938KAD9<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $868983.13    | 0.03%             | 2044-08-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                                         | SVC ABS LLC                                                                                                    | CUSIP: 78488JAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5300000 | PA      | $5451816.38   | 0.18%             | 2056-03-20      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                              | Romania Government International Bonds                                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1900000 | PA      | $1828389.00   | 0.06%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                                             | BioMarin Pharmaceutical Inc                                                                                    | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    675000 | PA      | $670626.00    | 0.02%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2025-SFR2 Trust                                                                                           | CUSIP: 00180BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4560000 | PA      | $4243875.26   | 0.14%             | 2042-11-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                            | Sinclair Television Group Inc                                                                                  | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $777270.00    | 0.03%             | 2032-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                   | DISH Network Corp                                                                                              | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1277000 | PA      | $1318030.01   | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                                         | Deluxe Corp                                                                                                    | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54330.64     | 0.00%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                             | Morgan Stanley Private Bank NA                                                                                 | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3196736.00   | 0.11%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                          | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  34800000 | PA      | $34295017.20  | 1.13%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                                           | Santander Consumer Auto Receivables Trust 2021-C                                                               | CUSIP: 80281HAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5150 | PA      | $558295.49    | 0.02%             | 2028-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                                                  | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    670000 | PA      | $688505.40    | 0.02%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                                                          | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1293000 | PA      | $1235189.97   | 0.04%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                                        | Cloudera Inc 2021 Term Loan                                                                                    | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |   1037067 | PA      | $937254.20    | 0.03%             | 2028-10-08      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO                                                          | Fidelity Grand Harbour Clo 2023-1 DAC                                                                          | CUSIP: 000000000<br>LEI: 635400GMXFDXRDDHLG52 | Long             | ABS-CBDO         | CORP              | IE        |   2140000 | PA      | $2509174.07   | 0.08%             | 2038-02-15      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                                     | Mid-State Capital Corp 2005-1 Trust                                                                            | CUSIP: 595481AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       394 | PA      | $393.79       | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) JUN26                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      5630 | NC      | $-8580130.98  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings Inc                                                                             | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    517000 | PA      | $538388.29    | 0.02%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                                  | Tricon Residential 2024-SFR4 Trust                                                                             | CUSIP: 895975AD2<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   1480000 | PA      | $1465398.91   | 0.05%             | 2041-11-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                                                         | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    922000 | PA      | $989923.74    | 0.03%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                            | Hudson Pacific Properties LP                                                                                   | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |   1869000 | PA      | $1808145.36   | 0.06%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                               | SS&C Technologies Inc                                                                                          | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52029.12     | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                                                             | CUSIP: 31325YRN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11355139 | PA      | $1557069.74   | 0.05%             | 2052-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                                                      | VCAT 2026-NPL2 LLC                                                                                             | CUSIP: 921968AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6468246 | PA      | $6451505.56   | 0.21%             | 2056-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2021-3 Ltd                                                                             | CUSIP: 05683NAN2<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1199710.80   | 0.04%             | 2034-07-24      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                              | SLM Student Loan Trust 2004-1                                                                                  | CUSIP: 78442GKV7<br>LEI: 549300UECCCKC4WVNL14 | Long             | ABS-O            | CORP              | US        |     93033 | PA      | $88680.85     | 0.00%             | 2039-07-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                             | Saluda Grade Alternative Mortgage Trust 2024-FIG5                                                              | CUSIP: 79582MAE1<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |   2380005 | PA      | $2445534.78   | 0.08%             | 2054-04-25      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                               | Molina Healthcare Inc                                                                                          | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    635000 | PA      | $634841.25    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                                                       | JDE Peet's NV                                                                                                  | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $653850.00    | 0.02%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6949665 | PA      | $6550675.53   | 0.22%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136BVPV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1001802 | PA      | $1009079.86   | 0.03%             | 2055-04-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2006-A1                                                             | CUSIP: 17309AAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192303 | PA      | $177910.39    | 0.01%             | 2036-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                                           | Renaissance Holding Corp 2024 1st Lien Term Loan                                                               | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |   2078823 | PA      | $1420283.08   | 0.05%             | 2030-04-05      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                                                    | Gloves Buyer Inc 2025 Term Loan                                                                                | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |   1369887 | PA      | $1371455.64   | 0.05%             | 2032-05-21      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | American Express Co                                                                                            | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1684620.00   | 0.06%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                                              | Blackstone Property Partners Europe Holdings Sarl                                                              | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    555000 | PA      | $638973.39    | 0.02%             | 2031-01-29      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Pass-through Certificates                                       | ILPT Commercial Mortgage Trust 2025-LPF2                                                                       | CUSIP: 451955AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2235000 | PA      | $2276322.24   | 0.08%             | 2042-07-13      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                                             | JetBlue 2019-1 Class AA Pass Through Trust                                                                     | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2209062 | PA      | $1944505.04   | 0.06%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                      | NCR Voyix Corp                                                                                                 | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    675000 | PA      | $661878.00    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2024-RPL1 LLC                                                                                             | CUSIP: 69380XAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1570199.68   | 0.05%             | 2064-12-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                            | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                           | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55288.75     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                                | Sartorius Finance BV                                                                                           | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121130.04    | 0.00%             | 2032-09-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                              | Energizer Holdings Inc                                                                                         | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2147611.90   | 0.07%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                                    | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3                                                 | CUSIP: 59024VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172804 | PA      | $172704.83    | 0.01%             | 2037-06-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                                                         | City Football Group Limited 2024 Term Loan                                                                     | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |   1449556 | PA      | $1449555.81   | 0.05%             | 2030-07-22      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                             | Delta Air Lines 2020-1 Class AA Pass Through Trust                                                             | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16778 | PA      | $16235.89     | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                                | Flutter Treasury DAC                                                                                           | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    525000 | PA      | $701906.00    | 0.02%             | 2031-06-04      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136BYC26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5149704 | PA      | $5146172.54   | 0.17%             | 2056-02-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2026-NPL4 LLC                                                                                             | CUSIP: 74144EAA9<br>LEI: 254900TGLU13U3CRAM81 | Long             | ABS-O            | CORP              | US        |   6995000 | PA      | $6978938.78   | 0.23%             | 2056-04-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                | CUSIP: 31381JN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36180 | PA      | $36060.52     | 0.00%             | 2036-04-01      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                                 | Banc of America Funding 2006-3 Trust                                                                           | CUSIP: 058931BF2<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |      4011 | PA      | $3674.26      | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-86CB                                                                               | CUSIP: 12668BFH1<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    223245 | PA      | $121719.71    | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                                                    | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4948.85      | 0.00%             | 2027-09-10      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2022-SFR1                                                                  | CUSIP: 64831KAQ9<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-O            | CORP              | US        |   7900000 | PA      | $7764963.72   | 0.26%             | 2039-02-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD EUR                                                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-47614.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SREIT Trust                                                                         | SREIT Trust 2021-PALM                                                                                          | CUSIP: 85237AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4100000 | PA      | $4101616.63   | 0.14%             | 2034-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136BG5M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8426142 | PA      | $1849159.70   | 0.06%             | 2051-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIP Master Funding, LLC                                                             | FIP Master Funding LLC                                                                                         | CUSIP: 30332YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2447237.00   | 0.08%             | 2055-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                                      | AA Bond Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    940000 | PA      | $1241396.73   | 0.04%             | 2032-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H4 Mortgage Trust                                                                                   | CUSIP: 22758HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3768000 | PA      | $3794376.75   | 0.13%             | 2069-07-25      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                                       | UK Logistics 2024-2 DAC                                                                                        | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |   1275640 | PA      | $1697964.90   | 0.06%             | 2035-02-17      | Floating      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Logistics                                                                   | Sequoia Logistics 2025-1 DAC                                                                                   | CUSIP: 000000000<br>LEI: 635400SNUE4YGPESHU40 | Long             | ABS-MBS          | CORP              | IE        |   3350000 | PA      | $3923096.31   | 0.13%             | 2037-02-17      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| SolarWinds Holdings Inc                                                             | SolarWinds Holdings Inc 2025 Term Loan                                                                         | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |   1086331 | PA      | $926097.16    | 0.03%             | 2032-04-16      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137FFBT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9148513 | PA      | $1457571.90   | 0.05%             | 2051-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AURIZON NETWORK PTY LTD                                                             | Aurizon Network Pty Ltd                                                                                        | CUSIP: 000000000<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |   1700000 | PA      | $1078269.38   | 0.04%             | 2030-09-02      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-55CW                                                                               | CUSIP: 12668AMX0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    175027 | PA      | $112266.45    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                                                            | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   5325000 | PA      | $5339910.00   | 0.18%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                                                   | CUSIP: 3137FWGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3094338 | PA      | $48653.36     | 0.00%             | 2027-05-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-65CB                                                                               | CUSIP: 12668AZ40<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    253046 | PA      | $167003.25    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HRT DNT / HRT DNT FIN                                                               | Heartland Dental LLC / Heartland Dental Finance Corp                                                           | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11337.26     | 0.00%             | 2028-04-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                             | Bayer US Finance II LLC                                                                                        | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    245000 | PA      | $194642.70    | 0.01%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                               | Amcor Finance USA Inc                                                                                          | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245367.50    | 0.01%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                                              | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                                                       | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    866406 | PA      | $868299.27    | 0.03%             | 2030-09-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2020-4 Ltd                                                                             | CUSIP: 05684HAG9<br>LEI: 254900XLVE4635MESI73 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $944955.00    | 0.03%             | 2036-10-20      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| AURIZON NETWORK PTY LTD                                                             | Aurizon Network Pty Ltd                                                                                        | CUSIP: 000000000<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |   1240000 | PA      | $891416.97    | 0.03%             | 2031-09-12      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| NMEF Funding LLC                                                                    | NMEF Funding 2025-B LLC                                                                                        | CUSIP: 62919WAF6<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2316717.55   | 0.08%             | 2033-01-18      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2026-RCF2 LLC                                                                                             | CUSIP: 74449JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4926183.50   | 0.16%             | 2056-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                       | RFMSI Series 2006-S6 Trust                                                                                     | CUSIP: 74957VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172381 | PA      | $149848.11    | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                    | CSN Resources SA                                                                                               | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |   4396000 | PA      | $3018865.08   | 0.10%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden 75 CLO Ltd                                                                                              | CUSIP: 26252JAY4<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3685340.60   | 0.12%             | 2034-04-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                                             | Turkiye Government Bond                                                                                        | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 570500000 | PA      | $12532004.27  | 0.41%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD EUR                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-1815787.18  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                                                             | Farmers Exchange Capital II                                                                                    | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $535573.50    | 0.02%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2007-QS3 Trust                                                                                     | CUSIP: 75116BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339831 | PA      | $288934.88    | 0.01%             | 2037-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                                     | Invesco US CLO 2024-4 Ltd                                                                                      | CUSIP: 46151DAC5<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $0.14         | 0.00%             | 2038-01-15      | Variable      | 0.05%                 | No            |                  3 | On Loan: No      |
| NYO Commercial Mortgage Trust                                                       | NYO Commercial Mortgage Trust 2021-1290                                                                        | CUSIP: 62955HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2765000 | PA      | $2750194.81   | 0.09%             | 2038-11-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                          | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    370000 | PA      | $372094.20    | 0.01%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                              | NYC Commercial Mortgage Trust 2025-1155                                                                        | CUSIP: 67122BAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3355000 | PA      | $3337695.25   | 0.11%             | 2042-06-10      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                             | Republic of South Africa Government International Bonds                                                        | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    632000 | PA      | $644640.00    | 0.02%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                            | Univision Communications Inc                                                                                   | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3480967.60   | 0.12%             | 2033-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP III                                                            | Farmers Exchange Capital III                                                                                   | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $764108.50    | 0.03%             | 2054-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                          | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  74475000 | PA      | $67833505.69  | 2.24%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                                  | Voyager Parent LLC                                                                                             | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    760000 | PA      | $810053.60    | 0.03%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                                    | Arches Buyer Inc 2021 Term Loan B                                                                              | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |   1490255 | PA      | $1490441.00   | 0.05%             | 2027-12-06      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                                                     | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  52200000 | PA      | $48661048.80  | 1.61%             | 2056-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                                                    | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $885830.00    | 0.03%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED EUR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |         1 | NC      | $-679.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                                             | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                                                | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $229409.82    | 0.01%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                                                             | CUSIP: 31282YJ42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144624 | PA      | $24628.21     | 0.00%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Action Environmental Group Inc                                                  | The Action Environmental Group Inc 2023 Term Loan B                                                            | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |    994924 | PA      | $995670.05    | 0.03%             | 2030-10-24      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                                                             | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2063722.50   | 0.07%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                                     | Mid-State Trust XI                                                                                             | CUSIP: 59549WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       368 | PA      | $368.77       | 0.00%             | 2038-07-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                                                         | Corevest American Finance 2021-1 Trust                                                                         | CUSIP: 21873LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4459000 | PA      | $175742.12    | 0.01%             | 2053-04-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                                       | UK Logistics 2024-2 DAC                                                                                        | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |    390346 | PA      | $526225.31    | 0.02%             | 2035-02-17      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                                                            | PRIMO BRANDS CORPORATION 2026 TERM LOAN B                                                                      | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    914999 | PA      | $921824.84    | 0.03%             | 2031-03-31      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDI O2 VI DAC                                                               | Virgin Media O2 Vendor Financing Notes VI DAC                                                                  | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |   2373000 | PA      | $2137266.18   | 0.07%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                                | Truist Bank Auto Credit-Linked Notes Series 2025-1                                                             | CUSIP: 897926CC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1691288 | PA      | $1686659.31   | 0.06%             | 2033-09-26      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20754PAD2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   3670414 | PA      | $3819393.20   | 0.13%             | 2039-11-25      | Floating      | 13.01%                | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                                         | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   1177319 | PA      | $1040456.08   | 0.03%             | 2029-03-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Legence Holdings LLC                                                                | Legence Holdings LLC 2025 Repriced Term Loan B                                                                 | CUSIP: 75865HAM0<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |    250189 | PA      | $251640.53    | 0.01%             | 2031-12-16      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136BWAH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17890475 | PA      | $828792.91    | 0.03%             | 2055-06-25      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136BUDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2738653 | PA      | $233815.50    | 0.01%             | 2054-12-25      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note Asset                                                | Merrill Lynch Alternative Note Asset Trust Series 2007-A1                                                      | CUSIP: 59023MAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603958 | PA      | $180151.52    | 0.01%             | 2037-01-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| GOGO Intermediate Holdings LLC                                                      | GOGO Intermediate Holdings LLC Term Loan B                                                                     | CUSIP: 38046JAB0<br>LEI: 2549003PQSV921SNHM89 | Long             | LON              | CORP              | US        |   1275273 | PA      | $1146355.89   | 0.04%             | 2028-04-30      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC 2021                                                                  | CUSIP: 05377REU4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3682000 | PA      | $3647298.99   | 0.12%             | 2028-02-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                                                           | SBA Senior Finance II LLC 2024 Term Loan B                                                                     | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |   1492386 | PA      | $1500937.15   | 0.05%             | 2031-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JPMCC Commercial Mortgage Securities Trust 2019-COR4                                                           | CUSIP: 48128YAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $493633.90    | 0.02%             | 2052-03-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2006-CH2                                                                  | CUSIP: 46629QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    397440 | PA      | $233273.74    | 0.01%             | 2029-09-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                              | Extra Space Storage LP                                                                                         | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     71000 | PA      | $62439.53     | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                                 | Peer Holding III BV 2025 USD Term Loan B5B                                                                     | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   1717749 | PA      | $1724620.03   | 0.06%             | 2031-07-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                                  | Century Plaza Towers 2019-CPT                                                                                  | CUSIP: 12654YAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $361928.70    | 0.01%             | 2039-11-13      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                                                      | Becle SAB de CV                                                                                                | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   1790000 | PA      | $1544394.10   | 0.05%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                                                       | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3580000 | PA      | $3614727.79   | 0.12%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                | CUSIP: 3140XRR64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4144843 | PA      | $4007953.56   | 0.13%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD CAD                                                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-67344.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                                            | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                                                        | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |   2484000 | PA      | $2455011.72   | 0.08%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2025-7 Mortgage Loan Trust                                                                                | CUSIP: 19689CAE1<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2003882.80   | 0.07%             | 2070-06-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust                                                    | COOPR Residential Mortgage Trust 2025-CES2                                                                     | CUSIP: 12674UAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2434000 | PA      | $2462525.51   | 0.08%             | 2060-06-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                            | Santander UK Group Holdings PLC                                                                                | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $288935.70    | 0.01%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                                 | General Electric Co                                                                                            | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49084.88     | 0.00%             | 2036-08-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                                                    | Smiths Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |   3845000 | PA      | $4370443.28   | 0.14%             | 2033-11-13      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2007-A5                                                             | CUSIP: 12566WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    631179 | PA      | $587021.96    | 0.02%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD EUR                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-764.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                                          | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                                                           | CUSIP: 78413MAC2<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $351135.00    | 0.01%             | 2043-01-05      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                                                           | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1546800.00   | 0.05%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                                                       | American Home Mortgage Assets Trust 2007-1                                                                     | CUSIP: 02660BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2199820 | PA      | $740749.11    | 0.02%             | 2047-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Lakeshore Intermediate LLC                                                          | Lakeshore Intermediate LLC Term Loan                                                                           | CUSIP: 51207KAB5<br>LEI: 9845007F777G13ADC933 | Long             | LON              | CORP              | US        |    492288 | PA      | $424598.31    | 0.01%             | 2028-09-29      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                                | Bayer US Finance LLC                                                                                           | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    345000 | PA      | $366907.50    | 0.01%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES7                                                                                  | CUSIP: 74943AAJ1<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |   3890000 | PA      | $3919161.77   | 0.13%             | 2055-07-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2022-SFR1 Trust                                                                           | CUSIP: 74333YAQ1<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   5160000 | PA      | $5036906.14   | 0.17%             | 2041-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                                                                 | Elmwood CLO III Ltd                                                                                            | CUSIP: 29002JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1833678.60   | 0.06%             | 2037-07-18      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                               | Caesars Entertainment Inc                                                                                      | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2162524.20   | 0.07%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                              | Rockford Tower CLO 2019-2 Ltd                                                                                  | CUSIP: 77341GAU4<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001862.00   | 0.07%             | 2032-08-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                                                           | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2551000 | PA      | $2495209.63   | 0.08%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2024-SFR5 Trust                                                                           | CUSIP: 74332HAL0<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2050000 | PA      | $1891717.25   | 0.06%             | 2041-08-17      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust 2007-5                                                                                   | CUSIP: 52521RCJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8148788 | PA      | $815666.00    | 0.03%             | 2037-06-25      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                                          | Sixth Street CLO XX Ltd                                                                                        | CUSIP: 83012RAC6<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |   3100250 | PA      | $1224905.67   | 0.04%             | 2038-07-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp                                                                | AGNC Investment Corp                                                                                           | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               |  | US        |     25500 | NS      | $281010.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                                                          | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499685.00    | 0.02%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Shamrock Residential                                                                | Shamrock Residential 2024-1 DAC                                                                                | CUSIP: 000000000<br>LEI: 635400DULOLZBZ1GY715 | Long             | ABS-MBS          | CORP              | IE        |   1075000 | PA      | $1257620.92   | 0.04%             | 2078-12-24      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                    | MGM Resorts International                                                                                      | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    527000 | PA      | $534541.37    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-NQM1                                                                      | CUSIP: 46593QAH1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   3243000 | PA      | $3292775.83   | 0.11%             | 2065-06-25      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| AAL Delaware Holdco Inc                                                             | AAL Delaware Holdco Inc 2025 Term Loan                                                                         | CUSIP: 00036YAD5<br>LEI: 984500AF5AADE92B5332 | Long             | LON              | CORP              | US        |    994962 | PA      | $1000832.50   | 0.03%             | 2031-07-30      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                        | MH Sub I LLC 2023 Term Loan                                                                                    | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    799153 | PA      | $738396.99    | 0.02%             | 2028-05-03      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                               | Guatemala Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    507000 | PA      | $454312.56    | 0.02%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                            | CUSIP: 91282CQL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16300000 | PA      | $16258294.98  | 0.54%             | 2028-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                             | Morgan Stanley Private Bank NA                                                                                 | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   5685000 | PA      | $5666466.90   | 0.19%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                                                 | Dolcetto Holdco SpA                                                                                            | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |    625000 | PA      | $734198.57    | 0.02%             | 2032-07-14      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| PFP III                                                                             | PFP 2025-12 Ltd                                                                                                | CUSIP: 69382JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2840000 | PA      | $2846430.36   | 0.09%             | 2042-12-18      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                                                                 | 522 Funding CLO 2020-6 Ltd                                                                                     | CUSIP: 33835ABE8<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1087336.80   | 0.04%             | 2034-10-23      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                    | VB-S1 Issuer LLC - VBTEL                                                                                       | CUSIP: 91823ABA8<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |   2075000 | PA      | $2059223.15   | 0.07%             | 2052-02-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                            | United Natural Foods Inc 2024 Term Loan                                                                        | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    978705 | PA      | $985800.62    | 0.03%             | 2031-05-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                                            | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                                       | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1839279.60   | 0.06%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                             | Public Service Co of Oklahoma                                                                                  | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3022350.00   | 0.10%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2023-LIFE                                                                                             | CUSIP: 05609DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3920000 | PA      | $3798329.86   | 0.13%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                               | Panther Escrow Issuer LLC                                                                                      | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $377167.50    | 0.01%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns ARM Trust 2005-10                                                                                 | CUSIP: 07387AET8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82519 | PA      | $82566.21     | 0.00%             | 2035-10-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | Fiserv Inc                                                                                                     | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    675000 | PA      | $661695.75    | 0.02%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LP                                                                                 | CUSIP: 42806MAG4<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $939769.07    | 0.03%             | 2027-12-27      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2026-NQM2 Mortgage Trust                                                                                 | CUSIP: 227924AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6651947 | PA      | $6615284.69   | 0.22%             | 2061-03-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust 2006-7                                                                                   | CUSIP: 52520QAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183011 | PA      | $19848.26     | 0.00%             | 2036-11-25      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                                              | Natixis Commercial Mortgage Securities Trust 2018-ALXA                                                         | CUSIP: 63874GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $88312.17     | 0.00%             | 2043-01-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| WH Borrower LLC                                                                     | WH Borrower LLC 2025 Term Loan B                                                                               | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |   1093222 | PA      | $1096129.56   | 0.04%             | 2032-02-20      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| NORTEGAS ENERGIA GRUPO S                                                            | Nortegas Energia Grupo SL                                                                                      | CUSIP: 000000000<br>LEI: 959800BV22XY8K22ZD24 | Long             | DBT              | CORP              | ES        |    900000 | PA      | $1034968.89   | 0.03%             | 2033-01-21      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2025-H10 Mortgage Trust                                                                                  | CUSIP: 22758YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5303000 | PA      | $5257061.17   | 0.17%             | 2071-01-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-74T1                                                                               | CUSIP: 12668AL78<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    439873 | PA      | $243855.70    | 0.01%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-16CB                                                                               | CUSIP: 02152AAG4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      5920 | PA      | $4249.68      | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2024-RPL1 LLC                                                                                             | CUSIP: 69380XAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8131000 | PA      | $7856996.68   | 0.26%             | 2064-12-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                                                | Maple Parent Holdings Corp                                                                                     | CUSIP: 000000000<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $2068220.79   | 0.07%             | 2035-03-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-12                                                                             | CUSIP: 92490FAP5<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |   3090000 | PA      | $3071096.93   | 0.10%             | 2070-12-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                             | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                                                             | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    875923 | PA      | $880972.94    | 0.03%             | 2028-05-05      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                                                 | LSF12 Crown US Commercial Bidco LLC 2026 Term Loan B                                                           | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    904401 | PA      | $910618.88    | 0.03%             | 2031-12-02      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                               | Charter Communications Operating LLC 2024 Term Loan B5                                                         | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   3149465 | PA      | $3151276.23   | 0.10%             | 2031-12-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BUXL 30Y BND JUN26                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -56 | NC      | $86815.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OEG Borrower LLC                                                                    | OEG Borrower LLC 2024 Term Loan B                                                                              | CUSIP: 67115HAG8<br>LEI: 254900UUVX9EYPUMP391 | Long             | LON              |  | US        |    994950 | PA      | $1002411.62   | 0.03%             | 2031-06-30      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuers LLC                                                    | Aligned Data Centers Issuer LLC                                                                                | CUSIP: 01627AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4505000 | PA      | $4509021.61   | 0.15%             | 2047-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing US LLC                                               | Allwyn Entertainment Financing US LLC 2025 1st Lien Term Loan B                                                | CUSIP: 02008EAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1150000 | PA      | $1139040.50   | 0.04%             | 2032-11-24      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                                                | CUSIP: 3136ARP44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383487 | PA      | $13109.11     | 0.00%             | 2039-01-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                                                          | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    380000 | PA      | $392760.40    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                                                      | HPS Loan Management 2021-16 Ltd                                                                                | CUSIP: 40440XAQ4<br>LEI: 529900WV2JMUABMCHN18 | Long             | ABS-CBDO         | CORP              | KY        |   6075000 | PA      | $6081749.33   | 0.20%             | 2035-01-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                                 | Banc of America Funding 2006-7 Trust                                                                           | CUSIP: 05951KBB8<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |    536728 | PA      | $487908.84    | 0.02%             | 2036-10-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                                             | Meridian Arc Holdco LLC                                                                                        | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2466281.80   | 0.08%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2025-CES1 Mortgage Trust                                                                                 | CUSIP: 22757WAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $4184725.86   | 0.14%             | 2060-11-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                                               | FRTKL 2021-SFR1                                                                                                | CUSIP: 30322DAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1779000 | PA      | $1755415.80   | 0.06%             | 2038-09-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                              | First Brands Group LLC 2021 Term Loan                                                                          | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                      | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    123000 | PA      | $121986.48    | 0.00%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                                   | Waste Pro USA Inc                                                                                              | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2008218.00   | 0.07%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD EUR                                                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-10487.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                               | AMMC CLO 23 Ltd                                                                                                | CUSIP: 00177JCC7<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $3199881.60   | 0.11%             | 2038-07-17      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136BGB75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8432472 | PA      | $2059638.88   | 0.07%             | 2051-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-INV1                                                                           | CUSIP: 924929AG7<br>LEI: 213800YO7QOQOFRSRN78 | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1773799.48   | 0.06%             | 2070-02-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2020-555                                                                   | CUSIP: 17328EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1314648.16   | 0.04%             | 2041-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2021-SFR10 Trust                                                                          | CUSIP: 74333WAN2<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1123309 | PA      | $1099222.10   | 0.04%             | 2040-12-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H6 Mortgage Trust                                                                                   | CUSIP: 227919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650699 | PA      | $651063.99    | 0.02%             | 2069-09-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| LHMC FINCO 2 SARL                                                                   | LHMC Finco 2 Sarl                                                                                              | CUSIP: 000000000<br>LEI: 254900VNJ7A4DAOPXL60 | Long             | DBT              | CORP              | LU        |   1037180 | PA      | $1280950.03   | 0.04%             | 2030-05-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                                                          | Arbour Clo VII DAC                                                                                             | CUSIP: 000000000<br>LEI: 635400S59B1EE8UDJW07 | Long             | ABS-CBDO         | CORP              | IE        |   1350000 | PA      | $1587551.57   | 0.05%             | 2038-12-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | Crown Castle Inc                                                                                               | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1250000 | PA      | $1095812.50   | 0.04%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                                  | Tricon Residential 2021-SFR1 Trust                                                                             | CUSIP: 89614YAG1<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   7900000 | PA      | $7858241.39   | 0.26%             | 2038-07-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2023-N3                                                                         | CUSIP: 14686RAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12241214 | PA      | $202763.47    | 0.01%             | 2030-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACP Tara Holdings Inc                                                               | ACP Tara Holdings Inc 2025 Term Loan B                                                                         | CUSIP: 00110HAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1004000.00   | 0.03%             | 2032-12-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2019-30HY Mortgage Trust                                                                          | CUSIP: 44421GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $742406.00    | 0.02%             | 2039-07-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC                                           | Corpay Technologies Operating Company LLC 2025 Term Loan B                                                     | CUSIP: 33903RBA6<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    997500 | PA      | $998357.85    | 0.03%             | 2032-11-05      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                            | International Flavors & Fragrances Inc                                                                         | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    405000 | PA      | $388706.85    | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2022-SFR3 Trust                                                                           | CUSIP: 74331UAL2<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2895000 | PA      | $2888097.45   | 0.10%             | 2039-04-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LAVENDER DUTCH BORROWERCO BV                                                        | Lavender Dutch BorrowerCo BV USD Term Loan                                                                     | CUSIP: 51944RAB8<br>LEI: 254900WC9QQXLKNE2931 | Long             | LON              | CORP              | US        |   1496250 | PA      | $1490175.22   | 0.05%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Del Amo Fashion Center Trust                                                        | Del Amo Fashion Center Trust 2017-AMO                                                                          | CUSIP: 24500EAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1515000 | PA      | $1449495.79   | 0.05%             | 2035-06-05      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                                        | Peraton Corp Term Loan B                                                                                       | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    689132 | PA      | $590809.89    | 0.02%             | 2028-02-01      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                                | Boston Properties LP                                                                                           | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     10000 | PA      | $9937.00      | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC Series 2014-8R                                                                                            | CUSIP: 12648VAL8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    837934 | PA      | $709756.24    | 0.02%             | 2036-02-27      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Planview Parent Inc                                                                 | Planview Parent Inc 2024 1st Lien Term Loan                                                                    | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |   1467517 | PA      | $1134119.18   | 0.04%             | 2027-12-17      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| PFP III                                                                             | PFP 2025-12 Ltd                                                                                                | CUSIP: 69382JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1834000 | PA      | $1839248.05   | 0.06%             | 2042-12-18      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                                                | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    212000 | PA      | $201575.96    | 0.01%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mission Broadcasting Inc                                                            | Mission Broadcasting Inc 2021 Term Loan B                                                                      | CUSIP: 605024AS7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997382 | PA      | $999376.96    | 0.03%             | 2028-06-02      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd                                                                   | OCP Aegis CLO 2024-39 Ltd                                                                                      | CUSIP: 67570HAJ0<br>LEI: 2138009EGVOGD3J5GI42 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2004120.00   | 0.07%             | 2038-04-16      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                              | Volkswagen International Finance NV                                                                            | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1572230.51   | 0.05%             | 2032-09-06      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-NQM2                                                                      | CUSIP: 46590SAH0<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-MBS          | CORP              | US        |   3046000 | PA      | $3080357.05   | 0.10%             | 2065-09-25      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| ModivCare Buyer LLC                                                                 | ModivCare Buyer LLC Takeback Term Loan                                                                         | CUSIP: 000000000<br>LEI: 254900MKEPTFAS1J2168 | Long             | LON              | CORP              | US        |   1117360 | PA      | $1010277.79   | 0.03%             | 2032-12-30      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                                | Michaels Cos Inc/The                                                                                           | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2100350.00   | 0.07%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2024 Term Loan B12                                                                                 | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    179973 | PA      | $180407.69    | 0.01%             | 2030-09-19      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Harriman Park CLO                                                                   | Harriman Park CLO LTD                                                                                          | CUSIP: 413718AL1<br>LEI: 549300BI9STOGTECXV18 | Long             | ABS-CBDO         | CORP              | KY        |   1950000 | PA      | $1735893.90   | 0.06%             | 2038-07-20      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                                                      | RIDE 2025-SHRE                                                                                                 | CUSIP: 765692AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2556548.75   | 0.08%             | 2047-02-14      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2006-WF1                                                                  | CUSIP: 46628SAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1557780 | PA      | $389898.81    | 0.01%             | 2036-07-25      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                             | GLP Capital LP / GLP Financing II Inc                                                                          | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |     73000 | PA      | $69176.26     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                     | Cigna Group/The                                                                                                | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001340.00   | 0.03%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-CES1                                                                      | CUSIP: 46658CAD3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    532852 | PA      | $536348.36    | 0.02%             | 2054-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                                                | CUSIP: 209031AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7415000 | PA      | $7779462.08   | 0.26%             | 2055-05-20      | Fixed         | 9.41%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-2 Trust                                 | CUSIP: 93934FLW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16771 | PA      | $16679.78     | 0.00%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Education Assistance Agency                                     | PHEAA Student Loan Trust 2014-3                                                                                | CUSIP: 69340JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12528 | PA      | $12403.50     | 0.00%             | 2040-08-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Kinetic ABS Issuer LLC                                                              | Kinetic ABS Issuer LLC                                                                                         | CUSIP: 49459AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3577954.10   | 0.12%             | 2056-02-25      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                      | 1261229 BC Ltd                                                                                                 | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3872000 | PA      | $4002718.72   | 0.13%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                       | EchoStar Corp                                                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2628000 | PA      | $2852326.08   | 0.09%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BGME Trust                                                                          | BGME Trust 2021-VR                                                                                             | CUSIP: 05551XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1254625.50   | 0.04%             | 2043-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                      | Sabre GLBL Inc                                                                                                 | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    197000 | PA      | $171559.42    | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2021-SFR8 Trust                                                                           | CUSIP: 74333TAQ2<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1488000 | PA      | $1473073.13   | 0.05%             | 2038-10-17      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Pediatric Associates Holding Company LLC                                            | Pediatric Associates Holding Company LLC 2021 Term Loan B                                                      | CUSIP: 70533DAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1248070 | PA      | $1238359.61   | 0.04%             | 2028-12-29      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                             | Dell International LLC / EMC Corp                                                                              | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1141946.20   | 0.04%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | American Tower Corp                                                                                            | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    500000 | PA      | $505120.00    | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                                                  | Wells Fargo Alternative Loan 2007-PA5 Trust                                                                    | CUSIP: 949922AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233289 | PA      | $201317.69    | 0.01%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                                 | Peer Holding III BV 2025 USD Term Loan B                                                                       | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |   1100000 | PA      | $1102337.50   | 0.04%             | 2032-10-14      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                                | Flutter Treasury DAC                                                                                           | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $119339.05    | 0.00%             | 2029-04-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                      | Structured Adjustable Rate Mortgage Loan Trust                                                                 | CUSIP: 86359BGF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       591 | PA      | $575.52       | 0.00%             | 2034-02-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2025-NQM1 Trust                                                                                           | CUSIP: 74391EAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2325567.72   | 0.08%             | 2069-11-25      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                                               | Prime Security Services Borrower LLC 2025 Incremental Term Loan B                                              | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    994975 | PA      | $986035.01    | 0.03%             | 2032-03-07      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                         | PRKCM 2023-AFC1 Trust                                                                                          | CUSIP: 693981AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1196692.32   | 0.04%             | 2058-02-25      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                                              | Park Avenue Institutional Advisers CLO Ltd 2017-1                                                              | CUSIP: 70017KBC2<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |   2850000 | PA      | $2841324.60   | 0.09%             | 2034-02-14      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2022-LBA6                                                                                             | CUSIP: 12433EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1240000 | PA      | $1241162.13   | 0.04%             | 2039-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED EUR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $1057.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                              | Digital Dutch Finco BV                                                                                         | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    220000 | PA      | $230706.90    | 0.01%             | 2031-02-01      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                     | Gen Digital Inc                                                                                                | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    328000 | PA      | $330000.80    | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                             | Saluda Grade Alternative Mortgage Trust 2025-LOC5                                                              | CUSIP: 79581XAF5<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |   3580000 | PA      | $3579377.80   | 0.12%             | 2055-10-25      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| HOA ROYALTYCO LLC                                                                   | HOA RoyaltyCo LLC                                                                                              | CUSIP: 403962AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    793589 | PA      | $15871.78     | 0.00%             | 2055-11-22      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| Wingstop Funding LLC                                                                | Wingstop Funding LLC                                                                                           | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1477500 | PA      | $1433585.15   | 0.05%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2022-P2                                                                         | CUSIP: 14686JAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3050 | PA      | $301118.27    | 0.01%             | 2029-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Products, INC.                                           | RAMP Series 2006-EFC2 Trust                                                                                    | CUSIP: 749238AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1369 | PA      | $1368.44      | 0.00%             | 2036-12-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                                                       | Anchorage Credit Funding 19 Ltd                                                                                | CUSIP: 03331VAE5<br>LEI: 636700NIUPSXWN2YAM51 | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2273080.80   | 0.08%             | 2040-10-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Dermatology Intermediate Holdings III Inc                                           | Dermatology Intermediate Holdings III Inc 2022 Term Loan B                                                     | CUSIP: 24982LAB1<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |    997409 | PA      | $953563.21    | 0.03%             | 2029-03-30      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                             | Veolia Environnement SA                                                                                        | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $895710.66    | 0.03%             | 2029-01-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                            | Equinix Europe 2 Financing Corp LLC                                                                            | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    785000 | PA      | $885503.49    | 0.03%             | 2034-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                                           | Healthpeak Properties Inc 2024 Term Loan A3                                                                    | CUSIP: 42250UAF9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    223979 | PA      | $220899.51    | 0.01%             | 2029-03-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                       | RFMSI Series 2006-S6 Trust                                                                                     | CUSIP: 74957VAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55274 | PA      | $48048.50     | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                                             | Yorkshire Water Finance PLC                                                                                    | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |    935000 | PA      | $782846.80    | 0.03%             | 2041-04-18      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2005-QS14 Trust                                                                                    | CUSIP: 761118JL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89077 | PA      | $79742.19     | 0.00%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                                         | Wireless PropCo Funding LLC                                                                                    | CUSIP: 97655EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2264246.10   | 0.07%             | 2055-06-25      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                                | BCP V Modular Services Finance II PLC                                                                          | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    670000 | PA      | $744409.50    | 0.02%             | 2028-11-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                | Alpha Generation LLC Term Loan B                                                                               | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   1763388 | PA      | $1765556.69   | 0.06%             | 2031-09-30      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                         | Paychex Inc                                                                                                    | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706314.00    | 0.02%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                     | C-BASS 2007-CB1 TRUST                                                                                          | CUSIP: 1248MGAL8<br>LEI: 969500V3L9W19NIA5E82 | Long             | ABS-O            | CORP              | US        |    909708 | PA      | $245665.35    | 0.01%             | 2037-01-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2025-2                                                         | CUSIP: 44644NAR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1552538 | PA      | $1518569.45   | 0.05%             | 2033-09-20      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                                       | NYO Commercial Mortgage Trust 2021-1290                                                                        | CUSIP: 62955HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $816379.95    | 0.03%             | 2038-11-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                       | TransDigm Inc 2025 Term Loan M                                                                                 | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1459264 | PA      | $1463400.70   | 0.05%             | 2032-08-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2026-NQM5                                                                  | CUSIP: 647913AH5<br>LEI: 213800UD7J2W19Q88M79 | Long             | ABS-MBS          | CORP              | US        |   5610000 | PA      | $5605138.32   | 0.19%             | 2066-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | MAD Commercial Mortgage Trust 2025-11MD                                                                        | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2329495.20   | 0.08%             | 2042-10-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Manufactured Housing Contract                                            | Lehman ABS Manufactured Housing Contract Trust 2001-B                                                          | CUSIP: 52519SAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107455 | PA      | $108124.69    | 0.00%             | 2040-04-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                                            | CAN 5YR BOND FUT JUN26                                                                                         | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |       -28 | NC      | $41784.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                                               | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4201000 | PA      | $3009008.26   | 0.10%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Astrion Group, LLC                                                                  | Astrion Group LLC 2024 Term Loan                                                                               | CUSIP: 29288KAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1488693 | PA      | $1185989.61   | 0.04%             | 2031-08-29      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2022-4                                                                      | CUSIP: 268432AE1<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $894885.66    | 0.03%             | 2067-09-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                     | C-BASS 2006-CB7 TRUST                                                                                          | CUSIP: 12479DAD0<br>LEI: 969500V3L9W19NIA5E82 | Long             | ABS-O            | CORP              | US        |     29205 | PA      | $20252.48     | 0.00%             | 2036-10-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2017-IV Ltd                                                                                       | CUSIP: 12551JAN6<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |    393034 | PA      | $393715.56    | 0.01%             | 2030-10-24      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc                                                                       | NEP Group Inc 2025 Term Loan B                                                                                 | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $452377.50    | 0.01%             | 2031-10-17      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                                                | CUSIP: 315961AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $3186786.36   | 0.11%             | 2055-12-20      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                   | Newell Brands Inc                                                                                              | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1608753.75   | 0.05%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136BTNR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13571053 | PA      | $943904.46    | 0.03%             | 2054-11-25      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | Bravo Residential Funding Trust 2025-NQM9                                                                      | CUSIP: 10569WAE1<br>LEI: 254900XY2WSFF1Q6S467 | Long             | ABS-MBS          | CORP              | US        |   6716320 | PA      | $6714567.42   | 0.22%             | 2065-09-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO Ltd                                                                                                    | CUSIP: 671025AC8<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |   4714493 | PA      | $2089529.30   | 0.07%             | 2039-01-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2012-CCRE4 Mortgage Trust                                                                                 | CUSIP: 12624QAS2<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    160043 | PA      | $3686.59      | 0.00%             | 2045-10-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                      | Salesforce Inc                                                                                                 | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2992710.00   | 0.10%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                                 | LCM 35 Ltd                                                                                                     | CUSIP: 50202QAQ6<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1701198.50   | 0.06%             | 2034-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| NCFA LLC LOAN PARTICIPATION 3                                                       | NCFA LLC LOAN PARTICIPATION 3                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1900000.00   | 0.06%             | 2030-04-11      | Variable      | 7.90%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1                                                       | CUSIP: 61780XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3570393 | PA      | $3545680.22   | 0.12%             | 2070-12-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2011-C2                                                                         | CUSIP: 617459AF9<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |  10023973 | PA      | $38381.79     | 0.00%             | 2044-06-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                                                | Light and Wonder International Inc 2026 Term Loan B                                                            | CUSIP: 80875AAY7<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1502812.50   | 0.05%             | 2029-04-16      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan Trust                                                  | JP Morgan Alternative Loan Trust 2006-S1                                                                       | CUSIP: 46627MFV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850985 | PA      | $764322.20    | 0.03%             | 2036-03-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| NCFA LLC LOAN PARTICIPATION 5                                                       | NCFA LLC LOAN PARTICIPATION 5                                                                                  | CUSIP: 000000000<br>LEI: 549300WBSJ6TJRW4B527 | Long             | ABS-O            | CORP              | US        |   6200000 | PA      | $6200000.00   | 0.20%             | 2027-07-03      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2021-SFR11 Trust                                                                          | CUSIP: 74333XAN0<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1214889.00   | 0.04%             | 2039-01-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                                                             | CUSIP: 31325YXP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13461691 | PA      | $3021180.00   | 0.10%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                                            | Alterra Mountain Company 2025 Term Loan B9                                                                     | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    997494 | PA      | $1000610.90   | 0.03%             | 2028-08-17      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                               | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2424209 | PA      | $2404674.71   | 0.08%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michaels Companies, Inc. (The)                                                      | Michaels Companies Inc (The) 2026 Term Loan B                                                                  | CUSIP: 59408UAE7<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |   1400000 | PA      | $1387897.00   | 0.05%             | 2033-03-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                                                          | Arbour CLO VI DAC                                                                                              | CUSIP: 000000000<br>LEI: 635400HEJB8VLV1GBH66 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1763979.63   | 0.06%             | 2037-11-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                        | Stryker Corp                                                                                                   | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1474214.85   | 0.05%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                 | Medline Borrower LP                                                                                            | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   8925000 | PA      | $8677331.25   | 0.29%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $125398.00    | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                            | New South Wales Treasury Corp                                                                                  | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   1195000 | PA      | $815938.29    | 0.03%             | 2039-02-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                                                | Heartland Dental LLC 2025 Term Loan                                                                            | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |   1386277 | PA      | $1389056.59   | 0.05%             | 2032-08-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2021-SFR3 Trust                                                                                           | CUSIP: 00180UAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5809000 | PA      | $5747030.75   | 0.19%             | 2038-10-17      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5                                                     | CUSIP: 61761AAE8<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |  17302522 | PA      | $62.29        | 0.00%             | 2045-08-15      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                 | Churchill Downs Inc                                                                                            | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    798000 | PA      | $797106.24    | 0.03%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | American Tower Corp                                                                                            | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   3000000 | PA      | $2824950.00   | 0.09%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD GBP                                                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-20149.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden 45 Senior Loan Fund                                                                                     | CUSIP: 26244MBC5<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1299279.80   | 0.04%             | 2030-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                            | Neuberger Berman Loan Advisers Clo 44 Ltd                                                                      | CUSIP: 64133VAQ0<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2733291.00   | 0.09%             | 2035-10-16      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2016-GC36                                                                  | CUSIP: 17324TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1158776 | PA      | $29.55        | 0.00%             | 2049-02-10      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                                             | Severn Trent Utilities Finance PLC                                                                             | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |   3300000 | PA      | $3755458.35   | 0.12%             | 2037-08-04      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                       | RFMSI Series 2007-S8 Trust                                                                                     | CUSIP: 76200QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122273 | PA      | $83231.77     | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                        | Amprion GmbH                                                                                                   | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1849634.35   | 0.06%             | 2046-01-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                                                  | VENTURE GLOBAL CALCASI PAS LLC 2026 TERM LOAN B                                                                | CUSIP: 12867PAB7<br>LEI: 254900QL2WSD96B4YM44 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1506562.50   | 0.05%             | 2033-04-11      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                     | Naked Juice LLC 2025 FLTO Term Loan                                                                            | CUSIP: 62984CAN3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     76402 | PA      | $17063.35     | 0.00%             | 2030-01-24      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                                   | Eaton Capital ULC                                                                                              | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1370000 | PA      | $1587045.61   | 0.05%             | 2034-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-VLT7                                                                                             | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5620000 | PA      | $5629119.01   | 0.19%             | 2044-07-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA Inc                                                                                                        | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1261612.80   | 0.04%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Learning Care Group (US) No 2 Inc                                                   | Learning Care Group (US) No 2 Inc 2024 Term Loan B                                                             | CUSIP: 52200MAL4<br>LEI: 5493000VMN44LK8QID23 | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2028-08-11      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                                               | Dave & Buster's Inc 2024 1st Lien Term Loan B                                                                  | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    498023 | PA      | $432968.63    | 0.01%             | 2031-11-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                                | Booking Holdings Inc                                                                                           | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    530000 | PA      | $562567.85    | 0.02%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS LLLP                                                       | Freeport LNG Investments LLLP 2026 Term Loan B                                                                 | CUSIP: 35670CAE8<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1504222.50   | 0.05%             | 2033-02-11      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-CES1                                                                      | CUSIP: 46658CAB7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    642632 | PA      | $645994.24    | 0.02%             | 2054-06-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| MODIVCARE                                                                           | MODIVCARE                                                                                                      | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     71577 | NS      | $465250.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                               | NGL Energy Operating LLC / NGL Energy Finance Corp                                                             | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |   2373000 | PA      | $2491744.92   | 0.08%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                       | First Horizon Alternative Mortgage Securities Trust 2007-FA2                                                   | CUSIP: 32053LAD4<br>LEI: 549300PO80CHJL6XUB79 | Long             | ABS-MBS          | CORP              | US        |    705770 | PA      | $214721.18    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                                       | UK Logistics 2025-1 DAC                                                                                        | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |    933241 | PA      | $1269445.88   | 0.04%             | 2035-05-17      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| DYNO NOBEL LTD                                                                      | Dyno Nobel Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |   2230000 | PA      | $1539085.88   | 0.05%             | 2032-11-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-CES1                                                                      | CUSIP: 46658XAE5<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |   1539000 | PA      | $1547899.11   | 0.05%             | 2055-05-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                             | Zayo Group Holdings Inc 2025 USD Term Loan                                                                     | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    848506 | PA      | $847674.13    | 0.03%             | 2030-03-11      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR3 Trust                               | CUSIP: 93934FQU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5201538 | PA      | $232274.67    | 0.01%             | 2046-05-25      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| PUNCH FINANCE PLC                                                                   | Punch Finance PLC                                                                                              | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |    910000 | PA      | $1258230.97   | 0.04%             | 2030-12-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                                               | Global Switch Finance BV                                                                                       | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |    725000 | PA      | $787793.57    | 0.03%             | 2030-10-07      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| APL Finance LLC                                                                     | APL Finance 2023-1 DAC                                                                                         | CUSIP: 03790CAH4<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |   3509000 | PA      | $3496291.81   | 0.12%             | 2036-03-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                                       | Eurogrid GmbH                                                                                                  | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $231138.57    | 0.01%             | 2031-09-05      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Paradigm Parent LLC                                                                 | Paradigm Parent LLC 1st Lien Term Loan                                                                         | CUSIP: 69902BAB5<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |    597000 | PA      | $521070.56    | 0.02%             | 2032-04-16      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| XPLOR T1 LLC                                                                        | XPLOR T1 LLC 2025 Term Loan                                                                                    | CUSIP: 98423DAF1<br>LEI: 254900GF3CVSREM2EJ05 | Long             | LON              | CORP              | US        |    995000 | PA      | $927837.50    | 0.03%             | 2032-12-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO LTD.                                                                    | BBAM US CLO VI Ltd                                                                                             | CUSIP: 05556VAC2<br>LEI: 54930064Z7YZMOXBC128 | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $1650499.40   | 0.05%             | 2039-01-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                          | BFLD Commercial Mortgage Trust 2024-UNIV                                                                       | CUSIP: 08861RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3010000 | PA      | $3018074.33   | 0.10%             | 2041-11-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust 2006-1                                                                                   | CUSIP: 52520MFB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127984 | PA      | $57638.71     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136BXQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9182426 | PA      | $786001.43    | 0.03%             | 2055-10-25      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED EUR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |         1 | NC      | $-9537.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Research Group LLC                                                         | Berkeley Research Group LLC Term Loan B                                                                        | CUSIP: 08436UAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-05-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                          | U.K. Gilts                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |  18375000 | PA      | $24969520.91  | 0.82%             | 2028-03-07      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                             | GLP Capital LP / GLP Financing II Inc                                                                          | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |   2500000 | PA      | $2519800.00   | 0.08%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOT/BRIGHSTAR                                                            | Brightstar Lottery PLC/ Brightstar Global Solutions Corp                                                       | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    910000 | PA      | $891572.50    | 0.03%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                                    | ITT Holdings LLC 2026 Term Loan B                                                                              | CUSIP: 45070BAL9<br>LEI: 549300TH2PHOLK31LB42 | Long             | LON              | CORP              | US        |    994987 | PA      | $997723.68    | 0.03%             | 2030-10-11      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                                             | DBJPM 16-C1 Mortgage Trust                                                                                     | CUSIP: 23312LAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1365421 | PA      | $38.64        | 0.00%             | 2049-05-10      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Surf Holdings LLC                                                                   | Surf Holdings LLC 2025 Incremental Term Loan                                                                   | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1488165 | PA      | $1444450.56   | 0.05%             | 2027-03-05      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS LLC                                                             | Guggenheim Partners LLC 2024 Term Loan B                                                                       | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1013022 | PA      | $1016820.52   | 0.03%             | 2031-11-26      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                                    | WFRBS Commercial Mortgage Trust 2012-C10                                                                       | CUSIP: 92890NAC3<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |  37770655 | PA      | $313.50       | 0.00%             | 2045-12-15      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                                             | ION Platform Finance US Inc                                                                                    | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $388095.00    | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38376G3S7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1020141 | PA      | $784.18       | 0.00%             | 2051-08-16      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2007-QH9 Trust                                                                                     | CUSIP: 749241AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9242857 | PA      | $308705.86    | 0.01%             | 2037-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-ROIC                                                                                             | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1594810 | PA      | $1597999.21   | 0.05%             | 2030-03-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2026-NPL1 LLC                                                                                             | CUSIP: 69383TAA6<br>LEI: 2549002NGM9N1GT2FK83 | Long             | ABS-O            | CORP              | US        |   6003348 | PA      | $5962460.29   | 0.20%             | 2056-01-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2026-HF3                                                                                           | CUSIP: 31684WAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4885390 | PA      | $4881694.61   | 0.16%             | 2056-03-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                                                | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1323845.25   | 0.04%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                                               | National Gas Transmission PLC                                                                                  | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $240699.12    | 0.01%             | 2030-04-05      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                                                       | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2957000 | PA      | $2809859.68   | 0.09%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2025-NQM3 Trust                                                                                           | CUSIP: 36171MAE8<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   1516718 | PA      | $1523104.35   | 0.05%             | 2070-05-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2026-NQM1 Trust                                                                                            | CUSIP: 67123HAL7<br>LEI: 25490068H0VHV68K7086 | Long             | ABS-MBS          | CORP              | US        |   5250000 | PA      | $5170155.90   | 0.17%             | 2065-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| DVI DT VERMOEGENS IMMVWL                                                            | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                                                          | CUSIP: 000000000<br>LEI: 529900MFTCNJE8PQM633 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1428420.87   | 0.05%             | 2030-08-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MCAFEE CORP                                                                         | McAfee Corp                                                                                                    | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    301000 | PA      | $244089.93    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS18 Trust                                                                                    | CUSIP: 74922RAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3063348 | PA      | $344783.21    | 0.01%             | 2036-12-25      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                      | Amazon.com Inc                                                                                                 | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2757020.00   | 0.09%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2026-NQM5 Mortgage Trust                                                                                 | CUSIP: 22759BAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6613000 | PA      | $6607336.69   | 0.22%             | 2071-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                                                 | Xerox Holdings Corp 2023 Non-CoOp Term Loan                                                                    | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |   3415999 | PA      | $2433899.10   | 0.08%             | 2029-11-19      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                                                          | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1732000 | PA      | $1751588.92   | 0.06%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SECHE ENVIRONNEMENT SACA                                                            | Seche Environnement SACA                                                                                       | CUSIP: 000000000<br>LEI: 969500R9ENNIN33POO20 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2326361.46   | 0.08%             | 2031-01-09      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                    | Benchmark 2024-V8 Mortgage Trust                                                                               | CUSIP: 08190AAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2062971.00   | 0.07%             | 2057-07-15      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2021-SFR3 Trust                                                                                           | CUSIP: 00180UAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4260000 | PA      | $4222886.45   | 0.14%             | 2038-10-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                                    | ITT Holdings LLC                                                                                               | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   1963000 | PA      | $1935459.11   | 0.06%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                | LXP Industrial Trust                                                                                           | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |    160000 | PA      | $146128.00    | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Barracuda Networks Inc                                                              | Barracuda Networks Inc 2022 Term Loan                                                                          | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    537855 | PA      | $371224.80    | 0.01%             | 2029-08-15      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                               | Heathrow Funding Ltd.                                                                                          | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    865000 | PA      | $1049531.13   | 0.03%             | 2033-07-11      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Capital Mortgage Securitization Corp.                                    | BCMSC Trust 2000-A                                                                                             | CUSIP: 09774XBQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142144 | PA      | $8122.04      | 0.00%             | 2030-06-15      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                                                                 | Elmwood CLO VI Ltd                                                                                             | CUSIP: 29001VBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3405780.00   | 0.11%             | 2037-07-18      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                                                 | Egypt Treasury Bills                                                                                           | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        | 148425000 | PA      | $2441540.57   | 0.08%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HLMB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1137692 | PA      | $1078557.69   | 0.04%             | 2055-06-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                             | Light & Wonder International Inc                                                                               | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1074654.53   | 0.04%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1                                                       | CUSIP: 617932AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3350000 | PA      | $3341189.17   | 0.11%             | 2069-11-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2021 Second Lien Term Loan B4                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                                                            | Secretariat Advisors LLC 2025 Delayed Draw Term Loan                                                           | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148876 | PA      | $146642.69    | 0.00%             | 2032-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5835821 | PA      | $5649485.59   | 0.19%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities                                                                | Last Mile Securities PE 2021 DAC                                                                               | CUSIP: 000000000<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |    754845 | PA      | $886704.52    | 0.03%             | 2031-08-17      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                          | Vonovia SE                                                                                                     | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $97139.46     | 0.00%             | 2032-09-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                             | GLP Capital LP / GLP Financing II Inc                                                                          | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $10136.40     | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| eStruxture Issuer Limited Partnership                                               | eStruxture Issuer LP                                                                                           | CUSIP: 000000000<br>LEI: 8945009YAF8AMRRYIY30 | Long             | ABS-O            | CORP              | CA        |   4740000 | PA      | $3479709.39   | 0.11%             | 2055-07-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                 | Medline Borrower LP 2025 Term Loan B                                                                           | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    162145 | PA      | $162890.87    | 0.01%             | 2028-10-23      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Tenaska Westmoreland Management LLC                                                 | Tenaska Westmoreland Management LLC Term Loan B                                                                | CUSIP: 88032VAB4<br>LEI: 549300CB8VIHF2XGYM96 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1505625.00   | 0.05%             | 2033-02-18      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                    | IndyMac INDX Mortgage Loan Trust 2006-AR3                                                                      | CUSIP: 45660L5S4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63276 | PA      | $42664.96     | 0.00%             | 2036-03-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp                                                                          | KUEHG Corp 2025 Term Loan                                                                                      | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    994987 | PA      | $930064.53    | 0.03%             | 2030-06-12      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-34                                                                                 | CUSIP: 02148AAE6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   1255091 | PA      | $552413.61    | 0.02%             | 2046-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES8                                                                                  | CUSIP: 74939WAN0<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |   5250000 | PA      | $5199065.55   | 0.17%             | 2055-08-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                                            | La Francaise des Jeux SACA                                                                                     | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1134907.51   | 0.04%             | 2033-11-21      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2021-SFR1 Trust                                                                                           | CUSIP: 00179DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3530000 | PA      | $3378618.07   | 0.11%             | 2038-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137H0GJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13676528 | PA      | $2580136.00   | 0.09%             | 2049-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC Mortgage-Backed Trust 2007-5                                                                              | CUSIP: 22944BAJ7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    721840 | PA      | $384006.42    | 0.01%             | 2037-08-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                             | American Electric Power Co Inc                                                                                 | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   5570000 | PA      | $5554292.60   | 0.18%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                                             | Great Canadian Gaming Corp/Raptor LLC                                                                          | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |   1074000 | PA      | $1047923.28   | 0.03%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                             | VZ Secured Financing BV                                                                                        | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1475000 | PA      | $1298088.50   | 0.04%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                                               | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    940890 | PA      | $961213.22    | 0.03%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                                    | EOC Borrower LLC Term Loan B                                                                                   | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    496250 | PA      | $498917.34    | 0.02%             | 2032-03-24      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| C+S WHOLESALE GROCERS INC                                                           | C&S Wholesale Grocers Inc Term Loan B                                                                          | CUSIP: 12676AAB1<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |   1587846 | PA      | $1550134.49   | 0.05%             | 2030-09-20      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| EQUINIX ASIA FIN CORP                                                               | Equinix Asia Financing Corp Pte Ltd                                                                            | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              |  | SG        |   3700000 | PA      | $3633622.00   | 0.12%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                            | Amcor Flexibles North America Inc                                                                              | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2238594.75   | 0.07%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CRSNT Trust                                                                         | CRSNT Trust 2026-MOON                                                                                          | CUSIP: 12642SAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3017542.80   | 0.10%             | 2043-02-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                                                          | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1031066.20   | 0.03%             | 2040-01-13      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                                     | Invesco CLO 2021-2 Ltd                                                                                         | CUSIP: 46091AAB6<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $709290.00    | 0.02%             | 2034-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                               | AMMC CLO 24 Ltd                                                                                                | CUSIP: 00177LAL4<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $700470.40    | 0.02%             | 2035-01-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                                                      | Blackhawk Network Holdings Inc 2026 Term Loan B                                                                | CUSIP: 09238FAN1<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |   1558672 | PA      | $1546709.19   | 0.05%             | 2029-03-12      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                                     | Ardagh Group SA                                                                                                | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    882000 | PA      | $793967.58    | 0.03%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Coherent Corp                                                                       | Coherent Corp 2025 Term Loan B2                                                                                | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    241897 | PA      | $242803.81    | 0.01%             | 2029-07-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                                                   | Great Canadian Gaming Corporation 2024 Term Loan B                                                             | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |   2000000 | PA      | $1955000.00   | 0.06%             | 2029-11-01      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Veritiv Corporation                                                                 | Veritiv Corporation Term Loan B                                                                                | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    562402 | PA      | $545791.85    | 0.02%             | 2030-12-02      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                                                   | Amspec Parent LLC 2025 Term Loan                                                                               | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |   1496232 | PA      | $1497638.37   | 0.05%             | 2031-12-22      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                                | Pilgrim's Pride Corp                                                                                           | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2817312.20   | 0.09%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                 | Worldline SA/France                                                                                            | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    486606 | PA      | $582973.02    | 0.02%             | 2026-07-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                                                          | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6860000 | PA      | $7002383.42   | 0.23%             | 2054-06-25      | Fixed         | 10.03%                | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                            | Perrigo Finance Unlimited Co                                                                                   | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   1113000 | PA      | $1049147.19   | 0.03%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384YEE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10351588 | PA      | $741392.25    | 0.02%             | 2054-10-20      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-19CB                                                                               | CUSIP: 02147QAQ5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    110532 | PA      | $59459.18     | 0.00%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                                      | Newday Funding Master Issuer PLC - Series 2025-2                                                               | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |   2500000 | PA      | $3402581.89   | 0.11%             | 2033-07-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR3 Trust                                                      | FirstKey Homes 2021-SFR3 Trust                                                                                 | CUSIP: 33768JAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    944000 | PA      | $929522.34    | 0.03%             | 2038-12-17      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                                                          | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    610000 | PA      | $629861.60    | 0.02%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                                    | WFRBS Commercial Mortgage Trust 2014-C22                                                                       | CUSIP: 92890KBD6<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |    188962 | PA      | $30.25        | 0.00%             | 2057-09-15      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2006-CW2                                                                  | CUSIP: 46629BAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1288021 | PA      | $743165.07    | 0.02%             | 2036-08-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                                                   | CUSIP: 3137BLN38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181304 | PA      | $16.79        | 0.00%             | 2043-10-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2015-C31                                                            | CUSIP: 46644YAX8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    184741 | PA      | $2.07         | 0.00%             | 2048-08-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38378B7K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277293 | PA      | $469.32       | 0.00%             | 2054-04-16      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD GBP                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-1104764.49  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                               | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2604705 | PA      | $2521295.95   | 0.08%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                                                       | MASTR Alternative Loan Trust 2005-2                                                                            | CUSIP: 576434J70<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2696 | PA      | $2675.99      | 0.00%             | 2035-03-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                 | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1420433.92   | 0.05%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                                               | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    460000 | PA      | $450077.80    | 0.01%             | 2028-06-02      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                                                      | BCAP LLC Trust 2007-AA2                                                                                        | CUSIP: 05530NBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2358611 | PA      | $923315.09    | 0.03%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2017-GM                                                                                              | CUSIP: 056083AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $726035.40    | 0.02%             | 2039-06-13      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM5                                                       | CUSIP: 61779BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4055000 | PA      | $4066352.38   | 0.13%             | 2070-07-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                                      | TeamSystem SpA                                                                                                 | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $901259.68    | 0.03%             | 2032-07-01      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Oregon Tool Inc                                                                     | Oregon Tool Inc 2025 2nd Lien Term Loan                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |         0 | PA      | $0.01         | 0.00%             | 2029-10-15      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                                    | Vista Point Securitization Trust Series 2024-CES2                                                              | CUSIP: 92841YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1010473.00   | 0.03%             | 2054-10-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                 | Sirius XM Radio LLC                                                                                            | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1571818.55   | 0.05%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                                             | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                                                     | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1720215.70   | 0.06%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | US Bancorp                                                                                                     | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2285325.00   | 0.08%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2024-SFR2 Trust                                                                                           | CUSIP: 00179UAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $2975721.28   | 0.10%             | 2041-11-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PMI (Us) Bidco, Inc                                                                 | PMI (Us) Bidco, Inc Delayed Draw Term Loan                                                                     | CUSIP: 56017PAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    206897 | PA      | $208448.27    | 0.01%             | 2033-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | Hilton USA Trust                                                                                               | CUSIP: 432826AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1075000 | PA      | $1076732.04   | 0.04%             | 2042-07-15      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-13                                                                                 | CUSIP: 02150MAA3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    268917 | PA      | $135774.97    | 0.00%             | 2047-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                               | Atlassian Corp                                                                                                 | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1367016.00   | 0.05%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | Fiserv Inc                                                                                                     | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2312598.60   | 0.08%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                                                            | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003840.00   | 0.03%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2006-CW2                                                                  | CUSIP: 46629BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244764 | PA      | $141174.05    | 0.00%             | 2036-08-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                              | SLM Student Loan Trust 2008-7                                                                                  | CUSIP: 78445FAE5<br>LEI: 54930067BGNOZYMNWK87 | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $10048.67     | 0.00%             | 2083-07-26      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                                                    | ALLO Issuer LLC                                                                                                | CUSIP: 01983KAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2734000 | PA      | $2882423.39   | 0.10%             | 2054-07-20      | Fixed         | 11.19%                | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                       | FirstCash Inc                                                                                                  | CUSIP: 33767DAF2<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1947445.50   | 0.06%             | 2034-05-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Astoria Energy LLC                                                                  | Astoria Energy LLC 2025 Term Loan B                                                                            | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |   1485627 | PA      | $1492706.43   | 0.05%             | 2032-06-23      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2022-SFR1                                                                  | CUSIP: 64831KAS5<br>LEI: 213800UD7J2W19Q88M79 | Long             | ABS-O            | CORP              | US        |   3680000 | PA      | $3616772.45   | 0.12%             | 2039-02-17      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                                                              | ARZ Trust 2024-BILT                                                                                            | CUSIP: 00218TAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2325000 | PA      | $2387223.51   | 0.08%             | 2039-06-11      | Fixed         | 8.27%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                                              | Natixis Commercial Mortgage Securities Trust 2020-2PAC                                                         | CUSIP: 63875DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3041000 | PA      | $2607686.39   | 0.09%             | 2037-01-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                                  | MVM Energetika Zrt                                                                                             | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    400000 | PA      | $419444.00    | 0.01%             | 2031-03-13      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                            | Venture Global Calcasieu Pass LLC                                                                              | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    750000 | PA      | $669502.50    | 0.02%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2021-SFR3 Trust                                                                                           | CUSIP: 00180UAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1493572.65   | 0.05%             | 2038-10-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                     | Credit-Based Asset Servicing and Securitization LLC                                                            | CUSIP: 1248P8AK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16051 | PA      | $15980.84     | 0.00%             | 2036-10-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                              | Morgan Stanley Bank NA                                                                                         | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10112600.00  | 0.33%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2020-BNK25                                                                                                | CUSIP: 06539WBG0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   5941000 | PA      | $5128300.91   | 0.17%             | 2063-01-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2020-VIVA                                                                         | CUSIP: 12433XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1074918.84   | 0.04%             | 2044-03-11      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden 98 CLO Ltd                                                                                              | CUSIP: 26248AAQ7<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |   3025000 | PA      | $3003734.25   | 0.10%             | 2035-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                                              | Columbus McKinnon Corp/NY                                                                                      | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    605000 | PA      | $609126.10    | 0.02%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                                             | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2733000 | PA      | $2759127.48   | 0.09%             | 2028-02-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                      | 280 Park Avenue 2017-280P Mortgage Trust                                                                       | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4430280 | PA      | $4377116.20   | 0.14%             | 2034-09-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                                                             | Blue Stream Issuer LLC                                                                                         | CUSIP: 09606BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4200000 | PA      | $4264007.16   | 0.14%             | 2053-05-20      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                                 | DBGS 2021-W52 Mortgage Trust                                                                                   | CUSIP: 23308LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1324988.96   | 0.04%             | 2039-10-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                                            | Science Applications International Corp                                                                        | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    800000 | PA      | $789496.00    | 0.03%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                                               | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $106674.00    | 0.00%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ESC GABS144A HOA FDG L                                                              | ESC GABS144A HOA FDG L                                                                                         | CUSIP: 403ESCAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    814277 | PA      | $0.08         | 0.00%             | 2051-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden 68 CLO Ltd                                                                                              | CUSIP: 26252QAY8<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |   5750000 | PA      | $5725976.50   | 0.19%             | 2035-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                     | Cigna Group/The                                                                                                | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   6995000 | PA      | $6989404.00   | 0.23%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                                     | Cologix Canadian Issuer LP                                                                                     | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1290000 | PA      | $944458.35    | 0.03%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                                     | Lehman XS Trust 2006-17                                                                                        | CUSIP: 52523KAQ7<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-O            | CORP              | US        |    155465 | PA      | $144967.27    | 0.00%             | 2046-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                                            | Itelyum Regeneration Spa                                                                                       | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |    820000 | PA      | $972911.70    | 0.03%             | 2030-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                               | Caesars Entertainment Inc                                                                                      | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015530.00   | 0.03%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                                                         | BXHPP Trust 2021-FILM                                                                                          | CUSIP: 05609JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1019025.00   | 0.03%             | 2036-08-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust 2017-C4                                                                          | CUSIP: 90276RBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7700093 | PA      | $79927.74     | 0.00%             | 2050-10-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                                     | CCRR Parent Inc Term Loan B                                                                                    | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133145 | PA      | $46492.92     | 0.00%             | 2028-03-06      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                            | Project Alpha Intermediate Holding Inc 2024 1st Lien Term Loan B                                               | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1493684 | PA      | $1180010.10   | 0.04%             | 2030-10-26      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                         | Citibank NA                                                                                                    | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5017200.00   | 0.17%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                                            | BCPE Empire Holdings Inc 2026 10th Amendment Term Loan                                                         | CUSIP: 05550HAT2<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1500465.00   | 0.05%             | 2032-12-29      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Liquid Tech Solutions LLC                                                           | Liquid Tech Solutions LLC 2025 Delayed Draw Term Loan                                                          | CUSIP: 92917SAH0<br>LEI: 254900OC60TKLQ1KX067 | Long             | LON              | CORP              | US        |    139319 | PA      | $139260.38    | 0.00%             | 2032-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136BTM26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7524628 | PA      | $7580589.82   | 0.25%             | 2054-12-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2732000 | PA      | $2762407.16   | 0.09%             | 2036-05-16      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| BLACKROCK INC                                                                       | Blackrock Inc                                                                                                  | CUSIP: 000000000<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    730000 | PA      | $854553.82    | 0.03%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                                                 | AUST 3YR BOND FUT JUN26                                                                                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |      -319 | NC      | $116237.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                                                     | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1430440.00   | 0.05%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Knock Issuer Trust 2025-1                                                           | Knock Issuer Trust 2025-1                                                                                      | CUSIP: 49917PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2545000 | PA      | $2567630.14   | 0.08%             | 2030-02-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                          | Vonovia SE                                                                                                     | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |   1750000 | PA      | $1186497.69   | 0.04%             | 2035-09-03      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | Great Wolf Trust 2024-WOLF                                                                                     | CUSIP: 39152MAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2610000 | PA      | $2630296.93   | 0.09%             | 2039-03-15      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                              | Alliant Energy Finance LLC                                                                                     | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    655000 | PA      | $609195.85    | 0.02%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                            | CUSIP: 91282CQK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7700000 | PA      | $7649167.99   | 0.25%             | 2031-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                                     | RingCentral Inc                                                                                                | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    336000 | PA      | $350955.36    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                                                        | VT Topco Inc                                                                                                   | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |   2883000 | PA      | $2953028.07   | 0.10%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-INV1                                                                           | CUSIP: 92540FAF7<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3034394.10   | 0.10%             | 2069-03-25      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                     | C-BASS Mortgage Loan Trust 2007-CB2                                                                            | CUSIP: 1248MBAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    753308 | PA      | $427251.53    | 0.01%             | 2037-02-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                                                          | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190059.75    | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                                             | Belron Finance 2019 LLC 2026 Repriced Term Loan B                                                              | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1496250 | PA      | $1505294.83   | 0.05%             | 2031-10-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                    | BAT Capital Corp                                                                                               | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43547.24     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| ELIA GROUP SA/NV                                                                    | Elia Group SA/NV                                                                                               | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $117835.60    | 0.00%             | 2031-06-11      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HFGZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1538995 | PA      | $1552459.22   | 0.05%             | 2054-09-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| DTI Holdco Inc                                                                      | DTI Holdco Inc 2025 Term Loan B                                                                                | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |   1012937 | PA      | $922192.78    | 0.03%             | 2029-04-26      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HJC54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6044590 | PA      | $462583.08    | 0.02%             | 2055-02-25      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HJ7M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1085375 | PA      | $1088960.35   | 0.04%             | 2055-02-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                           | IRV Trust 2025-200P                                                                                            | CUSIP: 45006HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1370000 | PA      | $1391278.43   | 0.05%             | 2047-03-14      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                                                            | Secretariat Advisors LLC 2025 Term Loan B                                                                      | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1223313 | PA      | $1204963.03   | 0.04%             | 2032-02-28      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Heritage Environmental Services, Inc.                                               | HERITAGE ENVIRONMENTAL SER INC 2026 TERM LOAN B                                                                | CUSIP: 03970GAC8<br>LEI: 549300E3IIHNPMXFHC03 | Long             | LON              | CORP              | US        |   1173113 | PA      | $1178978.47   | 0.04%             | 2033-04-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD AUD                                                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-38196.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                                     | Star Parent Inc                                                                                                | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |   2583000 | PA      | $2706312.42   | 0.09%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                      | 280 Park Avenue 2017-280P Mortgage Trust                                                                       | CUSIP: 90205FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1691938.43   | 0.06%             | 2034-09-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                   | 1211 Avenue of the Americas Trust 2015-1211                                                                    | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4365000 | PA      | $4163118.75   | 0.14%             | 2035-08-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| NAPA Management Services Corporation                                                | NAPA Management Services Corporation Term Loan B                                                               | CUSIP: 63035HAC3<br>LEI: 549300C5SN85QZ48R870 | Long             | LON              | CORP              | US        |   1370428 | PA      | $866898.27    | 0.03%             | 2029-02-23      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-46CB                                                                               | CUSIP: 12667G6W8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    206746 | PA      | $141165.60    | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESEARCH NOW GROUP, LLC                                                             | RESEARCH NOW GROUP, LLC                                                                                        | CUSIP: 000000000<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | EC               | CORP              | US        |       506 | NS      | $1475.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2026-NQM4 Trust                                                                                            | CUSIP: 67124FAL0<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5989168.80   | 0.20%             | 2066-02-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| MIP V Waste Holdings LLC                                                            | MIP V Waste Holdings LLC 2025 Term Loan B                                                                      | CUSIP: 55316XAE0<br>LEI: 254900RELOGHR3ZGIQ56 | Long             | LON              | CORP              | US        |    992500 | PA      | $998082.81    | 0.03%             | 2032-08-20      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                                                   | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    319000 | PA      | $276116.83    | 0.01%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                          | Mattel Inc                                                                                                     | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2206666.00   | 0.07%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                                  | Element Materials Technology Group US Holdings Inc 2022 USD Term Loan                                          | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |   1493214 | PA      | $1503487.08   | 0.05%             | 2029-07-06      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2007-CH2                                                                  | CUSIP: 46630MAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    542477 | PA      | $262005.81    | 0.01%             | 2030-10-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2023-NQM2 Trust                                                                                           | CUSIP: 74390KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1251264.00   | 0.04%             | 2068-08-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                                | SMRT 2022-MINI                                                                                                 | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6376519.50   | 0.21%             | 2039-01-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL7 Issuer Ltd                                                                                       | CUSIP: 87277LAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3125000 | PA      | $3121793.81   | 0.10%             | 2043-06-18      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $855970.40    | 0.03%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                                   | First Franklin Mortgage Loan Trust Series 2007-FF2                                                             | CUSIP: 32029GAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    619441 | PA      | $293405.54    | 0.01%             | 2037-03-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2022-2                                                                              | CUSIP: 92538XAB1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    755188 | PA      | $721714.19    | 0.02%             | 2067-02-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2014-UBS5 Mortgage Trust                                                                                  | CUSIP: 12592KBD5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1312003 | PA      | $17.97        | 0.00%             | 2047-09-10      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                                               | Rentokil Terminix Funding LLC                                                                                  | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1986942.00   | 0.07%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Field LLC                                                                     | South Field LLC 2025 1st Lien Term Loan B                                                                      | CUSIP: 83783XAG1<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |    343048 | PA      | $344978.09    | 0.01%             | 2031-08-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| bmo sba coof trust                                                                  | BMO SBA COOF Trust 2019-1                                                                                      | CUSIP: 05588XAA4<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1307725 | PA      | $29101.06     | 0.00%             | 2045-10-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2026-RTL1                                                                                 | CUSIP: 50206JAB1<br>LEI: 52990026MRD22HI0T740 | Long             | ABS-MBS          | CORP              | US        |   6250000 | PA      | $6220622.50   | 0.21%             | 2041-01-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                                  | Nouryon Finance BV 2024 USD Term Loan B2                                                                       | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    994962 | PA      | $990922.67    | 0.03%             | 2028-04-03      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                            | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                               | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2060940.00   | 0.07%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                          | Grifols SA                                                                                                     | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    827000 | PA      | $1009723.81   | 0.03%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BGME Trust                                                                          | BGME Trust 2021-VR                                                                                             | CUSIP: 05551XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1232480.96   | 0.04%             | 2043-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-HQA3                                                                        | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |   6820789 | PA      | $6942699.01   | 0.23%             | 2041-09-25      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                      | Amazon.com Inc                                                                                                 | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2957250.00   | 0.10%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Upfield B.V.                                                                        | Upfield BV 2026 USD Term Loan B15                                                                              | CUSIP: 000000000<br>LEI: 2549002VGA888UKFKS25 | Long             | LON              | CORP              | NL        |   1498744 | PA      | $1477011.94   | 0.05%             | 2030-10-31      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                               | Time Warner Cable LLC                                                                                          | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1324213.80   | 0.04%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                        | NiSource Inc                                                                                                   | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3163570.80   | 0.10%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                                           | Structured Asset Mortgage Investments II Trust 2006-AR2                                                        | CUSIP: 86359LSM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6852 | PA      | $6468.17      | 0.00%             | 2036-02-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| WatchGuard Technologies Inc                                                         | WatchGuard Technologies Inc Term Loan                                                                          | CUSIP: 94110LAB9<br>LEI: 549300H8HK7HR0EWNZ91 | Long             | LON              | CORP              | US        |   1493553 | PA      | $1383403.81   | 0.05%             | 2029-07-02      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| ExteNet Systems                                                                     | ExteNet Issuer LLC                                                                                             | CUSIP: 30227XAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2556365.00   | 0.08%             | 2054-07-25      | Fixed         | 8.27%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Corp Trust 2017-375H                                                                    | CUSIP: 36254JAG0<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |   2920000 | PA      | $2824032.45   | 0.09%             | 2037-09-10      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                                                          | CUSIP: 44855PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1571396.67   | 0.05%             | 2040-01-13      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                               | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    461232 | PA      | $446505.51    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FS Commerical Mortgage Trust 2023-4SZN                                              | FS Commercial Mortgage Trust 2023-4SZN                                                                         | CUSIP: 30334RAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013682.00   | 0.03%             | 2039-11-10      | Variable      | 10.76%                | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                                                             | CUSIP: 3133Q5E51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6046105 | PA      | $803663.45    | 0.03%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                       | DISH DBS Corp                                                                                                  | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2245950.00   | 0.07%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2022-SFR1 Trust                                                                                           | CUSIP: 00179WAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3150000 | PA      | $3147932.97   | 0.10%             | 2039-03-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                                                             | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2732100.00   | 0.09%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES5                                                                                  | CUSIP: 74942CAN9<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4531809.60   | 0.15%             | 2055-05-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                                             | GoldenTree Loan Management US CLO 22 Ltd                                                                       | CUSIP: 38139HAC0<br>LEI: 254900AWFHWNFOUM2K51 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $975693.00    | 0.03%             | 2037-10-20      | Floating      | 11.60%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT JUN26                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1847 | NC      | $4778308.87   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lernen Bidco Limited                                                                | Lernen Bidco Limited 2025 USD Term Loan B3                                                                     | CUSIP: 000000000<br>LEI: 894500YKKF2CXAP6DR25 | Long             | LON              | CORP              | US        |    995006 | PA      | $975106.13    | 0.03%             | 2031-10-27      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38381AYA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1895 | PA      | $1800.15      | 0.00%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD AUD                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-869110.65   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ACRA Trust 2024-NQM1                                                                | ACRA Trust 2024-NQM1                                                                                           | CUSIP: 00112EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470000 | PA      | $1481596.54   | 0.05%             | 2064-10-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                            | Rockies Express Pipeline LLC                                                                                   | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    216000 | PA      | $218272.32    | 0.01%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2023-P1                                                                         | CUSIP: 14688EAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3100 | PA      | $194493.33    | 0.01%             | 2030-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                      | CFMT 2024-NR1 LLC                                                                                              | CUSIP: 12531DAA2<br>LEI: 984500D67D63D8645054 | Long             | ABS-MBS          | CORP              | US        |   5620081 | PA      | $5631970.81   | 0.19%             | 2029-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1147223.00   | 0.04%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136BXTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11729945 | PA      | $11810984.36  | 0.39%             | 2055-09-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                                                           | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1850203.25   | 0.06%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-22                                                                                 | CUSIP: 02151BBG2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    235676 | PA      | $88426.99     | 0.00%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                       | Amphenol Corp                                                                                                  | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2799638.70   | 0.09%             | 2036-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-67CB                                                                               | CUSIP: 12668AJ89<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     52101 | PA      | $37795.72     | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                              | Banc of America Alternative Loan Trust 2006-5                                                                  | CUSIP: 05950BAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1314141 | PA      | $1082775.66   | 0.04%             | 2046-06-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                                                | Abu Dhabi Government International Bond                                                                        | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   2516000 | PA      | $2453250.96   | 0.08%             | 2054-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                                                     | TEXAS Commercial Mortgage Trust 2025-TWR                                                                       | CUSIP: 88231WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $1326792.46   | 0.04%             | 2042-04-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2019-55HY Mortgage Trust                                                                          | CUSIP: 44421MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3610749.60   | 0.12%             | 2041-12-10      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                                                       | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2780000 | PA      | $2804279.71   | 0.09%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                                    | Vista Point Securitization Trust Series 2024-CES2                                                              | CUSIP: 92841YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2060000 | PA      | $2072239.70   | 0.07%             | 2054-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                                                             | CUSIP: 3142G6FR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15101798 | PA      | $2166675.15   | 0.07%             | 2052-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                                                    | CUSIP: 61690FAN3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    159492 | PA      | $2.11         | 0.00%             | 2048-04-15      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                                                   | CUSIP: 3137FMCP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134708 | PA      | $13627.62     | 0.00%             | 2031-01-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2017-GM                                                                                              | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $977690.20    | 0.03%             | 2039-06-13      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                        | State Street Institutional U.S. Government Money Market Fund                                                   | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  12288284 | NS      | $12288283.70  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT INC                                                                       | Open Text Holdings Inc                                                                                         | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2008639.00   | 0.07%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2023-LIFE                                                                                             | CUSIP: 05609DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $4140487.20   | 0.14%             | 2028-02-15      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2021-N3                                                                         | CUSIP: 14687GAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1500 | PA      | $112161.31    | 0.00%             | 2028-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2024-CES1                                                                                                 | CUSIP: 281907AE5<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |   4263000 | PA      | $4289619.02   | 0.14%             | 2060-01-26      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2024-CES1                                                                            | CUSIP: 89183CAB1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    571038 | PA      | $573012.26    | 0.02%             | 2064-01-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2021-SFR9 Trust                                                                           | CUSIP: 74333QAJ4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1531000 | PA      | $1446798.83   | 0.05%             | 2040-11-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                            | Virgin Media Bristol LLC 2020 USD Term Loan Q                                                                  | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1472505.00   | 0.05%             | 2029-01-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-46CB                                                                               | CUSIP: 12667G6X6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    156225 | PA      | $104617.68    | 0.00%             | 2035-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                                         | Rollins Inc                                                                                                    | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1089956.40   | 0.04%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                               | Tenet Healthcare Corp                                                                                          | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1950487.50   | 0.06%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                      | Amazon.com Inc                                                                                                 | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4125000 | PA      | $4804026.91   | 0.16%             | 2064-03-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                                    | Mortimer 2024-Mix PLC                                                                                          | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |   1400000 | PA      | $2044384.93   | 0.07%             | 2067-09-22      | Floating      | 9.67%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Long: SDL34JZ57 IRS GBP R F  3.93300 BDL34JZ65 CCPOIS / Short: SDL34JZ57 IRS GBP P V 12MSONIA BDL34JZ73 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 147415000 | OU      | $-1387775.83  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2025-NPL6 LLC                                                                                             | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |   3292286 | PA      | $3298935.92   | 0.11%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                                | Smithfield Foods Inc                                                                                           | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5046.65      | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2016-GS4                                                                          | CUSIP: 36251XAT4<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |  12594511 | PA      | $4328.73      | 0.00%             | 2049-11-10      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Ltd                                                 | Dechra Pharmaceuticals Holdings Ltd 2026 USD Term Loan B3                                                      | CUSIP: 24343EAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1498500 | PA      | $1503812.18   | 0.05%             | 2032-01-27      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2007-QS1 Trust                                                                                     | CUSIP: 74922KAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5079315 | PA      | $666441.73    | 0.02%             | 2037-01-25      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H7 Mortgage Trust                                                                                   | CUSIP: 22757CAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3930000 | PA      | $3931447.03   | 0.13%             | 2069-11-25      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS6 Trust                                                                                     | CUSIP: 74922EAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725324 | PA      | $607890.64    | 0.02%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                             | Hungary Government International Bond                                                                          | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    546000 | PA      | $547228.50    | 0.02%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA Inc                                                                                                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3339812.25   | 0.11%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                                 | Hotwire Funding LLC                                                                                            | CUSIP: 44148JAM1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2330338.95   | 0.08%             | 2054-06-20      | Fixed         | 9.19%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                        | WP Carey Inc                                                                                                   | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    200000 | PA      | $238471.53    | 0.01%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                              | SLM Student Loan Trust 2008-5                                                                                  | CUSIP: 78444YAD7<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |     21435 | PA      | $21531.74     | 0.00%             | 2023-07-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Chrysaor Bidco Sarl                                                                 | Chrysaor Bidco Sarl 2025 USD Term Loan B                                                                       | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |    995006 | PA      | $1001230.01   | 0.03%             | 2031-10-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM16 Trust                                                                                           | CUSIP: 67120GAF5<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4021855.60   | 0.13%             | 2064-10-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Pro Mach Group Inc                                                                  | Pro Mach Group Inc 2025 1st Lien Term Loan B                                                                   | CUSIP: 74273JAL7<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |   1496250 | PA      | $1503768.66   | 0.05%             | 2032-10-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2015-LC20                                                                | CUSIP: 94989EAQ0<br>LEI: 549300W6NRTMFPYUPG47 | Long             | ABS-MBS          | CORP              | US        |    415000 | PA      | $11263.97     | 0.00%             | 2050-04-15      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2024-RPL4 LLC                                                                                             | CUSIP: 74448MAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $1226260.48   | 0.04%             | 2054-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                             | Phillips Edison Grocery Center Operating Partnership I LP                                                      | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |   2755000 | PA      | $2702048.90   | 0.09%             | 2033-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BCRED CLO LTD                                                                       | BCRED CLO 2023-1 LLC                                                                                           | CUSIP: 055978AA8<br>LEI: 2549001W2Y6F50VEZG93 | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1202642.40   | 0.04%             | 2036-01-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HLPB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13057159 | PA      | $703870.94    | 0.02%             | 2055-06-25      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| American Rock Salt Company LLC                                                      | American Rock Salt Company LLC 2024 First Out Term Loan                                                        | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    180252 | PA      | $181469.09    | 0.01%             | 2028-06-09      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust 2006-9                                                                                   | CUSIP: 52521HBT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5516835 | PA      | $356443.84    | 0.01%             | 2037-01-25      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                                                 | Homeward Opportunities Fund Trust 2025-RRTL1                                                                   | CUSIP: 437919AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2645000 | PA      | $2659408.11   | 0.09%             | 2040-03-25      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2026-NQM1 Mortgage Trust                                                                                 | CUSIP: 22758EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4684000 | PA      | $4580462.99   | 0.15%             | 2061-02-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                                                             | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1301956.56   | 0.04%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 1440 Food Topco LLC                                                                 | 1440 Food Topco LLC Term Loan B                                                                                | CUSIP: 68239HAB8<br>LEI: 25490024DAA5SE6DQ846 | Long             | LON              | CORP              | US        |    740954 | PA      | $597023.81    | 0.02%             | 2031-10-31      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                                                  | Diamond Issuer LLC                                                                                             | CUSIP: 25267TAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4550000 | PA      | $4400024.72   | 0.15%             | 2051-11-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                                              | First Brands Group LLC 2025 PIK DIP Roll-Up Term Loan B                                                        | CUSIP: 31935HAN7<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    287147 | PA      | $1129.92      | 0.00%             | 2026-06-29      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                                                    | GVC Holdings (Gibraltar) Limited 2025 Term Loan B6 (2029)                                                      | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |    967004 | PA      | $969498.90    | 0.03%             | 2029-10-31      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2024-SFR1 Trust                                                                                           | CUSIP: 00179CAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4653000 | PA      | $4423667.59   | 0.15%             | 2041-07-17      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Pacific Bells LLC                                                                   | Pacific Bells LLC 2024 Repriced Term Loan B                                                                    | CUSIP: 69403HAN0<br>LEI: 549300VGOQXINYVBJF37 | Long             | LON              | CORP              | US        |    991153 | PA      | $998587.08    | 0.03%             | 2028-11-13      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                             | Central Garden & Pet Co                                                                                        | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54602.94     | 0.00%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2026-NPL5 LLC                                                                                             | CUSIP: 69384KAA4<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-O            | CORP              | US        |   7260000 | PA      | $7278077.40   | 0.24%             | 2056-04-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                                                             | CARS-DB5 LP                                                                                                    | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-O            |  | US        |   2778796 | PA      | $2751922.21   | 0.09%             | 2051-08-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HMVM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17932308 | PA      | $1664183.06   | 0.05%             | 2055-09-25      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2024-5C1                                                                 | CUSIP: 95003VAH1<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    847000 | PA      | $857448.25    | 0.03%             | 2057-07-15      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                                                   | Terex Corporation 2025 Term Loan                                                                               | CUSIP: 88078FBQ0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |    994987 | PA      | $1001519.55   | 0.03%             | 2031-10-08      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                     | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                                                      | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   1223847 | PA      | $1227904.40   | 0.04%             | 2028-12-21      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                                                 | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    354000 | PA      | $319244.28    | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                              | GSAA Home Equity Trust 2007-5                                                                                  | CUSIP: 3622ECAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    695037 | PA      | $299422.73    | 0.01%             | 2047-04-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HLSP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1995183 | PA      | $2018217.91   | 0.07%             | 2055-06-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                    | GGAM Finance Ltd                                                                                               | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    892000 | PA      | $929223.16    | 0.03%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2014-CCRE19 Mortgage Trust                                                                                | CUSIP: 12592GAC7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    848941 | PA      | $4131.92      | 0.00%             | 2047-08-10      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                                                  | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3110823.75   | 0.10%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                            | Virgin Media Bristol LLC 2023 USD Term Loan Y                                                                  | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   1871507 | PA      | $1755904.16   | 0.06%             | 2031-03-31      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2005-A8CB                                                               | CUSIP: 45660LSX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215322 | PA      | $105335.06    | 0.00%             | 2035-07-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                         | Corp Nacional del Cobre de Chile                                                                               | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    407000 | PA      | $406564.51    | 0.01%             | 2033-02-02      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA BOND CBT JUN26                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -565 | NC      | $2669653.15   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                             | Kodiak Gas Services LLC                                                                                        | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    728000 | PA      | $745035.20    | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                        | SM Energy Co                                                                                                   | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1673955.00   | 0.06%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                                                    | Soundview Home Loan Trust 2007-OPT2                                                                            | CUSIP: 83613DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207893 | PA      | $170957.86    | 0.01%             | 2037-07-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                                                           | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4175000 | PA      | $4379671.86   | 0.14%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136BWM86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16290360 | PA      | $1099384.77   | 0.04%             | 2055-08-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2006-A12                                                                | CUSIP: 76113XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    508297 | PA      | $167541.41    | 0.01%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                                                   | CUSIP: 3137FNX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2495000 | PA      | $9097.02      | 0.00%             | 2047-09-25      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                               | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1706410 | PA      | $1608178.74   | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136BUDT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    967561 | PA      | $86724.87     | 0.00%             | 2054-11-25      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Priority Holdings LLC                                                               | Priority Holdings LLC 2025 Term Loan B                                                                         | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1490424 | PA      | $1450555.40   | 0.05%             | 2032-08-02      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                                                    | QuidelOrtho Corp Term Loan                                                                                     | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |   1318549 | PA      | $1282288.86   | 0.04%             | 2032-08-20      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2020-1 DAC                                      | Palmer Square European Loan Funding 2024-3 DAC                                                                 | CUSIP: 000000000<br>LEI: 254900IYUKLJNYNCCC63 | Long             | ABS-CBDO         | CORP              | IE        |   1400000 | PA      | $1645814.12   | 0.05%             | 2034-05-15      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                                                       | American Home Mortgage Assets Trust 2006-6                                                                     | CUSIP: 008684AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17025811 | PA      | $70301.28     | 0.00%             | 2046-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                 | Clydesdale Acquisition Holdings Inc Term Loan B                                                                | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    900000 | PA      | $861133.50    | 0.03%             | 2029-04-13      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                              | GSAA Trust                                                                                                     | CUSIP: 362334NC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2605450 | PA      | $884067.44    | 0.03%             | 2046-03-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                                                        | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1940000 | PA      | $2049086.20   | 0.07%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2025-2                                                         | CUSIP: 44644NAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1341618 | PA      | $1307467.12   | 0.04%             | 2033-09-20      | Floating      | 10.24%                | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                                                 | Mastr Asset Backed Securities Trust 2006-NC2                                                                   | CUSIP: 55275BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635987 | PA      | $220315.67    | 0.01%             | 2036-08-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Davis Park CLO                                                                      | Davis Park CLO Ltd                                                                                             | CUSIP: 239086AU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3500000 | PA      | $3446226.00   | 0.11%             | 2038-07-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO AG                                                                    | Delivery Hero SE                                                                                               | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | DBT              | CORP              | DE        |   2600000 | PA      | $2877401.73   | 0.10%             | 2028-01-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2                                                       | CUSIP: 617949AH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5018000 | PA      | $4944433.61   | 0.16%             | 2071-01-26      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| MAPS Trust                                                                          | MAPS 2026-1 Trust                                                                                              | CUSIP: 55293WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2945451 | PA      | $2930280.02   | 0.10%             | 2051-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                                                      | RIDE 2025-SHRE                                                                                                 | CUSIP: 765692AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3037923.60   | 0.10%             | 2047-02-14      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDI                                                             | Northwest Natural Holding Co                                                                                   | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2068440.00   | 0.07%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN                                                  | CUSIP: 46652BBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $8416.53      | 0.00%             | 2037-01-16      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                                          | Amneal Pharmaceuticals LLC 2026 Term Loan                                                                      | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    995000 | PA      | $1000596.88   | 0.03%             | 2032-08-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38378BT58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    203310 | PA      | $2730.70      | 0.00%             | 2053-01-16      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                                                    | ALLO Issuer LLC                                                                                                | CUSIP: 01983KAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1794507.93   | 0.06%             | 2055-04-20      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                        | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |   7130000 | PA      | $7330452.82   | 0.24%             | 2041-10-25      | Floating      | 11.15%                | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                                 | CSN Inova Ventures                                                                                             | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |   2369000 | PA      | $2022131.02   | 0.07%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                                                      | Alinea CLO 2018-1 Ltd                                                                                          | CUSIP: 016269AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $743424.75    | 0.02%             | 2031-07-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                                           | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    685000 | PA      | $673903.00    | 0.02%             | 2028-12-20      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                                                      | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                                               | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   1136478 | PA      | $1142274.16   | 0.04%             | 2030-06-24      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                                | Bayer US Finance LLC                                                                                           | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $532940.00    | 0.02%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2006-A16                                                                | CUSIP: 76114GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333392 | PA      | $134111.47    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                              | AmeriGas Partners LP / AmeriGas Finance Corp                                                                   | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1619000 | PA      | $1726436.84   | 0.06%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Student Loan Trust 2018-4                                                                              | CUSIP: 63941NAD1<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $817441.01    | 0.03%             | 2067-06-27      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                       | TransDigm Inc 2023 Term Loan J                                                                                 | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1143518 | PA      | $1146514.36   | 0.04%             | 2031-02-28      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| LUMEXA IMAGING INC                                                                  | Lumexa Imaging Inc Term Loan B                                                                                 | CUSIP: 90372AAN8<br>LEI: 254900QCDFUYXJEFMY06 | Long             | LON              | CORP              | US        |   1496250 | PA      | $1504898.33   | 0.05%             | 2032-12-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                             | Global Partners LP / GLP Finance Corp                                                                          | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $434042.00    | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PMI US BIDCO INC                                                                    | PMI (Us) Bidco Inc Term Loan B                                                                                 | CUSIP: 56017PAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1293103 | PA      | $1302801.73   | 0.04%             | 2033-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2025-2                                                         | CUSIP: 44644NAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1195230 | PA      | $1197918.38   | 0.04%             | 2033-09-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                                                            | Axalta Coating Systems Dutch Holding B BV                                                                      | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $51968.50     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                                                | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2804782.50   | 0.09%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                              | GSAA Trust                                                                                                     | CUSIP: 3622EAAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166316 | PA      | $7375.99      | 0.00%             | 2047-03-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                              | Digital Dutch Finco BV                                                                                         | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    500000 | PA      | $566156.87    | 0.02%             | 2035-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| American Money Management Corporation                                               | AMMC CLO 27 Ltd                                                                                                | CUSIP: 00173UAY0<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2983869.00   | 0.10%             | 2037-01-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-NQM6 Trust                                                                                           | CUSIP: 36167KAA6<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   1080503 | PA      | $992916.89    | 0.03%             | 2066-08-25      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                                                     | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    560000 | PA      | $488583.20    | 0.02%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2007-A2                                                             | CUSIP: 12566UAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179984 | PA      | $161665.01    | 0.01%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                          | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  96225000 | PA      | $92594623.20  | 3.06%             | 2056-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                                                | Mehilainen Yhtiot Oy                                                                                           | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |   1145000 | PA      | $1350494.28   | 0.04%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                | Neptune Bidco US Inc 2026 USD Term Loan B                                                                      | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    900000 | PA      | $883183.50    | 0.03%             | 2033-02-03      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd                                                                  | Elmwood CLO IV Ltd                                                                                             | CUSIP: 29002GAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8160000 | PA      | $8165189.76   | 0.27%             | 2037-04-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                                                     | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5950000 | PA      | $5992066.50   | 0.20%             | 2056-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                                                          | Aurium Clo XIII DAC                                                                                            | CUSIP: 000000000<br>LEI: 635400NUJFLZMWBUGF89 | Long             | ABS-CBDO         | CORP              | IE        |   1775000 | PA      | $2080130.44   | 0.07%             | 2038-04-15      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                                                         | Kedrion SpA                                                                                                    | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    669000 | PA      | $656543.22    | 0.02%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                     | NGPL PipeCo LLC                                                                                                | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40060.00     | 0.00%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                              | GSAA Home Equity Trust 2007-5                                                                                  | CUSIP: 3622ECAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $278887.68    | 0.01%             | 2037-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA, Inc.                                              | Grifols Worldwide Operations USA, Inc. 2026 USD Term Loan B                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    737500 | PA      | $740066.50    | 0.02%             | 2033-04-14      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2015-LC21 Mortgage Trust                                                                                  | CUSIP: 12593FAG9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |  10015000 | PA      | $245.37       | 0.00%             | 2048-07-10      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Bombardier Capital Mortgage Securitization Corp.                                    | BCMSC Trust 1999-B                                                                                             | CUSIP: 09774XBC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    997492 | PA      | $47925.10     | 0.00%             | 2012-06-15      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                    | Berry Global Inc                                                                                               | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153850.50    | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                            | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4884100.00   | 0.16%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HLVW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1140104 | PA      | $1055636.58   | 0.03%             | 2055-06-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                              | AmeriGas Partners LP / AmeriGas Finance Corp                                                                   | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $47215.78     | 0.00%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                             | Grand Canyon University                                                                                        | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993430.00    | 0.03%             | 2028-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                            | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    415000 | PA      | $432786.90    | 0.01%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| HSI Asset Loan Obligation                                                           | HSI Asset Loan Obligation Trust 2007-WF1                                                                       | CUSIP: 40431KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235132 | PA      | $71733.33     | 0.00%             | 2036-12-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                            | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3499125.00   | 0.12%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                                               | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6996000 | PA      | $6361742.64   | 0.21%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LMRK Issuer Co. LLC                                                                 | Lmrk Issuer Co 2 LLC                                                                                           | CUSIP: 50209AAJ0<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-O            | CORP              | US        |   5705000 | PA      | $5706291.61   | 0.19%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                        | Voya CLO 2019-4 Ltd                                                                                            | CUSIP: 92917UAE2<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   1351000 | PA      | $1300082.16   | 0.04%             | 2035-01-15      | Floating      | 10.64%                | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                                 | Banc of America Funding 2014-R5 Trust                                                                          | CUSIP: 05990PAB1<br>LEI: 549300LENCFK8RITKD65 | Long             | ABS-MBS          | CORP              | US        |    900925 | PA      | $639100.82    | 0.02%             | 2045-09-26      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP                                                               | Betclic Everest Group 2026 EUR Term Loan B                                                                     | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | LON              | CORP              | FR        |   1380555 | PA      | $1624484.79   | 0.05%             | 2031-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                            | Neuberger Berman Loan Advisers Clo 40 Ltd                                                                      | CUSIP: 64134KAC4<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |    316250 | PA      | $104824.86    | 0.00%             | 2037-10-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                                     | 180 Medical Inc                                                                                                | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    269000 | PA      | $259835.17    | 0.01%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LHMC FINCO 2 SARL                                                                   | LHMC Finco 2 Sarl                                                                                              | CUSIP: 000000000<br>LEI: 254900VNJ7A4DAOPXL60 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1235031.57   | 0.04%             | 2030-05-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes                                           | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                                                         | CUSIP: 03881KAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2300722.89   | 0.08%             | 2043-01-20      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                                             | PUG LLC 2024 Extended Term Loan B                                                                              | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |   1542276 | PA      | $1532251.23   | 0.05%             | 2030-03-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| HAVN Trust                                                                          | HAVN Trust 2025-MOB                                                                                            | CUSIP: 40408XAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3315000 | PA      | $3200802.89   | 0.11%             | 2035-10-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                               | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  41284114 | PA      | $38904349.60  | 1.29%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust                                                      | BXSC Commercial Mortgage Trust 2022-WSS                                                                        | CUSIP: 05610BAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1643972 | PA      | $1644693.79   | 0.05%             | 2035-03-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                                         | BIOMARIN PHARMACEUTICAL INC TERM LOAN B                                                                        | CUSIP: 09075UAD6<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1506097.50   | 0.05%             | 2033-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                                              | Asurion LLC/ Asurion Co-Issuer Inc                                                                             | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    805000 | PA      | $795307.80    | 0.03%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2022-SFR1 Trust                                                                                           | CUSIP: 00179WAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3290000 | PA      | $3255733.99   | 0.11%             | 2039-03-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                   | Post Holdings Inc                                                                                              | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1430086.25   | 0.05%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                                               | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1273636.00   | 0.04%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Red Ventures LLC                                                                    | Red Ventures LLC 2024 Term Loan B                                                                              | CUSIP: 75703UAL9<br>LEI: 9845004G68FBD7FP1585 | Long             | LON              | CORP              | US        |    474110 | PA      | $425395.07    | 0.01%             | 2030-03-04      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                                 | General Electric Co                                                                                            | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57000.00     | 0.00%             | 2026-05-05      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH GMBH                                                                   | Robert Bosch GmbH                                                                                              | CUSIP: 000000000<br>LEI: 529900F0LT5OP4SV6122 | Long             | DBT              | CORP              | DE        |   2500000 | PA      | $2850941.80   | 0.09%             | 2043-06-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H8 Mortgage Trust                                                                                   | CUSIP: 22757GAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3292295.49   | 0.11%             | 2069-12-25      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136BXT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22652472 | PA      | $1909837.14   | 0.06%             | 2055-12-25      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                       | FirstCash Inc                                                                                                  | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    320000 | PA      | $328096.00    | 0.01%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| South Field LLC                                                                     | South Field LLC 2025 1st Lien Term Loan C                                                                      | CUSIP: 83783XAF3<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     21453 | PA      | $21573.35     | 0.00%             | 2031-08-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| American Rock Salt Company LLC                                                      | American Rock Salt Company LLC 2024 First Out Delayed Draw Term Loan                                           | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |     47311 | PA      | $47630.02     | 0.00%             | 2028-06-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                                                       | LUXCO3 SHARES                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      5862 | NS      | $120513.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                                                              | FIS Fabbrica Italiana Sintetici SpA                                                                            | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |   1100000 | PA      | $1282171.20   | 0.04%             | 2031-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136BTBD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1858089 | PA      | $1871021.33   | 0.06%             | 2054-10-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                       | ZF North America Capital Inc                                                                                   | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180846.00    | 0.01%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                                                                      | Bardot CLO Ltd                                                                                                 | CUSIP: 06744NBU0<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1195179.60   | 0.04%             | 2032-10-22      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-1                                                                              | CUSIP: 92540EAE3<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |   2980000 | PA      | $3019205.48   | 0.10%             | 2069-01-25      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                                     | CLI Funding VIII LLC                                                                                           | CUSIP: 12565KAF4<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    214984 | PA      | $195622.69    | 0.01%             | 2047-01-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2025-ESH                                                                           | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5335759 | PA      | $5370116.70   | 0.18%             | 2042-10-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES8                                                                                  | CUSIP: 749421AF0<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   5010000 | PA      | $5075543.33   | 0.17%             | 2044-11-25      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                          | Humana Inc                                                                                                     | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    570000 | PA      | $566397.60    | 0.02%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                                                             | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    128000 | PA      | $134170.88    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | Lhome Mortgage Trust 2025-Rtl2                                                                                 | CUSIP: 50206RAB3<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-MBS          | CORP              | US        |   2905000 | PA      | $2914497.03   | 0.10%             | 2040-04-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                                              | Treasury Corp of Victoria                                                                                      | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   2010000 | PA      | $1386668.97   | 0.05%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                                           | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99150.00     | 0.00%             | 2027-01-27      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                            | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     73000 | PA      | $70291.02     | 0.00%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                                           | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1263409.65   | 0.04%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2025-NPL8 LLC                                                                                             | CUSIP: 69392EAA8<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-O            | CORP              | US        |   4428371 | PA      | $4443885.11   | 0.15%             | 2055-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2005-QS16 Trust                                                                                    | CUSIP: 761118MG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    291896 | PA      | $260725.42    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BOBL FUTURE JUN26                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -219 | NC      | $59572.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corporation                                                               | Open Text Corporation 2023 Term Loan B                                                                         | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |         0 | PA      | $0.00         | 0.00%             | 2030-01-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust 2025-NQM6                                                                      | CUSIP: 10570MAF7<br>LEI: 254900U9H6FFPW4O4S55 | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1647940.31   | 0.05%             | 2065-06-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                      | PMT Loan Trust 2026-INV4                                                                                       | CUSIP: 69383UBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5035661.55   | 0.17%             | 2057-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Quartz Acquireco LLC                                                                | Quartz Acquireco LLC 2025 Term Loan B                                                                          | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2178117 | PA      | $1820100.03   | 0.06%             | 2030-06-28      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                                                          | GC Ferry Acquisition I Inc Term Loan                                                                           | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |   1361065 | PA      | $1359554.30   | 0.04%             | 2032-08-16      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2022-CLS                                                                                              | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2955000 | PA      | $2949026.17   | 0.10%             | 2027-10-13      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DK Crown Holdings Inc                                                               | DK Crown Holdings Inc 2025 Term Loan B                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1117068 | PA      | $1120168.35   | 0.04%             | 2032-03-04      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| HDI Aerospace Intermediate Holding III Corporation                                  | HDI Aerospace Intermediate Holding III Corporation Term Loan B                                                 | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |    811800 | PA      | $816532.79    | 0.03%             | 2032-02-11      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| PARADIGM PRNT/CO-ISSUER                                                             | Paradigm Parent LLC and Paradigm Parent CO-Issuer Inc                                                          | CUSIP: 69902PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    932000 | PA      | $841512.12    | 0.03%             | 2032-04-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                             | Asbury Automotive Group Inc                                                                                    | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1510149.50   | 0.05%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC Mortgage-Backed Trust 2006-7                                                                              | CUSIP: 22942KBV1<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    390432 | PA      | $134733.69    | 0.00%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust 2007-5                                                                                   | CUSIP: 52521RBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    482001 | PA      | $133075.41    | 0.00%             | 2036-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2007-QO2 Trust                                                                                     | CUSIP: 75116AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    502303 | PA      | $146464.88    | 0.00%             | 2047-02-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                                     | Ardagh Group SA                                                                                                | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $531000.00    | 0.02%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                             | UKG Inc                                                                                                        | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1528787.50   | 0.05%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                                               | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3192388.80   | 0.11%             | 2031-02-11      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246000 | PA      | $255608.76    | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2003-A15                                                                | CUSIP: 45660NWU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280002 | PA      | $32618.77     | 0.00%             | 2034-02-25      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                               | Guatemala Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   3034000 | PA      | $3177053.10   | 0.10%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38385LR75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4627187 | PA      | $4625946.32   | 0.15%             | 2056-01-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2026-AE2                                                                                                  | CUSIP: 26846QAN5<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5942596.26   | 0.20%             | 2061-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                            | JH North America Holdings Inc                                                                                  | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2984936.50   | 0.10%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES12                                                                                 | CUSIP: 749349AF3<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   4314000 | PA      | $4370702.91   | 0.14%             | 2055-11-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | Great Wolf Trust 2024-WOLF                                                                                     | CUSIP: 39152MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4020310.80   | 0.13%             | 2039-03-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                           | IQVIA Inc 2025 Incremental Term Loan B5                                                                        | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |    123259 | PA      | $124375.99    | 0.00%             | 2031-01-02      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES1                                                                                  | CUSIP: 749427AU4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2276921.80   | 0.08%             | 2045-01-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| RIVERS ENT BORROWER LLC                                                             | Rivers Enterprise Borrower LLC                                                                                 | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1832958.00   | 0.06%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                                                         | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $497024.20    | 0.02%             | 2038-05-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                      | CFMT 2024-R1 LLC                                                                                               | CUSIP: 12530YAC3<br>LEI: 984500D67D63D8645054 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1434766.95   | 0.05%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                                                            | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    522000 | PA      | $498828.42    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                                                                | Celsius Holdings Inc 2025 Term Loan B                                                                          | CUSIP: 15118XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    416936 | PA      | $419585.97    | 0.01%             | 2032-04-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                                | JetBlue 2020-1 Class A Pass Through Trust                                                                      | CUSIP: 477164AA5<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     50461 | PA      | $47555.07     | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                              | Rockford Tower CLO 2019-1 Ltd                                                                                  | CUSIP: 77342MBC9<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |   2920000 | PA      | $2907919.96   | 0.10%             | 2034-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38378BQ77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1165850 | PA      | $18605.09     | 0.00%             | 2051-12-16      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2020-4 Ltd                                                                             | CUSIP: 05684KBS5<br>LEI: 254900XLVE4635MESI73 | Long             | ABS-CBDO         | CORP              | JE        |   2100000 | PA      | $2075280.90   | 0.07%             | 2036-10-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                                  | Voyager Parent LLC Repriced Term Loan B                                                                        | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   1423918 | PA      | $1426160.51   | 0.05%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                                    | Trinitas CLO XXII Ltd                                                                                          | CUSIP: 89640HAU5<br>LEI: 254900Y31HLFEBSJXC19 | Long             | ABS-CBDO         | CORP              | BM        |   1740000 | PA      | $1736352.96   | 0.06%             | 2038-03-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                                                      | CUSIP: 31422M2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1282322 | PA      | $172171.40    | 0.01%             | 2051-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                 | Alliant Energy Corp                                                                                            | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3567128.40   | 0.12%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                            | Queensland Treasury Corp                                                                                       | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   3450000 | PA      | $2356060.00   | 0.08%             | 2038-08-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                              | Alliant Energy Finance LLC                                                                                     | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1552050.00   | 0.05%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                                                             | CUSIP: 31325YBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5920637 | PA      | $760027.95    | 0.03%             | 2052-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | CGMS Commercial Mortgage Trust 2017-B1                                                                         | CUSIP: 17326CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11628000 | PA      | $97818.22     | 0.00%             | 2050-08-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2021-SFR8 Trust                                                                           | CUSIP: 74333TAN9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2433000 | PA      | $2407971.24   | 0.08%             | 2038-10-17      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2026-NQM4                                                                  | CUSIP: 64790AAH0<br>LEI: 213800UD7J2W19Q88M79 | Long             | ABS-MBS          | CORP              | US        |   6720000 | PA      | $6634493.38   | 0.22%             | 2066-02-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                                                         | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    594000 | PA      | $600611.22    | 0.02%             | 2036-05-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2021-SFR1 Trust                                                                                           | CUSIP: 00179DAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2430960.75   | 0.08%             | 2038-06-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-2 Receivables Funding LLC                                                                | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    363857 | PA      | $366945.14    | 0.01%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                             | Kodiak Gas Services LLC                                                                                        | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519675.00    | 0.02%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust 2024-5                                                                     | CUSIP: 30165BAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2690000 | PA      | $2754211.65   | 0.09%             | 2032-05-17      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-LUNR                                                                                             | CUSIP: 05594CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1556520 | PA      | $1561692.42   | 0.05%             | 2040-06-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                                                  | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    510000 | PA      | $452033.40    | 0.01%             | 2032-11-03      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2025-NQM4 Trust                                                                                           | CUSIP: 367923AG4<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   3356000 | PA      | $3373887.48   | 0.11%             | 2070-06-25      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust                                      | Securitized Asset Backed Receivables LLC Trust 2007-NC1                                                        | CUSIP: 81378AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    795690 | PA      | $398625.50    | 0.01%             | 2036-12-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                        | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |   6125000 | PA      | $6335082.60   | 0.21%             | 2041-11-25      | Floating      | 11.45%                | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                                                 | Amcor Group Finance PLC                                                                                        | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   2170000 | PA      | $2222297.00   | 0.07%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20754RAJ5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   6635000 | PA      | $6773530.84   | 0.22%             | 2041-10-25      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                             | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6284243 | PA      | $6388818.48   | 0.21%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust Series 2006-RM2                                                         | CUSIP: 590216AA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-O            | CORP              | US        |   3267087 | PA      | $941886.09    | 0.03%             | 2037-05-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP                                                 | CUSIP: 46651WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2003380 | PA      | $1638.46      | 0.00%             | 2038-12-05      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                         | Gartner Inc                                                                                                    | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $3853164.00   | 0.13%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                     | Naked Juice LLC 2025 FLFO Term Loan                                                                            | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   2226519 | PA      | $2224748.73   | 0.07%             | 2029-01-24      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                                                | Kelso Industries LLC Term Loan                                                                                 | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114103 | PA      | $114102.92    | 0.00%             | 2029-12-30      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                      | Open Text Corp                                                                                                 | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $777632.00    | 0.03%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                                               | FRTKL 2021-SFR1                                                                                                | CUSIP: 30322DAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5073000 | PA      | $5004386.66   | 0.17%             | 2038-09-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK                                                              | DWR Cymru Financing UK PLC                                                                                     | CUSIP: 000000000<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |    530000 | PA      | $521389.62    | 0.02%             | 2036-03-31      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-15CB                                                                               | CUSIP: 02151CAR7<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   1783153 | PA      | $1017258.51   | 0.03%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                       | Ballyrock CLO 19 Ltd                                                                                           | CUSIP: 05874WAS0<br>LEI: 254900B0CDDYIJW8YL36 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1984836.00   | 0.07%             | 2035-04-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                              | WESCO Distribution Inc                                                                                         | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1701139.00   | 0.06%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                                | IHO Verwaltungs GmbH                                                                                           | CUSIP: 44963BAJ7<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |   2600000 | PA      | $2645344.00   | 0.09%             | 2033-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                                     | Homes 2024-Nqm2 Trust                                                                                          | CUSIP: 43761CAH5<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |   5461000 | PA      | $5551036.60   | 0.18%             | 2069-10-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                            | Venture Global Calcasieu Pass LLC                                                                              | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    580000 | PA      | $544057.40    | 0.02%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | MAD Commercial Mortgage Trust 2025-11MD                                                                        | CUSIP: 55616AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2309872.98   | 0.08%             | 2042-10-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                                                 | Homeward Opportunities Fund Trust 2025-RRTL2                                                                   | CUSIP: 437923AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4130000 | PA      | $4144914.26   | 0.14%             | 2040-09-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                                | SMRT 2022-MINI                                                                                                 | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1397477.48   | 0.05%             | 2039-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust 2023-NQM5                                                                      | CUSIP: 10569UAE5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   3210000 | PA      | $3211796.32   | 0.11%             | 2063-06-25      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                                                       | CUSIP: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5605000 | PA      | $5683052.99   | 0.19%             | 2029-06-20      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                                           | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2589037.50   | 0.09%             | 2028-02-04      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                                            | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC                                | CUSIP: 85208NAE0<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | US        |   1028400 | PA      | $1031660.03   | 0.03%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                       | Ballyrock CLO 20 Ltd                                                                                           | CUSIP: 05876CBN2<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1375193.40   | 0.05%             | 2036-10-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                                                    | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1976000 | PA      | $1915633.20   | 0.06%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                           | Banc of America Commercial Mortgage Trust 2015-UBS7                                                            | CUSIP: 06054AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $142.50       | 0.00%             | 2048-09-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2025-NPL7 LLC                                                                                             | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-O            | CORP              | US        |   6261023 | PA      | $6277505.45   | 0.21%             | 2055-07-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Chobani, LLC                                                                        | Chobani LLC 2025 Term Loan B                                                                                   | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |    997500 | PA      | $1004268.04   | 0.03%             | 2032-10-28      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                                    | Ziggo Bond Co BV                                                                                               | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     53000 | PA      | $46545.13     | 0.00%             | 2030-02-28      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2018-C47                                                                 | CUSIP: 95002DBR9<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1090826.11   | 0.04%             | 2061-09-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                                                         | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-B                                                      | CUSIP: 59020UBU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |      2152 | PA      | $2116.55      | 0.00%             | 2029-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                             | Global Partners LP / GLP Finance Corp                                                                          | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $446118.25    | 0.01%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                            | New South Wales Treasury Corp                                                                                  | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   7030000 | PA      | $4838909.06   | 0.16%             | 2038-02-24      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                    | CSN Resources SA                                                                                               | CUSIP: 000000000<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $813460.00    | 0.03%             | 2030-12-05      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                   | 1211 Avenue of the Americas Trust 2015-1211                                                                    | CUSIP: 90117PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $1035315.00   | 0.03%             | 2035-08-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Trust 2015-SRCH                                                                                          | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4192739.55   | 0.14%             | 2035-08-10      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                                | Matador Resources Co                                                                                           | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004590.00   | 0.03%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2023-N3                                                                         | CUSIP: 14686RAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2200 | PA      | $395892.02    | 0.01%             | 2030-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | American Tower Corp                                                                                            | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1500000 | PA      | $1545285.00   | 0.05%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-INV2                                                                           | CUSIP: 92540NAF0<br>LEI: 2138002Y4WGHSN8NFF24 | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $550532.79    | 0.02%             | 2069-08-26      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2025-HB1                                                                              | CUSIP: 034936AD6<br>LEI: 254900ZFKOWCY24MSQ94 | Long             | ABS-O            | CORP              | US        |   1832000 | PA      | $1845625.87   | 0.06%             | 2055-02-25      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2023-SFR1 Trust                                                                           | CUSIP: 74334FAJ7<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3573453.24   | 0.12%             | 2040-03-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                                                     | Contego CLO XII DAC                                                                                            | CUSIP: 000000000<br>LEI: 6354003W464JGWJGVO61 | Long             | ABS-CBDO         | CORP              | IE        |   3600000 | PA      | $4234180.67   | 0.14%             | 2040-01-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                                                   | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $869730.00    | 0.03%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2026-NQM2 Trust                                                                                           | CUSIP: 36173JAH6<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   2856000 | PA      | $2862062.15   | 0.09%             | 2071-02-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| LOAN PARTICIPATION 2                                                                | LOAN PARTICIPATION 2                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2358759 | PA      | $2356399.91   | 0.08%             | 2027-12-19      | Fixed         | 3.14%                 | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-NQM1                                                                      | CUSIP: 46593QAF5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   3190000 | PA      | $3206090.36   | 0.11%             | 2065-06-25      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Caister Finance                                                                     | Caister Finance DAC                                                                                            | CUSIP: 000000000<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |   2115000 | PA      | $2867745.78   | 0.09%             | 2035-08-17      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                        | Wyndham Hotels & Resorts Inc 2024 Term Loan                                                                    | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |    994937 | PA      | $1002398.73   | 0.03%             | 2030-05-24      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                                  | Ardonagh Finco Ltd                                                                                             | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1350000 | PA      | $1377675.00   | 0.05%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | Uber Technologies Inc                                                                                          | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694722.00    | 0.02%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                         | Visio 2023-1 Trust                                                                                             | CUSIP: 927958AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $897570.63    | 0.03%             | 2058-03-25      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                                               | Basswood Park CLO Ltd                                                                                          | CUSIP: 07025AAC7<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $660000.00    | 0.02%             | 2034-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2025-CES4                                                                                                 | CUSIP: 267954AE5<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |   2811000 | PA      | $2829991.96   | 0.09%             | 2060-06-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                                                   | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1539809.32   | 0.05%             | 2038-11-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                                                       | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    575000 | PA      | $673244.50    | 0.02%             | 2033-03-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   4213000 | PA      | $4218308.38   | 0.14%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                                               | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2610666.45   | 0.09%             | 2033-03-02      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-5CB                                                                                | CUSIP: 02150EAD5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    490368 | PA      | $231895.57    | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                                                        | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6145000 | PA      | $6166169.53   | 0.20%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-3                                                                    | CUSIP: 14855YAA0<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   1577483 | PA      | $1558735.45   | 0.05%             | 2050-11-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                            | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                 | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1645000 | PA      | $1698725.70   | 0.06%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                          | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   2957000 | PA      | $2986747.42   | 0.10%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                                 | Altice Financing SA                                                                                            | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   4553000 | PA      | $3534266.25   | 0.12%             | 2027-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                                         | SREIT Trust 2021-MFP2                                                                                          | CUSIP: 85236WCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $1059886.05   | 0.04%             | 2036-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                                           | Healthpeak Properties Inc Term Loan A1                                                                         | CUSIP: 42250UAD4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    110979 | PA      | $110007.77    | 0.00%             | 2027-08-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Americold LLC Trust                                                                 | ACRE Multifamily Housing Mortgage Loan Trust 2022-Q018                                                         | CUSIP: 00091WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3070725 | PA      | $3059328.57   | 0.10%             | 2027-06-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| EdgeConneX Data Centers Issuer, LLC                                                 | Edgeconnex Data Centers Issuer LLC                                                                             | CUSIP: 28000XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8187350 | PA      | $7980195.32   | 0.26%             | 2052-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                            | Last Mile Logistics Pan Euro Finance DAC                                                                       | CUSIP: 000000000<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |    992934 | PA      | $1165139.32   | 0.04%             | 2033-08-17      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                    | Berry Global Inc                                                                                               | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39254.00     | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                                                | New Mountain CLO 8 Ltd                                                                                         | CUSIP: 64755HAB1<br>LEI: 254900PW0IZ6YH8P9I85 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $2680904.00   | 0.09%             | 2038-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                                                       | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1796557.20   | 0.06%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                                                    | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2955000 | PA      | $2957866.35   | 0.10%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                                          | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                                                           | CUSIP: 78413MAN8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $727693.06    | 0.02%             | 2043-01-05      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                        | CD 2016-CD1 Mortgage Trust                                                                                     | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6312013 | PA      | $246.17       | 0.00%             | 2049-08-10      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                              | SCIH Salt Holdings Inc                                                                                         | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    608000 | PA      | $602649.60    | 0.02%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                                                   | CUSIP: 3137FPJQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    444512 | PA      | $3369.98      | 0.00%             | 2027-06-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                                         | Ziggo Financing Partnership 2025 Term Loan B                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $993250.00    | 0.03%             | 2033-01-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                   | Post Holdings Inc                                                                                              | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    950000 | PA      | $939892.00    | 0.03%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                                               | KeySpan Gas East Corp                                                                                          | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    385000 | PA      | $402983.35    | 0.01%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                         | HOLOGIC INC 2026 USD TERM LOAN B                                                                               | CUSIP: 43644ABL2<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |   1462085 | PA      | $1455695.87   | 0.05%             | 2033-04-07      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2023-SFR2 Trust                                                                           | CUSIP: 74331GAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5141000 | PA      | $5025756.77   | 0.17%             | 2040-10-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                                                    | Soundview Home Loan Trust 2007-OPT4                                                                            | CUSIP: 83613AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338423 | PA      | $254006.32    | 0.01%             | 2037-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                                                              | Constellation Software Inc/Canada                                                                              | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |   1470000 | PA      | $1440453.00   | 0.05%             | 2034-02-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                                 | Hotwire Funding LLC                                                                                            | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2978871.00   | 0.10%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES LLC                                                        | US Fertility Enterprises LLC 2025 Term Loan                                                                    | CUSIP: 90356EAG5<br>LEI: 254900DAI0GZFFDITB24 | Long             | LON              | CORP              | US        |   1302632 | PA      | $1310284.54   | 0.04%             | 2032-12-30      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                                                | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69617.25     | 0.00%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                               | CUSIP: 3132DWGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  30354301 | PA      | $29359882.04  | 0.97%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AOYUAN NEW SHARES                                                                   | AOYUAN NEW SHARES                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     30741 | NS      | $231.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2016-GS2                                                                          | CUSIP: 36252TAT2<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |     69025 | PA      | $2.62         | 0.00%             | 2049-05-10      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38378XMU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3995442 | PA      | $119330.67    | 0.00%             | 2055-02-16      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| NCR Atleos LLC                                                                      | NCR Atleos LLC 2025 Term Loan B                                                                                | CUSIP: 63001PAG6<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |    975128 | PA      | $976040.10    | 0.03%             | 2029-04-16      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                         | Citibank NA                                                                                                    | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2032820.00   | 0.07%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                             | Jane Street Group / JSG Finance Inc                                                                            | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $784742.40    | 0.03%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Bayard Park CLO, Ltd                                                                | Bayard Park CLO Ltd                                                                                            | CUSIP: 072716AC7<br>LEI: 254900IPTPVQFEN03U12 | Long             | ABS-CBDO         | CORP              | KY        |   2150000 | PA      | $1157329.95   | 0.04%             | 2038-07-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                            | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3815000 | PA      | $3734974.42   | 0.12%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HKVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11699812 | PA      | $11780135.05  | 0.39%             | 2055-04-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| LSF12 HELIX PARENT LLC                                                              | Lsf12 Helix Parent LLC                                                                                         | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1084347.90   | 0.04%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-64CB                                                                               | CUSIP: 12668AA62<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   2989072 | PA      | $402886.58    | 0.01%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | Fiserv Inc                                                                                                     | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    675000 | PA      | $683741.25    | 0.02%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL7 Issuer Ltd                                                                                       | CUSIP: 87277LAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005906.19   | 0.03%             | 2043-06-18      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                                                     | TripAdvisor Inc Term Loan                                                                                      | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |   1000615 | PA      | $940077.82    | 0.03%             | 2031-07-08      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| CLIP 2026-NQM1 Trust                                                                | CLIP 2026-NQM1 Trust                                                                                           | CUSIP: 12570SAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4238000 | PA      | $4235943.89   | 0.14%             | 2071-05-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Sequoia Logistics                                                                   | Sequoia Logistics 2025-1 DAC                                                                                   | CUSIP: 000000000<br>LEI: 635400SNUE4YGPESHU40 | Long             | ABS-MBS          | CORP              | IE        |   3840000 | PA      | $4518586.60   | 0.15%             | 2037-02-17      | Floating      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Boxer Parent Company Inc                                                            | Boxer Parent Company Inc 2025 USD Term Loan B                                                                  | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1640844 | PA      | $1523589.20   | 0.05%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HLK35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1093756 | PA      | $1049544.93   | 0.03%             | 2055-06-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                        | Entergy Corp                                                                                                   | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000780.00   | 0.07%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                                                | Amcor UK Finance PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $805197.63    | 0.03%             | 2033-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities                                                                | Last Mile Securities PE 2021 DAC                                                                               | CUSIP: 000000000<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |   1199753 | PA      | $1408389.68   | 0.05%             | 2031-08-17      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2024-SFR2 Trust                                                                           | CUSIP: 74290XAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4658973.50   | 0.15%             | 2041-04-17      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| BELO CORP                                                                           | Belo Corp                                                                                                      | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1718248.50   | 0.06%             | 2027-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                                                | New Mountain CLO 8 Ltd                                                                                         | CUSIP: 64755HAE5<br>LEI: 254900PW0IZ6YH8P9I85 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $0.04         | 0.00%             | 2038-10-20      | Fixed         | 0.10%                 | No            |                  3 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2023-2 Ltd                                                                             | CUSIP: 05685DAC6<br>LEI: 254900XLVE4635MESI73 | Long             | ABS-CBDO         | CORP              | JE        |   3200000 | PA      | $1614937.60   | 0.05%             | 2038-07-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Inspired FinCo Holdings Limited                                                     | Inspired FinCo Holdings Limited 2026 USD Term Loan B                                                           | CUSIP: 000000000<br>LEI: 213800X9E8N2AXUVDM80 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1000630.00   | 0.03%             | 2031-02-28      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-7                                                                              | CUSIP: 924931AH1<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |   4144000 | PA      | $4139536.91   | 0.14%             | 2070-08-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                               | Playtika Holding Corp 2021 Term Loan B1                                                                        | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    241106 | PA      | $232458.98    | 0.01%             | 2028-03-13      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                               | GENMAB A/S/GENMAB FINANCE LLC                                                                                  | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    462000 | PA      | $474206.04    | 0.02%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                            | Allison Transmission Inc 2025 Incremental Term Loan B                                                          | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |    700000 | PA      | $705064.50    | 0.02%             | 2033-01-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                                           | NYCT Trust 2024-3ELV                                                                                           | CUSIP: 62956HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6489446.60   | 0.21%             | 2029-08-15      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                                        | Dayforce Inc 2026 Term Loan                                                                                    | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    800000 | PA      | $756700.00    | 0.03%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                        | Wells Fargo Mortgage Backed Securities 2006-AR4 Trust                                                          | CUSIP: 94983PAC2<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |      4025 | PA      | $4013.55      | 0.00%             | 2036-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JPMCC Commercial Mortgage Securities Trust 2017-JP5                                                            | CUSIP: 46647TAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3653666 | PA      | $17185.02     | 0.00%             | 2050-03-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2026-1                                                         | CUSIP: 44644NAZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1914058 | PA      | $1916987.78   | 0.06%             | 2034-02-20      | Floating      | 12.29%                | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2026-NQM1 Trust                                                                                           | CUSIP: 36274BAH1<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   7110000 | PA      | $7028374.36   | 0.23%             | 2070-12-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                            | Sinclair Television Group Inc                                                                                  | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   1693000 | PA      | $1754371.25   | 0.06%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2025-SPOT                                                                         | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2085277 | PA      | $2091575.64   | 0.07%             | 2040-04-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| PIPELINE FUNDING CO LLC                                                             | Pipeline Funding Co LLC                                                                                        | CUSIP: 724060AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133770 | PA      | $135854.14    | 0.00%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc                                                                        | VT Topco Inc 2024 1st Lien Term Loan B                                                                         | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-08-09      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Men's Wearhouse, Inc. (The)                                                         | Men's Wearhouse Inc (The) 2026 Term Loan B                                                                     | CUSIP: 58711MAK5<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1515472.50   | 0.05%             | 2031-01-28      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                                        | ADT Security Corp/The                                                                                          | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    650000 | PA      | $640809.00    | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2026-CES1                                                                            | CUSIP: 89190LAD8<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2231953.88   | 0.07%             | 2066-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                                   | First Franklin Mortgage Loan Trust 2006-FF13                                                                   | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9532105 | PA      | $6184852.13   | 0.20%             | 2036-10-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                            | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2467294.40   | 0.08%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                             | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1541208 | PA      | $1499560.77   | 0.05%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | AOMT 2024-6                                                                                                    | CUSIP: 034944AB4<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   2005378 | PA      | $1995948.65   | 0.07%             | 2067-11-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2015-C30                                                            | CUSIP: 46644UBC1<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   2506940 | PA      | $25.07        | 0.00%             | 2048-07-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Park Avenue Trust                                                                   | 245 Park Avenue Trust 2017-245P                                                                                | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4800000 | PA      | $4668068.16   | 0.15%             | 2037-06-05      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                              | Arizona Public Service Co                                                                                      | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    135000 | PA      | $144344.70    | 0.00%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2026-NQM2 Trust                                                                                           | CUSIP: 36173JAJ2<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   2895000 | PA      | $2823208.92   | 0.09%             | 2071-02-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Arterra Wines Canada Inc                                                            | Arterra Wines Canada Inc 2020 Term Loan                                                                        | CUSIP: 000000000<br>LEI: 5493000SZ7NOM4G34E58 | Long             | LON              | CORP              | CA        |   1440368 | PA      | $1415607.76   | 0.05%             | 2027-11-24      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                             | Bayer US Finance II LLC                                                                                        | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1715542.40   | 0.06%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H5 Mortgage Trust                                                                                   | CUSIP: 22757HAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3654000 | PA      | $3677957.82   | 0.12%             | 2069-08-26      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                                                       | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $418691.80    | 0.01%             | 2035-06-17      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                                      | TeamSystem SpA                                                                                                 | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    840000 | PA      | $929385.49    | 0.03%             | 2031-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2025-HE3                                                                                           | CUSIP: 31684LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1566928 | PA      | $1575228.91   | 0.05%             | 2055-05-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co/The                                                                                                | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9460385.00   | 0.31%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-5CB                                                                                | CUSIP: 02150EAC7<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    166220 | PA      | $78604.76     | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                            | Florida Power & Light Co                                                                                       | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1979680.00   | 0.07%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136BTYZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6257317 | PA      | $444564.32    | 0.01%             | 2054-12-25      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                               | GFL Environmental Inc                                                                                          | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   2879000 | PA      | $2813848.23   | 0.09%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                                                   | CUSIP: 3137BUX94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2999971 | PA      | $39802.41     | 0.00%             | 2045-01-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                             | Bayer US Finance II LLC                                                                                        | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    510000 | PA      | $505950.60    | 0.02%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                           | Sunoco LP                                                                                                      | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1550521.60   | 0.05%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HLT85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    372886 | PA      | $354115.95    | 0.01%             | 2055-06-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                                                    | Fugue Finance BV 2026 USD Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |   1005818 | PA      | $1004057.37   | 0.03%             | 2032-01-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                                               | Banijay Entertainment SAS                                                                                      | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $361623.50    | 0.01%             | 2029-05-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Pelican Products Inc                                                                | Pelican Products Inc 2021 Term Loan                                                                            | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |   2147697 | PA      | $2038132.20   | 0.07%             | 2028-12-29      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2026-1                                                                                | CUSIP: 034947AH4<br>LEI: 2549004SH6MLXHN5ZV45 | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $4117540.98   | 0.14%             | 2071-02-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                            | Hudson Pacific Properties LP                                                                                   | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    422000 | PA      | $361274.20    | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                    | Altria Group Inc                                                                                               | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    490000 | PA      | $494165.00    | 0.02%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                                                   | Stonegate Pub Co Financing 2019 PLC                                                                            | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |   1710000 | PA      | $2008807.42   | 0.07%             | 2029-07-31      | Floating      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                                               | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $1511727.30   | 0.05%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN                                                  | CUSIP: 46652BBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $8601.18      | 0.00%             | 2037-01-16      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                                                  | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1682615.70   | 0.06%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2026-FL1                                                                                           | CUSIP: 31684XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5630000 | PA      | $5652391.64   | 0.19%             | 2056-03-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED EUR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |         1 | NC      | $3927.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                            | FirstEnergy Transmission LLC                                                                                   | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    418000 | PA      | $402116.00    | 0.01%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                                            | Braccan Mortgage Funding 2025-1 PLC                                                                            | CUSIP: 000000000<br>LEI: 6354003DBF3NI8QJRR63 | Long             | ABS-MBS          | CORP              | GB        |   1186874 | PA      | $1620945.91   | 0.05%             | 2067-05-17      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd                                                                   | OCP Aegis CLO 2023-29 Ltd                                                                                      | CUSIP: 67118BAW3<br>LEI: 2138009EGVOGD3J5GI42 | Long             | ABS-CBDO         | CORP              | JE        |   1100000 | PA      | $1092886.30   | 0.04%             | 2036-01-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                   | Hyatt Hotels Corp                                                                                              | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   3405000 | PA      | $3438573.30   | 0.11%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                                                          | DOLP Trust 2021-NYC                                                                                            | CUSIP: 23345LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $489028.98    | 0.02%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting Inc                                                            | Nexstar Broadcasting Inc 2025 Term Loan B5                                                                     | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    992500 | PA      | $992638.95    | 0.03%             | 2032-06-28      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                                                 | Homeward Opportunities Fund Trust 2024-RRTL2                                                                   | CUSIP: 43789GAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3800000 | PA      | $3805335.96   | 0.13%             | 2039-09-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38381UCQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11222123 | PA      | $947138.57    | 0.03%             | 2055-08-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                                               | QTS Issuer ABS II LLC                                                                                          | CUSIP: 74690FAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3458791.00   | 0.11%             | 2056-01-05      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2025-INV2                                                                                                 | CUSIP: 281914AE1<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4041261.60   | 0.13%             | 2070-05-26      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Mermaid Bidco Inc                                                                   | Mermaid Bidco Inc 2024 USD Term Loan B                                                                         | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |    539131 | PA      | $529022.46    | 0.02%             | 2031-07-03      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                                                           | Cast and Crew Payroll LLC 2021 Incremental Term Loan                                                           | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |    967206 | PA      | $432829.71    | 0.01%             | 2028-12-29      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| J.G. Wentworth XXXIX LLC                                                            | J.G. Wentworth XXXIX LLC                                                                                       | CUSIP: 46620VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251913 | PA      | $227118.04    | 0.01%             | 2074-09-17      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                                                  | STWD 2025-FL4 LLC                                                                                              | CUSIP: 863922AJ9<br>LEI: 2549003WQA28FWJYLM96 | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3490704.42   | 0.12%             | 2042-11-19      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES12                                                                                 | CUSIP: 749349AE6<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4970663.00   | 0.16%             | 2055-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                             | Central Garden & Pet Co                                                                                        | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    575000 | PA      | $544737.75    | 0.02%             | 2030-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                            | American Assets Trust LP                                                                                       | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |   1200000 | PA      | $1092492.00   | 0.04%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MONITCHEM HOLDCO 3 S.A.                                                             | Monitchem HoldCo 3 SA                                                                                          | CUSIP: 000000000<br>LEI: 222100SJHJ1CNJMSW162 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $593485.31    | 0.02%             | 2028-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2026-NQM4 Mortgage Trust                                                                                 | CUSIP: 22758FAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7015000 | PA      | $7052892.93   | 0.23%             | 2071-04-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                            | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114868.90    | 0.00%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                                                   | Teva Pharmaceutical Finance Netherlands IV BV                                                                  | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    274000 | PA      | $281362.38    | 0.01%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                                  | Diamond Infrastructure Funding LLC                                                                             | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5290000 | PA      | $5172995.78   | 0.17%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                           | CIM TRUST 2025-R1                                                                                              | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2007393 | PA      | $1989179.84   | 0.07%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2007-A3                                                             | CUSIP: 12567AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148560 | PA      | $132171.78    | 0.00%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                   | Corp. Nacional del Cobre de Chile                                                                              | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    407000 | PA      | $421798.52    | 0.01%             | 2034-01-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                              | NYC Commercial Mortgage Trust 2021-909                                                                         | CUSIP: 67076XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1092479.64   | 0.04%             | 2043-04-10      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                            | Neuberger Berman CLO XVII Ltd                                                                                  | CUSIP: 64129VAQ6<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1805077.80   | 0.06%             | 2038-07-22      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2026-RCF1 Trust                                                                                           | CUSIP: 69383VAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4925021.50   | 0.16%             | 2056-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX 2021-LBA3 Mortgage Trust                                                                                    | CUSIP: 05609PAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2059000 | PA      | $2048962.79   | 0.07%             | 2036-10-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                                                       | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    610000 | PA      | $419863.71    | 0.01%             | 2035-08-28      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| VALVOLINE INC                                                                       | Valvoline Inc Term Loan B                                                                                      | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |    657392 | PA      | $660988.39    | 0.02%             | 2032-12-01      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                                              | Edgewell Personal Care Co                                                                                      | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    860000 | PA      | $822194.40    | 0.03%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                                                             | Blue Stream Issuer LLC                                                                                         | CUSIP: 09606BAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2430000 | PA      | $2520009.63   | 0.08%             | 2054-11-20      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-6                                                                              | CUSIP: 92540YAE9<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2256060.83   | 0.07%             | 2070-07-25      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                                                 | WEC US Holdings Ltd 2024 Term Loan                                                                             | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |   1604094 | PA      | $1609387.48   | 0.05%             | 2031-01-27      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HHFS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3076188 | PA      | $3098754.11   | 0.10%             | 2054-11-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                                                  | Wells Fargo Alternative Loan 2007-PA2 Trust                                                                    | CUSIP: 94985FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138155 | PA      | $127634.53    | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                                       | JGWPT XXXII LLC                                                                                                | CUSIP: 46618AAA2<br>LEI: 549300LO0ZO1XMWP1R84 | Long             | ABS-O            | CORP              | US        |     29342 | PA      | $26574.29     | 0.00%             | 2073-01-17      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                                  | Murphy Oil USA Inc                                                                                             | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54220.14     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings Inc                                                            | BCPE Empire Holdings Inc 2025 Term Loan B                                                                      | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |   1052846 | PA      | $1052024.99   | 0.03%             | 2030-12-11      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                            | Interstate Power and Light Co                                                                                  | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1042040.00   | 0.03%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                            | Hudson Pacific Properties LP                                                                                   | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    638000 | PA      | $623115.46    | 0.02%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-2 Receivables Funding LLC                                                                | CUSIP: 82653HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1171005 | PA      | $1172161.65   | 0.04%             | 2044-04-20      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                                               | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4721400.00   | 0.16%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2025-BCAT                                                                         | CUSIP: 12433HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6109756 | PA      | $6151120.02   | 0.20%             | 2042-08-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Cyberswift US Finco LLC                                                             | Cyberswift US Finco LLC Term Loan B                                                                            | CUSIP: 23252DAB4<br>LEI: 9845008473F79E3H9069 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $982080.00    | 0.03%             | 2032-10-08      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                              | VICI Properties LP / VICI Note Co Inc                                                                          | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     30000 | PA      | $29207.10     | 0.00%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC                                                                    | EP Purchaser LLC 2023 Term Loan B                                                                              | CUSIP: 26881KAD6<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |    430542 | PA      | $285081.03    | 0.01%             | 2028-11-06      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2007-A6                                                                 | CUSIP: 76114CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137253 | PA      | $65683.77     | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                      | PMT Loan Trust 2024-INV1                                                                                       | CUSIP: 73015BBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975065 | PA      | $985127.49    | 0.03%             | 2059-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) JUN26                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -113 | NC      | $41436.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUNA 1.5 SARL                                                                       | Luna 1.5 Sarl                                                                                                  | CUSIP: 000000000<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1249960.39   | 0.04%             | 2032-07-01      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Commercial Mortgage Trust 2024-PARK                                                                        | CUSIP: 05593UAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2690000 | PA      | $2919606.56   | 0.10%             | 2039-11-05      | Variable      | 10.01%                | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                             | Metropolitan Life Global Funding I                                                                             | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14116.95     | 0.00%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                         | Heineken NV                                                                                                    | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    925000 | PA      | $1035285.48   | 0.03%             | 2045-11-14      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                                             | Ausgrid Finance Pty Ltd                                                                                        | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |   1520000 | PA      | $1066440.89   | 0.04%             | 2035-12-10      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                              | Banc of America Alternative Loan Trust 2006-5                                                                  | CUSIP: 05950BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1314149 | PA      | $155836.39    | 0.01%             | 2046-06-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | Hilton USA Trust 2016-HHV                                                                                      | CUSIP: 43300LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5135000 | PA      | $5068157.71   | 0.17%             | 2038-11-05      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                                                       | Lunar 2021-1 Structured Aircraft Portfolio Notes                                                               | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   1297025 | PA      | $1233404.59   | 0.04%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| SONARSOURCE FINANCING LLC                                                           | SonarSource Financing LLC Term Loan                                                                            | CUSIP: 83541WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    867685 | PA      | $793931.33    | 0.03%             | 2030-12-19      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-SCHATZ FUT JUN26                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -363 | NC      | $344182.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco CLO LTD                                                                     | Invesco CLO 2021-2 Ltd                                                                                         | CUSIP: 46091AAC4<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $0.05         | 0.00%             | 2034-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BLOCK INC                                                                           | Block Inc                                                                                                      | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52020.00     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                                                  | Cellnex Telecom SA                                                                                             | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $1897826.75   | 0.06%             | 2031-11-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                                                      | CUSIP: 31422M2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3089057 | PA      | $413227.17    | 0.01%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                                      | FirstKey Homes 2021-SFR1 Trust                                                                                 | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $8935590.60   | 0.30%             | 2038-08-17      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                                           | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    225000 | PA      | $204556.50    | 0.01%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                                                       | ELP Commercial Mortgage Trust 2025-ELP                                                                         | CUSIP: 290154AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4150000 | PA      | $4103768.59   | 0.14%             | 2042-11-13      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2024-NQM1                                                                                                 | CUSIP: 26845DAG0<br>LEI: 254900GTI06L3BTCLG55 | Long             | ABS-MBS          | CORP              | US        |   2867000 | PA      | $2869815.97   | 0.09%             | 2069-11-25      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                                    | EOC Borrower LLC Term Loan A                                                                                   | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    426719 | PA      | $427787.93    | 0.01%             | 2028-03-24      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS6 Trust                                                                                     | CUSIP: 74922EAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110632 | PA      | $92720.49     | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                                                           | ACREC 2026-FL4 LLC                                                                                             | CUSIP: 004970AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4007991.60   | 0.13%             | 2043-01-18      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                                       | NYO Commercial Mortgage Trust 2021-1290                                                                        | CUSIP: 62955HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1780000 | PA      | $1775528.11   | 0.06%             | 2038-12-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136BU2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3576066 | PA      | $3607635.11   | 0.12%             | 2055-03-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                                                   | CUSIP: 3137BQYW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6243936 | PA      | $11670.54     | 0.00%             | 2044-06-25      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Oregon Tool, Inc.                                                                   | Oregon Tool Inc 2025 1st Lien Term Loan                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |         0 | PA      | $0.00         | 0.00%             | 2029-10-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                                          | Blackbird Capital II Aircraft Lease Ltd                                                                        | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4521005 | PA      | $4327264.93   | 0.14%             | 2046-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BW Gas & Convenience Holdings LLC                                                   | BW Gas & Convenience Holdings LLC 2021 Term Loan B                                                             | CUSIP: 05604YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    999552 | PA      | $1001215.89   | 0.03%             | 2028-03-31      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL7 Issuer Ltd                                                                                       | CUSIP: 87277LAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000632.88   | 0.10%             | 2043-06-18      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                            | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                               | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    202000 | PA      | $220287.06    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                              | SLM Student Loan Trust 2008-7                                                                                  | CUSIP: 78445FAD7<br>LEI: 54930067BGNOZYMNWK87 | Long             | ABS-O            | CORP              | US        |      6012 | PA      | $5983.26      | 0.00%             | 2023-07-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                                                   | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    810000 | PA      | $728497.80    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FINCO OPAL SARL                                                                     | Finco Opal Sarl                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2700000 | PA      | $3135866.38   | 0.10%             | 2030-03-02      | Floating      | 9.76%                 | Yes           |                  2 | On Loan: No      |
| SLAM LLC                                                                            | Slam Ltd                                                                                                       | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1946817 | PA      | $1942800.58   | 0.06%             | 2049-09-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Balcan Innovations Inc                                                              | Balcan Innovations Inc Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 549300C2CLNRVCUDIH93 | Long             | LON              | CORP              | CA        |    575254 | PA      | $386858.31    | 0.01%             | 2031-10-18      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-INV3                                                       | CUSIP: 61776GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1195203 | PA      | $1227097.73   | 0.04%             | 2054-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential Trust                                                                                     | CUSIP: 74333HAQ8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   5890000 | PA      | $5858772.40   | 0.19%             | 2038-07-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20753TAC7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    680424 | PA      | $684457.46    | 0.02%             | 2039-06-25      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Four Seasons Hotels Limited                                                         | Four Seasons Hotels Limited 2025 Term Loan B                                                                   | CUSIP: 000000000<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |    903242 | PA      | $911371.42    | 0.03%             | 2032-09-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                                                          | DOLP Trust 2021-NYC                                                                                            | CUSIP: 23345LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1623571.43   | 0.05%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                        | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1010045.80   | 0.03%             | 2042-01-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2007-A1                                                             | CUSIP: 12566QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157222 | PA      | $139688.47    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                                     | Lehman XS Trust Series 2005-1                                                                                  | CUSIP: 86359DKV8<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |     21582 | PA      | $23131.82     | 0.00%             | 2035-07-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| TCW Central Cash Fund                                                               | TCW Central Cash Fund                                                                                          | CUSIP: 872365671<br>LEI: 2549003KPNUIFJCJM366 | Long             | EC               | RF                | US        | 110900997 | NS      | $110900996.72 | 3.66%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                            | LCM Investments Holdings II LLC                                                                                | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52386.50     | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-7CB                                                                                | CUSIP: 12667F4M4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   1039560 | PA      | $51014.77     | 0.00%             | 2038-03-01      | Floating      | 1.28%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                              | VICI Properties LP / VICI Note Co Inc                                                                          | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     65000 | PA      | $65343.85     | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2025-NPL4 LLC                                                                                             | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-O            | CORP              | US        |   6642384 | PA      | $6655393.33   | 0.22%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                             | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1370310.18   | 0.05%             | 2046-03-11      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Ardagh Holdings SA                                                                  | Ardagh Holdings SA                                                                                             | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |     32376 | NS      | $210444.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                                            | United Utilities Water Finance PLC                                                                             | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $488358.45    | 0.02%             | 2034-05-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                             | Albion Financing 3 SARL 2025 USD Term Loan                                                                     | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |    992500 | PA      | $998579.06    | 0.03%             | 2031-05-21      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                               | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3107669 | PA      | $3009019.42   | 0.10%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aimco                                                                               | Aimco CLO 14 Ltd                                                                                               | CUSIP: 00144FAC7<br>LEI: 254900THVAKUZYK59M09 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $445372.20    | 0.01%             | 2038-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                             | Macy's Retail Holdings LLC                                                                                     | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    676000 | PA      | $702674.96    | 0.02%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX                                                 | CUSIP: 46637WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  47432847 | PA      | $25490.41     | 0.00%             | 2045-06-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                                   | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3380000 | PA      | $3316489.80   | 0.11%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corporation                                                            | Primo Brands Corporation 2025 Term Loan B                                                                      | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2028-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136BYT44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3889382 | PA      | $3878327.43   | 0.13%             | 2054-10-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                                            | Pacific National Finance Pty Ltd                                                                               | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |   2160000 | PA      | $1419783.80   | 0.05%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                          | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  39100000 | PA      | $39306252.50  | 1.30%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2025-NQM6                                                                                                 | CUSIP: 281916AJ5<br>LEI: 254900VW35KQDQ4B4241 | Long             | ABS-MBS          | CORP              | US        |   3992826 | PA      | $3973503.12   | 0.13%             | 2070-12-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                             | Talen Energy Supply LLC 2023 Term Loan B                                                                       | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    991097 | PA      | $995686.04    | 0.03%             | 2030-05-17      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136A1L60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49472 | PA      | $3597.39      | 0.00%             | 2041-11-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                                                  | Oregon Tool Lux LP                                                                                             | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    549538 | PA      | $98861.89     | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2025-SFR1 Trust                                                                           | CUSIP: 74334NAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5780000 | PA      | $5371833.74   | 0.18%             | 2042-02-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Research Now Group Inc                                                              | Research Now Group Inc 2024 First Lien First Out Term Loan                                                     | CUSIP: 76100MAB6<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |    453621 | PA      | $447043.22    | 0.01%             | 2028-07-15      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                                                             | CUSIP: 31325YRU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5181415 | PA      | $804298.69    | 0.03%             | 2052-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                                                   | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1469505.94   | 0.05%             | 2044-11-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                            | Ajax Mortgage Loan Trust 2021-D                                                                                | CUSIP: 009723AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2604255 | PA      | $2608145.00   | 0.09%             | 2060-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                           | Santander Mortgage Asset Receivable Trust 2025-Ces1                                                            | CUSIP: 802650AE1<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |   3255000 | PA      | $3235608.99   | 0.11%             | 2055-09-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                            | Snap Inc                                                                                                       | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1226235.50   | 0.04%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                              | NYC Commercial Mortgage Trust 2025-1155                                                                        | CUSIP: 67122BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3800000 | PA      | $3879921.22   | 0.13%             | 2042-06-10      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                   | 1211 Avenue of the Americas Trust 2015-1211                                                                    | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2715000 | PA      | $2629138.13   | 0.09%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Aqueduct European CLO                                                               | Aqueduct European CLO 9 DAC                                                                                    | CUSIP: 000000000<br>LEI: 254900Q94MU3Y11VO655 | Long             | ABS-CBDO         | CORP              | IE        |   1775000 | PA      | $2087359.24   | 0.07%             | 2038-04-15      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Plano HoldCo Inc                                                                    | Plano HoldCo Inc Term Loan B                                                                                   | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |    991861 | PA      | $807538.43    | 0.03%             | 2031-10-02      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                                                 | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    425000 | PA      | $374080.75    | 0.01%             | 2032-07-21      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                                       | Atlas Funding 2023-1 PLC                                                                                       | CUSIP: 000000000<br>LEI: 635400GE1FMJVQH5B467 | Long             | ABS-MBS          | CORP              | GB        |    725000 | PA      | $1012404.80   | 0.03%             | 2061-01-20      | Floating      | 13.47%                | Yes           |                  2 | On Loan: No      |
| DGWD Trust                                                                          | DGWD Trust 2025-INFL                                                                                           | CUSIP: 23347FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2510000 | PA      | $2503700.40   | 0.08%             | 2035-08-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                                                 | Textainer Marine Containers VII Ltd                                                                            | CUSIP: 88315LAN8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    450156 | PA      | $422437.42    | 0.01%             | 2046-02-20      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                                                    | CUSIP: 14856VAA5<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   3197678 | PA      | $3224727.16   | 0.11%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-19CB                                                                               | CUSIP: 02147QAS1<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   3667111 | PA      | $1522598.58   | 0.05%             | 2036-08-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                                | Michaels Cos Inc/The                                                                                           | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    270000 | PA      | $260790.30    | 0.01%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                            | Transocean International Ltd                                                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    220500 | PA      | $231282.45    | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-2                                                                    | CUSIP: 14855XAA2<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   2024112 | PA      | $2025964.97   | 0.07%             | 2050-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| ALKERMES INC                                                                        | Alkermes Inc 2026 Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 549300YHRMYLL071E243 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1008755.00   | 0.03%             | 2031-08-12      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-18CB                                                                               | CUSIP: 02151NBH4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    287942 | PA      | $163855.86    | 0.01%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA Inc                                                                                                        | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1774700.00   | 0.06%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                                | Booking Holdings Inc                                                                                           | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517162.87    | 0.02%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                                            | Raven Acquisition Holdings LLC                                                                                 | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1120078.60   | 0.04%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                                          | 1345T 2025-AOA                                                                                                 | CUSIP: 68271CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3004159.20   | 0.10%             | 2042-06-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| NOMURA CORPORATE FUNDING AMERI                                                      | NOMURA CORPORATE FUNDING AMERI                                                                                 | CUSIP: 000000000<br>LEI: 549300SALVA4F9X8OO86 | Long             | DBT              | CORP              | US        |   3261891 | PA      | $3256672.45   | 0.11%             | 2026-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PLASTIPAK PACKAGING INC                                                             | Plastipak Packaging Inc 2025 Term Loan B                                                                       | CUSIP: 72761JAK2<br>LEI: 549300Y39ISK7CP7EO21 | Long             | LON              | CORP              | US        |    995000 | PA      | $993547.30    | 0.03%             | 2032-09-24      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                            | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                               | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    385000 | PA      | $360775.80    | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust Inc                                                                              | CUSIP: 17307GVL9<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |   1208840 | PA      | $1130303.64   | 0.04%             | 2035-08-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20754KAJ0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5127341.00   | 0.17%             | 2041-11-25      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Incorporated                                                        | Churchill Downs Inc 2021 Incremental Term Loan B1                                                              | CUSIP: 17148PAF8<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |    994764 | PA      | $997251.31    | 0.03%             | 2028-03-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                 | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1177892.10   | 0.04%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                      | Salesforce Inc                                                                                                 | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1603152.00   | 0.05%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                                                      | CUSIP: 31424UAZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10180090 | PA      | $1348072.98   | 0.04%             | 2052-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                                                         | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $1040178.67   | 0.03%             | 2038-05-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                                                | ION Platform Finance US Inc / ION Platform Finance SARL                                                        | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    678000 | PA      | $630858.66    | 0.02%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                             | Morgan Stanley Private Bank NA                                                                                 | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2337791.70   | 0.08%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | US Bancorp                                                                                                     | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5132800.00   | 0.17%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2024-11                                                                               | CUSIP: 03463QAD8<br>LEI: 2549009VFCBSE99NTJ29 | Long             | ABS-MBS          | CORP              | US        |   1925000 | PA      | $1943203.96   | 0.06%             | 2069-08-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                              | CenterPoint Energy Resources Corp                                                                              | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    765000 | PA      | $784874.70    | 0.03%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | American Tower Corp                                                                                            | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   4500000 | PA      | $4719150.00   | 0.16%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2024-RPL3 LLC                                                                                             | CUSIP: 69381LAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1116563.41   | 0.04%             | 2054-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Waikiki Beach Hotel Trust                                                           | WBHT Commercial Mortgage Trust 2025-WBM                                                                        | CUSIP: 92943QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3125000 | PA      | $3119795.31   | 0.10%             | 2042-06-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage and Asset Receiving Corp.                                         | Deutsche Mortgage & Asset Receiving Corp                                                                       | CUSIP: 25160HAC9<br>LEI: 529900JBPP7HAVCM8C23 | Long             | ABS-MBS          | CORP              | US        |    253234 | PA      | $209452.68    | 0.01%             | 2037-07-27      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2024-NQM2 Trust                                                                                           | CUSIP: 36831CAF9<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   4050000 | PA      | $4115689.38   | 0.14%             | 2059-06-25      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| CERVED INFORMATION SOLUT                                                            | Cerved Group SpA                                                                                               | CUSIP: 000000000<br>LEI: 8156005E0EF91772E207 | Long             | DBT              | CORP              | IT        |    745000 | PA      | $737451.57    | 0.02%             | 2029-02-15      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings Inc                                                                                              | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    486000 | PA      | $509099.58    | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                                  | Tricon Residential 2021-SFR1 Trust                                                                             | CUSIP: 89614YAH9<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   4300000 | PA      | $4274659.67   | 0.14%             | 2038-07-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                              | GSAA Home Equity Trust 2007-5                                                                                  | CUSIP: 3622ECAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1987261 | PA      | $129165.21    | 0.00%             | 2037-05-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-CES5                                                                      | CUSIP: 46594DAH9<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-MBS          | CORP              | US        |   3980000 | PA      | $3983124.70   | 0.13%             | 2056-02-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                             | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9396604 | PA      | $9534831.39   | 0.32%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2025-SFR1 Trust                                                                                           | CUSIP: 00182MAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2665309.80   | 0.09%             | 2042-06-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                       | First Horizon Alternative Mortgage Securities Trust 2007-FA1                                                   | CUSIP: 32053DAD2<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |    533543 | PA      | $168937.99    | 0.01%             | 2037-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                                                    | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2046053.75   | 0.07%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                        | Wells Fargo Mortgage Backed Securities 2007-7 Trust                                                            | CUSIP: 94985JAA8<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |   1123140 | PA      | $1057225.15   | 0.03%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                                                      | CUSIP: 31423XZ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7248900 | PA      | $923760.33    | 0.03%             | 2052-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                     | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                             | CUSIP: 34461WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3887000 | PA      | $3913118.31   | 0.13%             | 2039-12-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                                             | TransMontaigne Partners LLC                                                                                    | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2224497.50   | 0.07%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                                                         | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   3505000 | PA      | $3466900.65   | 0.11%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bombardier Capital Mortgage Securitization Corp.                                    | BCMSC Trust 2000-A                                                                                             | CUSIP: 09774XBP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1658345 | PA      | $89483.31     | 0.00%             | 2030-06-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2025-1                                                         | CUSIP: 446438TA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    779502 | PA      | $771357.88    | 0.03%             | 2033-03-21      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                                                | CUSIP: 3136AT5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169515 | PA      | $3050.65      | 0.00%             | 2039-07-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | Rckt Mortgage Trust 2025-CES4                                                                                  | CUSIP: 74937YAK4<br>LEI: 254900VY2F6O6C6XTD40 | Long             | ABS-MBS          | CORP              | US        |   4450000 | PA      | $4494368.73   | 0.15%             | 2055-04-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2007-A3                                                                 | CUSIP: 76113WAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    459325 | PA      | $195501.75    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38385EFG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13117968 | PA      | $663288.27    | 0.02%             | 2055-03-20      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2022-II Ltd                                                                                       | CUSIP: 12567VAC5<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    475000 | PA      | $197464.63    | 0.01%             | 2035-04-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2015-GC34                                                                         | CUSIP: 36250VAF9<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |    254949 | PA      | $4.26         | 0.00%             | 2048-10-10      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                      | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      5000 | PA      | $4948.15      | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                   | Lithia Motors Inc                                                                                              | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    325000 | PA      | $311876.50    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Charlotte Buyer Inc                                                                 | Charlotte Buyer Inc 2025 Repriced Term Loan B                                                                  | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1491088 | PA      | $1490975.98   | 0.05%             | 2028-02-11      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                     | Naked Juice LLC 2025 FLSO Term Loan                                                                            | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     48878 | PA      | $27808.24     | 0.00%             | 2029-01-24      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                                     | Aligned Data Centers Issuer LLC                                                                                | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7931075.20   | 0.26%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| AT&T REIGN II LB PTT                                                                | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                                                   | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600944 | PA      | $2601178.21   | 0.09%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| TCP Sunbelt Acquisition Co                                                          | TCP Sunbelt Acquisition Co 2024 Term Loan B                                                                    | CUSIP: 87233DAB3<br>LEI: 549300P5GYKSLPTV1Y23 | Long             | LON              | CORP              | US        |   1044438 | PA      | $1045743.05   | 0.03%             | 2031-10-24      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2024-V10 Mortgage Trust                                                                              | CUSIP: 08163UAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1338000 | PA      | $1318129.90   | 0.04%             | 2057-09-15      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants, LLC                                                     | Raising Cane's Restaurants LLC 2025 Term Loan B                                                                | CUSIP: 75101XAQ0<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |   1496250 | PA      | $1499526.79   | 0.05%             | 2032-11-03      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Pegasus BidCo BV                                                                    | Pegasus BidCo BV 2025 USD Repriced Term Loan B                                                                 | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |   1500000 | PA      | $1508910.00   | 0.05%             | 2029-07-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                             | Jane Street Group / JSG Finance Inc                                                                            | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | PA      | $939091.35    | 0.03%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-15CB                                                                               | CUSIP: 02151CAQ9<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    500649 | PA      | $276103.36    | 0.01%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2007-A1                                                             | CUSIP: 12566QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82366 | PA      | $73180.48     | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corp                                                                     | Glatfelter Corp Term Loan B                                                                                    | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |    801989 | PA      | $774320.62    | 0.03%             | 2031-11-04      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2025-RTL3                                                                                 | CUSIP: 50205YAB9<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-MBS          | CORP              | US        |   4175000 | PA      | $4192015.63   | 0.14%             | 2040-08-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Funding Trust                                                        | Oxford Finance Funding Trust 2025-1 LLC                                                                        | CUSIP: 69144BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3770000 | PA      | $3779829.90   | 0.12%             | 2035-02-15      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                                                      | VCAT 2026-NPL1 LLC                                                                                             | CUSIP: 91825GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5820619 | PA      | $5797833.41   | 0.19%             | 2056-01-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                                                | EnBW International Finance BV                                                                                  | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |   1570000 | PA      | $1086510.51   | 0.04%             | 2036-02-26      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38380Y2X2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19592 | PA      | $18094.92     | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                                    | Farmers Insurance Exchange                                                                                     | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266046.75    | 0.01%             | 2064-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2022-NQM7 Trust                                                                                            | CUSIP: 67117DAC4<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   1062166 | PA      | $1061719.00   | 0.04%             | 2062-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Cleanova US Holdings LLC                                                            | Cleanova US Holdings LLC 2025 Term Loan B                                                                      | CUSIP: 18452UAB4<br>LEI: 254900Q8HEK85N92G859 | Long             | LON              | CORP              | US        |   1461875 | PA      | $1447256.74   | 0.05%             | 2032-06-14      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                            | Amcor Flexibles North America Inc                                                                              | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012970.00   | 0.03%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                 | Station Casinos LLC 2024 Term Loan B                                                                           | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |   1493652 | PA      | $1499215.45   | 0.05%             | 2031-03-14      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                                                 | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3244706.40   | 0.11%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                            | Perrigo Finance Unlimited Co                                                                                   | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   2507000 | PA      | $2379017.65   | 0.08%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                                                | CUSIP: 3136AQ5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51821 | PA      | $2.96         | 0.00%             | 2036-04-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD GBP                                                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-14825.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                            | Last Mile Logistics Pan Euro Finance DAC                                                                       | CUSIP: 000000000<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |    485305 | PA      | $567943.62    | 0.02%             | 2033-08-17      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                                            | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                                                | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    655000 | PA      | $654698.70    | 0.02%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                             | Saluda Grade Alternative Mortgage Trust 2024-FIG5                                                              | CUSIP: 79582MAC5<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |   3362341 | PA      | $3448358.56   | 0.11%             | 2054-04-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | American Tower Corp                                                                                            | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2000000 | PA      | $1975000.00   | 0.07%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                                                          | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    867000 | PA      | $899070.33    | 0.03%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                                                            | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $386163.60    | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                               | SS&C Technologies Inc                                                                                          | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1635704.30   | 0.05%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2006-A5CB                                                               | CUSIP: 76112FAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210054 | PA      | $68983.50     | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                            | Enel SpA                                                                                                       | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |   1470000 | PA      | $1653355.99   | 0.05%             | 2034-10-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NCFA1                                                                               | NCFA1                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1998499 | PA      | $1996300.57   | 0.07%             | 2028-06-12      | Fixed         | 2.75%                 | No            |                  3 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2024-SFR2 Trust                                                                           | CUSIP: 74290XAL5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2639652.40   | 0.09%             | 2041-04-17      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                                                      | CUSIP: 31422M2D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4735926 | PA      | $631663.03    | 0.02%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38374EP35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140887 | PA      | $9319.10      | 0.00%             | 2033-10-20      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 17 Ltd                                                                  | Elmwood CLO 17 Ltd                                                                                             | CUSIP: 29003GAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $2091772.00   | 0.07%             | 2037-07-17      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384WFA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12150301 | PA      | $643667.55    | 0.02%             | 2054-09-20      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                                               | Tempo Acquisition LLC 2025 Repriced Term Loan B                                                                | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |   1089722 | PA      | $810328.47    | 0.03%             | 2028-08-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES LLC                                                        | US Fertility Enterprises LLC 2025 Delayed Draw Term Loan                                                       | CUSIP: 90356EAH3<br>LEI: 254900DAI0GZFFDITB24 | Long             | LON              | CORP              | US        |    197368 | PA      | $198527.96    | 0.01%             | 2032-12-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2007-CH1                                                                  | CUSIP: 46630LAG9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | ABS-O            | CORP              | US        |       509 | PA      | $504.29       | 0.00%             | 2036-11-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                                                            | Midcontinent Communications                                                                                    | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1657141.20   | 0.05%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | Colt 2024-7 Mortgage Loan Trust                                                                                | CUSIP: 19688YAE4<br>LEI: 213800EA95GXXC9AJO50 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1007342.00   | 0.03%             | 2069-12-26      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                                 | CSN Inova Ventures                                                                                             | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $256074.00    | 0.01%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc.                                                     | Oakwood Mortgage Investors Inc                                                                                 | CUSIP: 67087TAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166881 | PA      | $114097.87    | 0.00%             | 2027-08-15      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2025-RCF1 LLC                                                                                             | CUSIP: 74390RAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2941713.30   | 0.10%             | 2055-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                            | Last Mile Logistics Pan Euro Finance DAC                                                                       | CUSIP: 000000000<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |   2377996 | PA      | $2791916.17   | 0.09%             | 2033-08-17      | Floating      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                       | CHI Commercial Mortgage Trust 2025-SFT                                                                         | CUSIP: 16706GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1920000 | PA      | $1956624.19   | 0.06%             | 2042-04-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                                     | Mid-State Capital Corp 2006-1 Trust                                                                            | CUSIP: 59548PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17659 | PA      | $17747.14     | 0.00%             | 2040-10-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2022-SFR1 Trust                                                                           | CUSIP: 74333YAS7<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   7720000 | PA      | $7496953.76   | 0.25%             | 2041-02-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                                 | DBGS 2021-W52 Mortgage Trust                                                                                   | CUSIP: 23308LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3576485.16   | 0.12%             | 2039-10-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| POTOMAC ENERGY CENTER LLC                                                           | Potomac Energy Center LLC 2026 Term Loan B                                                                     | CUSIP: 73767TAE6<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |    232828 | PA      | $234864.82    | 0.01%             | 2032-08-05      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                                                 | AUST 10Y BOND FUT JUN26                                                                                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |      -143 | NC      | $84539.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                            | International Flavors & Fragrances Inc                                                                         | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    505000 | PA      | $452015.40    | 0.01%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $325520.70    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EagleView Technology Corporation                                                    | EagleView Technology Corporation 2025 Term Loan                                                                | CUSIP: 000000000<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |    206013 | PA      | $187618.16    | 0.01%             | 2028-08-14      | Floating      | 10.20%                | No            |                  2 | On Loan: No      |
| Magnite Inc                                                                         | Magnite Inc 2025 Repriced Term Loan B                                                                          | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |    797465 | PA      | $789889.41    | 0.03%             | 2031-02-06      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| DAVIDE CAMPARI-MILANO SP                                                            | Davide Campari-Milano NV                                                                                       | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1721374.39   | 0.06%             | 2029-01-17      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-CES7                                                                      | CUSIP: 46660GAG3<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4038946.00   | 0.13%             | 2056-04-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2021-3 Ltd                                                                             | CUSIP: 05683NAL6<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |   2650000 | PA      | $2651425.70   | 0.09%             | 2034-07-24      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                                               | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1133875 | PA      | $1116526.71   | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                        | WP Carey Inc                                                                                                   | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |   2010000 | PA      | $2256276.27   | 0.07%             | 2035-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank C&I Credit-Linked Notes Series 2025-2                                                                  | CUSIP: 90355PAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3565552 | PA      | $3580745.93   | 0.12%             | 2032-09-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                 | Global Payments Inc                                                                                            | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   4215000 | PA      | $4182586.65   | 0.14%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | Great Wolf Trust 2024-WOLF                                                                                     | CUSIP: 39152MAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3225000 | PA      | $3248274.83   | 0.11%             | 2039-03-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2804717 | PA      | $2643260.21   | 0.09%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                                                    | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321285.25    | 0.01%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                                          | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                                                           | CUSIP: 78413MAE8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $403739.19    | 0.01%             | 2043-01-05      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                                                                | Southern Natural Gas Co LLC                                                                                    | CUSIP: 84346LAA8<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55827.20     | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RAC BOND CO PLC                                                                     | RAC Bond Co PLC                                                                                                | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $143606.72    | 0.00%             | 2028-11-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| SNAP INC                                                                            | Snap Inc                                                                                                       | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1787989.50   | 0.06%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                                                             | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   8945000 | PA      | $8834708.15   | 0.29%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                                           | ADMI Corp 2023 Term Loan B5                                                                                    | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |     82829 | PA      | $78480.16     | 0.00%             | 2027-12-23      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                | Alpha Generation LLC                                                                                           | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1772719.20   | 0.06%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2026-CSMO                                                                         | CUSIP: 12433LAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3840000 | PA      | $3866000.64   | 0.13%             | 2043-02-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust 2006-WF1                                                                         | CUSIP: 17307G4H8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |     26120 | PA      | $11801.52     | 0.00%             | 2036-03-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                                                | SCG Commercial Mortgage Trust 2025-FLWR                                                                        | CUSIP: 78438AAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3516033.50   | 0.12%             | 2042-08-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD EUR                                                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-12915.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD EUR                                                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-97217.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                                                             | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2753640.90   | 0.09%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                                      | SWCH Commercial Mortgage Trust 2025-DATA                                                                       | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6300000 | PA      | $6243431.04   | 0.21%             | 2042-02-15      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                              | NYC Commercial Mortgage Trust 2025-3BP                                                                         | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $4213616.82   | 0.14%             | 2042-02-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                               | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2682380 | PA      | $2596484.22   | 0.09%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1                                                       | CUSIP: 61780XAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4150000 | PA      | $4100591.76   | 0.14%             | 2070-12-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                   | WBI Operating LLC                                                                                              | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    480000 | PA      | $485654.40    | 0.02%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2025-13                                                                               | CUSIP: 034952AF8<br>LEI: 254900E0MZH4LYHYEK54 | Long             | ABS-MBS          | CORP              | US        |   4502000 | PA      | $4469213.73   | 0.15%             | 2070-10-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                    | GGAM Finance Ltd                                                                                               | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    115000 | PA      | $116107.45    | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                                            | Windstream Services LLC / Windstream Escrow Finance Corp                                                       | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    417000 | PA      | $441452.88    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                                                              | ARZ Trust 2024-BILT                                                                                            | CUSIP: 00218TAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2454745.20   | 0.08%             | 2039-06-11      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                   | Iron Mountain Inc 2022 Term Loan A                                                                             | CUSIP: 46284NAU3<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |    962500 | PA      | $954877.00    | 0.03%             | 2030-03-18      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                                            | Anheuser-Busch InBev SA/NV                                                                                     | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |   1400000 | PA      | $1563878.82   | 0.05%             | 2045-05-19      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust                                                    | COOPR Residential Mortgage Trust 2025-CES3                                                                     | CUSIP: 216926AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4434412.50   | 0.15%             | 2060-09-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                                                      | CUSIP: 31422MZL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  35380869 | PA      | $3964904.36   | 0.13%             | 2052-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-BIO                                                                                              | CUSIP: 05612AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1998394.80   | 0.07%             | 2041-02-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2007-S1                                                                               | CUSIP: 46630RAQ4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    351625 | PA      | $126561.78    | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2025-RTL1                                                                                 | CUSIP: 50205UAB7<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |   3609000 | PA      | $3622965.39   | 0.12%             | 2040-01-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                            | Cloud Software Group Inc 2025 Term Loan B (2031)                                                               | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   1493747 | PA      | $1385920.74   | 0.05%             | 2031-03-21      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Crescent Midstream Operating LLC                                                    | Crescent Midstream Operating LLC Term Loan B                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500000 | PA      | $1510005.00   | 0.05%             | 2033-02-18      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Nuvei Technologies Corp                                                             | Nuvei Technologies Corp 2025 Repriced Term Loan B                                                              | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |   1337509 | PA      | $1322636.29   | 0.04%             | 2031-11-17      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                            | International Flavors & Fragrances Inc                                                                         | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41195.00     | 0.00%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                                       | UK Logistics 2024-2 DAC                                                                                        | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |    701602 | PA      | $945829.79    | 0.03%             | 2035-02-17      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                                      | FirstKey Homes 2022-SFR1 Trust                                                                                 | CUSIP: 33768NAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1591331.84   | 0.05%             | 2039-05-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS4 Trust                                                                                     | CUSIP: 749228AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219712 | PA      | $180430.24    | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                            | Neuberger Berman Loan Advisers CLO 26 Ltd                                                                      | CUSIP: 64131NAA5<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |   5540000 | PA      | $1701760.58   | 0.06%             | 2038-10-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                                                       | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   3100000 | PA      | $3620740.97   | 0.12%             | 2044-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust                                                                           | CIM Trust 2021-R5                                                                                              | CUSIP: 12592SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681000 | PA      | $460881.60    | 0.02%             | 2061-08-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                                       | JGWPT XXX LLC                                                                                                  | CUSIP: 46617LAA9<br>LEI: 549300LO0ZO1XMWP1R84 | Long             | ABS-O            | CORP              | US        |     29260 | PA      | $27797.00     | 0.00%             | 2073-01-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC Mortgage-Backed Trust 2006-7                                                                              | CUSIP: 22942KCH1<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1021126 | PA      | $474864.33    | 0.02%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TUPLE US BIDCO LLC                                                                  | Tuple US Bidco LLC Term Loan B                                                                                 | CUSIP: 000000000<br>LEI: 636700KGXR29JMZIYC92 | Long             | LON              | CORP              | US        |   1250000 | PA      | $1225000.00   | 0.04%             | 2033-01-28      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2025-RTL3                                                                                 | CUSIP: 50205YAC7<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-MBS          | CORP              | US        |   4398000 | PA      | $4415699.31   | 0.15%             | 2040-08-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                 | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    938000 | PA      | $946948.52    | 0.03%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                              | CHL Mortgage Pass-Through Trust 2007-20                                                                        | CUSIP: 12544QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196389 | PA      | $81974.13     | 0.00%             | 2038-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                                                      | HPS Loan Management 2024-19 Ltd                                                                                | CUSIP: 442924AN6<br>LEI: 2549009NI8GVCM3ROT27 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000050.00   | 0.03%             | 2037-04-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2005-A1                                                             | CUSIP: 17308FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    921703 | PA      | $898174.50    | 0.03%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                                | Sartorius Finance BV                                                                                           | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1967280.99   | 0.06%             | 2035-09-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                                       | DBSG 2024-ALTA Mortgage Trust                                                                                  | CUSIP: 239918AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502812.10    | 0.02%             | 2037-06-10      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                    | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $149270.25    | 0.00%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                                     | HOMES 2025-NQM3 Trust                                                                                          | CUSIP: 40446GAG7<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |   2794000 | PA      | $2819600.86   | 0.09%             | 2070-02-25      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                                                           | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1403345.80   | 0.05%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SGB-SMIT Midco GmbH                                                                 | SGB SMIT MIDCO GMBH EUR TERM LOAN B                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   1990738 | PA      | $2358823.46   | 0.08%             | 2033-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Antylia Scientific                                                                  | Antylia Scientific Term Loan                                                                                   | CUSIP: 12592HAG6<br>LEI: 549300EZRMS5BZD8TN98 | Long             | LON              | CORP              | US        |     98713 | PA      | $97911.12     | 0.00%             | 2032-05-27      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Securitizations Corp.                                               | Conseco Finance Securitizations Corp                                                                           | CUSIP: 20846QDU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1992158 | PA      | $225047.06    | 0.01%             | 2032-05-01      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                                            | Wyndham Hotels & Resorts Inc                                                                                   | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2610468.15   | 0.09%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-19CB                                                                               | CUSIP: 02147QAT9<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   3539451 | PA      | $365628.87    | 0.01%             | 2036-08-25      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                                              | Treasury Corp of Victoria                                                                                      | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   2415000 | PA      | $1180146.22   | 0.04%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-B SECURITIES INC MORTGAGE L                                            | Deutsche Alt-B Securities Inc Mortgage Loan Trust Series 2006-AB2                                              | CUSIP: 251511AB7<br>LEI: 5299003GGM6YEXXXJ012 | Long             | ABS-MBS          | CORP              | US        |    163512 | PA      | $150434.95    | 0.00%             | 2036-06-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2021-SFR3 Trust                                                                                           | CUSIP: 00180UAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4520000 | PA      | $4511703.99   | 0.15%             | 2038-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                             | Zayo Group Holdings Inc                                                                                        | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   1610917 | PA      | $1612995.08   | 0.05%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136BWGP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239725 | PA      | $226595.07    | 0.01%             | 2055-02-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                                   | Upbound Group Inc                                                                                              | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1706932.40   | 0.06%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                                      | FirstKey Homes 2021-SFR1 Trust                                                                                 | CUSIP: 33767WAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6393000 | PA      | $6350426.46   | 0.21%             | 2038-08-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                                                       | CUSIP: 05377REL4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1026667 | PA      | $1023159.88   | 0.03%             | 2027-08-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                            | Marsh & McLennan Cos Inc                                                                                       | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1479675.00   | 0.05%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SKYLINE CL A TR 2020 1                                                              | SKYLINE CL A TR 2020 1                                                                                         | CUSIP: 83084RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    382735 | PA      | $362194.05    | 0.01%             | 2038-07-03      | Fixed         | 3.23%                 | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-J1                                                                                 | CUSIP: 12668BKH5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    166207 | PA      | $109678.65    | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                    | VB-S1 Issuer LLC                                                                                               | CUSIP: 91825HAE4<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |   2860000 | PA      | $2875417.40   | 0.10%             | 2056-03-15      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2007-CH2                                                                  | CUSIP: 46630MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    353344 | PA      | $170679.62    | 0.01%             | 2037-01-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                       | RFMSI Series 2006-S10 Trust                                                                                    | CUSIP: 74958DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    549249 | PA      | $450187.99    | 0.01%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20754LAJ8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   6610000 | PA      | $6797245.44   | 0.22%             | 2041-12-25      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming, LLC                                                            | J&J Ventures Gaming LLC 2025 Repriced Term Loan B                                                              | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |    992932 | PA      | $988587.61    | 0.03%             | 2030-04-26      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                            | Healthcare Realty Holdings LP                                                                                  | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    150000 | PA      | $147543.00    | 0.00%             | 2028-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                          | Outfront Media Capital LLC 2025 Term Loan B                                                                    | CUSIP: 000000000<br>LEI: 5493005WC7J0FDMW0610 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1005940.00   | 0.03%             | 2032-09-24      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                                     | HOMES 2025-NQM4 Trust                                                                                          | CUSIP: 403958AG6<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |   2405500 | PA      | $2408024.81   | 0.08%             | 2070-08-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2012-LC4 Mortgage Trust                                                                                   | CUSIP: 126192AJ2<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    793834 | PA      | $8.89         | 0.00%             | 2044-12-10      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                       | Live Nation Entertainment Inc 2025 Term Loan B                                                                 | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    997500 | PA      | $999993.75    | 0.03%             | 2032-10-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                                                   | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1660000 | PA      | $1721669.00   | 0.06%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                                                    | ALLO Issuer LLC                                                                                                | CUSIP: 01983KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3149000 | PA      | $3261681.61   | 0.11%             | 2053-06-20      | Fixed         | 12.18%                | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                                                           | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103784.10    | 0.00%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2024-SFR4 Trust                                                                           | CUSIP: 74334JAL4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4188951.90   | 0.14%             | 2041-07-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2025-NQM1 Trust                                                                                           | CUSIP: 36171GAE1<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   4036000 | PA      | $4049210.64   | 0.13%             | 2069-11-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                 | Medline Borrower LP 2025 Incremental Term Loan B                                                               | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1496231 | PA      | $1503779.65   | 0.05%             | 2030-10-23      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Abry Liquid Credit CLO Ltd                                                          | Abry Liquid Credit CLO 2025-2 Ltd                                                                              | CUSIP: 003943AG2<br>LEI: 254900B1K4HLAH4DXD74 | Long             | ABS-CBDO         | CORP              | KY        |   5750000 | PA      | $5773189.75   | 0.19%             | 2039-01-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Liquid Tech Solutions LLC                                                           | Liquid Tech Solutions LLC 2025 Term Loan                                                                       | CUSIP: 92917SAJ6<br>LEI: 254900OC60TKLQ1KX067 | Long             | LON              | CORP              | US        |   1360681 | PA      | $1360109.62   | 0.04%             | 2032-10-12      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38385ENN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10986486 | PA      | $614458.23    | 0.02%             | 2055-03-20      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                              | CHL Mortgage Pass-Through Trust 2007-7                                                                         | CUSIP: 12544TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    574321 | PA      | $243794.10    | 0.01%             | 2037-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                               | HUB International Ltd                                                                                          | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    417000 | PA      | $431524.11    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                              | UnitedHealth Group Inc                                                                                         | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5275710.00   | 0.17%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS4 Trust                                                                                     | CUSIP: 749228AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272175 | PA      | $223513.72    | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2024-SFR4 Trust                                                                           | CUSIP: 74334JAN0<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   6482000 | PA      | $5981907.87   | 0.20%             | 2041-07-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                          | GLS Auto Receivables Issuer Trust 2023-2                                                                       | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1110000 | PA      | $1129397.14   | 0.04%             | 2029-03-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                 | Sirius XM Radio LLC                                                                                            | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    955000 | PA      | $953070.90    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                                  | Morgan Stanley Mortgage Loan Trust 2007-13                                                                     | CUSIP: 61756HBN9<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |    172961 | PA      | $89711.96     | 0.00%             | 2037-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Genmab AS                                                                           | Genmab AS Term Loan B                                                                                          | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |   1462500 | PA      | $1473373.69   | 0.05%             | 2032-12-13      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| CART                                                                                | CONE Trust 2024-DFW1                                                                                           | CUSIP: 20682AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1267000 | PA      | $1260763.57   | 0.04%             | 2041-08-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                                                     | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11600000 | PA      | $11182411.60  | 0.37%             | 2056-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES6                                                                                  | CUSIP: 749410AF3<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2316709.50   | 0.08%             | 2044-09-25      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                                     | HOMES 2025-NQM1 Trust                                                                                          | CUSIP: 43761DAF7<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-MBS          | CORP              | US        |   3542000 | PA      | $3566604.50   | 0.12%             | 2070-01-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                         | Paychex Inc                                                                                                    | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   3880000 | PA      | $3920895.20   | 0.13%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust 2009-10                                                                          | CUSIP: 17316AAF7<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    476879 | PA      | $334578.14    | 0.01%             | 2035-12-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Unity-Peace Park CLO, Ltd.                                                          | Unity-Peace Park CLO Ltd                                                                                       | CUSIP: 913318AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2800000 | PA      | $2794066.80   | 0.09%             | 2035-04-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                                      | Newday Funding Master Issuer PLC - Series 2024-2                                                               | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |   1600000 | PA      | $2216016.84   | 0.07%             | 2032-07-15      | Floating      | 7.64%                 | Yes           |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                             | KazMunayGas National Co JSC                                                                                    | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |   2073000 | PA      | $1890990.60   | 0.06%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                     | C-BASS 2007-CB1 TRUST                                                                                          | CUSIP: 1248MGAP9<br>LEI: 969500V3L9W19NIA5E82 | Long             | ABS-O            | CORP              | US        |   1606017 | PA      | $433575.82    | 0.01%             | 2037-01-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38376GBQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    678413 | PA      | $6075.94      | 0.00%             | 2051-09-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                      | HarborView Mortgage Loan Trust 2006-4                                                                          | CUSIP: 41161PL27<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |   2336591 | PA      | $1158533.88   | 0.04%             | 2046-05-19      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Securitizations Corp.                                               | Conseco Finance Securitizations Corp                                                                           | CUSIP: 20846QBP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3422743 | PA      | $382929.65    | 0.01%             | 2029-09-01      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL 2019-C16 Commercial Mortgage Trust                                                                       | CUSIP: 12596WAE4<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    529823 | PA      | $19825.20     | 0.00%             | 2052-06-15      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                                                             | First Brands Group LLC 2025 DIP Term Loan                                                                      | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2026-06-29      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                                               | Hilton Domestic Operating Company Inc 2023 Term Loan B4                                                        | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    924611 | PA      | $930145.00    | 0.03%             | 2030-11-08      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136BXV76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10722937 | PA      | $10802306.23  | 0.36%             | 2055-11-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2025-RPL3 LLC                                                                                             | CUSIP: 69392NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4150000 | PA      | $3855614.36   | 0.13%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                | CUSIP: 3140W0WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9102290 | PA      | $8799983.79   | 0.29%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2025-NQM6 Trust                                                                                           | CUSIP: 36831QAF8<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   4206500 | PA      | $4172798.36   | 0.14%             | 2070-10-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                            | Amcor Flexibles North America Inc                                                                              | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    755000 | PA      | $766506.20    | 0.03%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                                                            | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $385203.60    | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                                                          | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1539000 | PA      | $1556313.75   | 0.05%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2022-SFR1 Trust                                                                           | CUSIP: 74333YAN8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1770000 | PA      | $1714154.02   | 0.06%             | 2041-02-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                           | Sunoco LP                                                                                                      | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    560000 | PA      | $552703.20    | 0.02%             | 2034-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                                                  | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1827000 | PA      | $1843826.67   | 0.06%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2025-NPL9 LLC                                                                                             | CUSIP: 740937AA5<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-O            | CORP              | US        |   3998970 | PA      | $4006425.86   | 0.13%             | 2055-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | LONG GILT FUTURE JUN26                                                                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -49 | NC      | $337204.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                                                             | SV RNO Property Owner 1 LLC                                                                                    | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    749000 | PA      | $737390.50    | 0.02%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                                  | Tricon Residential 2022-SFR1 Trust                                                                             | CUSIP: 89616QAF8<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1588273.28   | 0.05%             | 2039-04-17      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                                             | Yorkshire Water Finance PLC                                                                                    | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |   2070000 | PA      | $2834272.11   | 0.09%             | 2034-11-18      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS15 Trust                                                                                    | CUSIP: 74922YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    623719 | PA      | $550807.59    | 0.02%             | 2036-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                                    | Delivery Hero SE 2024 USD Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |   2033876 | PA      | $2028790.99   | 0.07%             | 2029-12-12      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2023-P3                                                                         | CUSIP: 14688GAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2000 | PA      | $193353.69    | 0.01%             | 2030-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                               | Caesars Entertainment Inc                                                                                      | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $896970.00    | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HPNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12005901 | PA      | $2535601.53   | 0.08%             | 2051-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                                                        | Luna 2 5SARL                                                                                                   | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1177710.51   | 0.04%             | 2032-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                                          | Sixth Street CLO VIII Ltd                                                                                      | CUSIP: 83012VAG8<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |   3450000 | PA      | $3410863.20   | 0.11%             | 2034-10-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                                     | Star Parent Inc Term Loan B                                                                                    | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |   1483112 | PA      | $1485433.33   | 0.05%             | 2030-09-27      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                                            | FHF Issuer Trust 2024-3                                                                                        | CUSIP: 30339EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2474593 | PA      | $2471002.83   | 0.08%             | 2030-11-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                                                            | Americold Realty Operating Partnership LP                                                                      | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |   1120000 | PA      | $1116528.00   | 0.04%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                                                    | TTF Holdings LLC 2024 Term Loan                                                                                | CUSIP: 83421EAB2<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |   1522106 | PA      | $1152363.45   | 0.04%             | 2031-07-18      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                            | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253018.65    | 0.01%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                                                          | DOLP Trust 2021-NYC                                                                                            | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1458000 | PA      | $1313076.70   | 0.04%             | 2041-05-10      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                                                             | CUSIP: 3142G4V99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5869096 | PA      | $1131697.13   | 0.04%             | 2052-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                                                     | Western Funding Auto Loan Trust 2025-1                                                                         | CUSIP: 958250AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2527861.75   | 0.08%             | 2036-01-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                     | Securitized Asset Backed Receivables LLC Trust 2006-CB1                                                        | CUSIP: 81375WHK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217611 | PA      | $186078.59    | 0.01%             | 2036-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                     | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                             | CUSIP: 34461WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5031675.50   | 0.17%             | 2039-12-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                             | Republic of South Africa Government International Bonds                                                        | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    557000 | PA      | $565622.36    | 0.02%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | GWT 2024-WLF2                                                                                                  | CUSIP: 362414AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    522000 | PA      | $524044.83    | 0.02%             | 2041-05-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                                         | SREIT Trust 2021-PALM                                                                                          | CUSIP: 85237AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3860000 | PA      | $3860869.27   | 0.13%             | 2034-10-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                      | HarborView Mortgage Loan Trust 2005-9                                                                          | CUSIP: 41161PSK0<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |     11063 | PA      | $10472.00     | 0.00%             | 2035-06-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                           | Amgen Inc                                                                                                      | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77751.00     | 0.00%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust Series 2006-HE6                                                         | CUSIP: 59023XAC0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |    708248 | PA      | $213112.95    | 0.01%             | 2037-11-25      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                             | Southwestern Electric Power Co                                                                                 | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608574.00    | 0.02%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                                              | Colossus Acquireco LLC Term Loan B                                                                             | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    995000 | PA      | $996243.75    | 0.03%             | 2032-07-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                            | Healthcare Realty Holdings LP                                                                                  | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     35000 | PA      | $32968.25     | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2025-BCAT                                                                         | CUSIP: 12433HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4148600 | PA      | $4171343.03   | 0.14%             | 2042-08-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                            | Host Hotels & Resorts LP                                                                                       | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   1120000 | PA      | $1153801.60   | 0.04%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                                     | Lehman XS Trust 2006-17                                                                                        | CUSIP: 52523KAM6<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |   6219350 | PA      | $150140.70    | 0.00%             | 2046-08-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite Xlii Ltd                                                                                             | CUSIP: 55955YAE4<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | KY        |   7186000 | PA      | $4449305.32   | 0.15%             | 2038-01-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                                    | Farmers Insurance Exchange                                                                                     | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    135000 | PA      | $113143.50    | 0.00%             | 2057-11-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Prometric Holdings Inc                                                              | Prometric Holdings Inc 2025 Term Loan B                                                                        | CUSIP: 80358TAG1<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |   1493747 | PA      | $1495845.58   | 0.05%             | 2032-06-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                   | Iron Mountain Inc                                                                                              | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1395000 | PA      | $1414571.85   | 0.05%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                                                          | CUSIP: 871044AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $398342.20    | 0.01%             | 2054-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                       | RFMSI Series 2006-S3 Trust                                                                                     | CUSIP: 76111XP56<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310948 | PA      | $249607.61    | 0.01%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns ARM Trust 2004-3                                                                                  | CUSIP: 07384MQ88<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4099 | PA      | $3919.24      | 0.00%             | 2034-07-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                        | Sabey Data Center Issuer LLC                                                                                   | CUSIP: 78520EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1325000 | PA      | $1319612.68   | 0.04%             | 2046-06-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2026-5                                                                                  | CUSIP: 81750TAW8<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |   7320000 | PA      | $7235566.29   | 0.24%             | 2056-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                        | MH Sub I LLC 2024 Term Loan B4                                                                                 | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    656905 | PA      | $520961.47    | 0.02%             | 2031-12-31      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                                           | ADMI Corp 2021 Term Loan B2                                                                                    | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    418978 | PA      | $402481.19    | 0.01%             | 2027-12-23      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                                    | SLG Office Trust 2021-OVA                                                                                      | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4700000 | PA      | $4058711.32   | 0.13%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Telenet Financing USD LLC                                                           | Telenet Financing USD LLC 2020 USD Term Loan AR                                                                | CUSIP: 000000000<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |    500000 | PA      | $498297.50    | 0.02%             | 2028-04-28      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                                            | SK Invictus Intermediate II Sarl                                                                               | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    431000 | PA      | $424690.16    | 0.01%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                            | Tucson Electric Power Co                                                                                       | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    305000 | PA      | $288481.20    | 0.01%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                                               | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229423.50    | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing LLC                                                                                    | CUSIP: 42806MAR0<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   6160000 | PA      | $6073227.16   | 0.20%             | 2028-06-26      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                                           | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5025000 | PA      | $4459989.00   | 0.15%             | 2031-10-24      | Floating      | 1.92%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation LLC                                                          | Cornerstone Generation LLC Term Loan B                                                                         | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    162787 | PA      | $163426.31    | 0.01%             | 2032-08-11      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LP                                                                                 | CUSIP: 42806MAH2<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |  11990000 | PA      | $11871225.86  | 0.39%             | 2027-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BCPE North Star US HoldCo 2, Inc.                                                   | BCPE North Star US HoldCo 2 Inc Term Loan                                                                      | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |   1489356 | PA      | $1486332.93   | 0.05%             | 2028-06-09      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM9                                                       | CUSIP: 61779VAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5746534 | PA      | $5711149.05   | 0.19%             | 2070-09-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-BIO                                                                                              | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1837000 | PA      | $1829723.83   | 0.06%             | 2041-02-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                                                          | CUSIP: 871044AY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3215000 | PA      | $3097006.93   | 0.10%             | 2055-10-25      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| DGWD Trust                                                                          | DGWD Trust 2025-INFL                                                                                           | CUSIP: 23347FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2425000 | PA      | $2424623.88   | 0.08%             | 2035-08-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-86CB                                                                               | CUSIP: 12668BFA6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    488348 | PA      | $266261.63    | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                                | Pilgrim's Pride Corp                                                                                           | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    950000 | PA      | $998241.00    | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS6 Trust                                                                                     | CUSIP: 74922EAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434603 | PA      | $364238.94    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                              | Rockford Tower CLO 2019-1 Ltd                                                                                  | CUSIP: 77342MAW6<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1847784.20   | 0.06%             | 2034-04-20      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-10CB                                                                               | CUSIP: 12667GBD4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   1198667 | PA      | $963131.66    | 0.03%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                               | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    603777 | PA      | $568880.06    | 0.02%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2025-SFR2 Trust                                                                                           | CUSIP: 00180BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9380000 | PA      | $8565194.11   | 0.28%             | 2042-11-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-VLT6                                                                                             | CUSIP: 12433KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1392493.90   | 0.05%             | 2042-03-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $183965.00    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9453838 | PA      | $9359106.56   | 0.31%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                                | Heathrow Funding Ltd                                                                                           | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    250000 | PA      | $285548.97    | 0.01%             | 2036-01-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                            | Graphic Packaging International LLC                                                                            | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1285359.80   | 0.04%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                                                   | CUSIP: 3137FMU91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3160000 | PA      | $184.86       | 0.00%             | 2047-05-25      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| CONTRA GCB144A MODIVCA                                                              | CONTRA GCB144A MODIVCA                                                                                         | CUSIP: 607PMTAB0<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    744450 | PA      | $11166.75     | 0.00%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                             | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13318804 | PA      | $12568082.73  | 0.42%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                                    | Getty Images Inc                                                                                               | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2209800.30   | 0.07%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                            | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114326.40    | 0.00%             | 2029-06-01      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                             | Teva Pharmaceutical Finance Netherlands III BV                                                                 | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    274000 | PA      | $285516.22    | 0.01%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK                                                              | DWR Cymru Financing UK PLC                                                                                     | CUSIP: 000000000<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |   2130000 | PA      | $2161682.38   | 0.07%             | 2034-03-31      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HKV76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13149360 | PA      | $13241172.38  | 0.44%             | 2054-09-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                                                       | Darktrace PLC 1st Lien Term Loan                                                                               | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    743086 | PA      | $700518.05    | 0.02%             | 2031-10-09      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                             | Bayer US Finance II LLC                                                                                        | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    750000 | PA      | $676222.50    | 0.02%             | 2038-06-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DI Issuer LLC                                                                       | Lmdv Issuer Co LLC                                                                                             | CUSIP: 538908AE4<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |   6275000 | PA      | $6354072.53   | 0.21%             | 2055-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED EUR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |         1 | NC      | $-2025.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H6 Mortgage Trust                                                                                   | CUSIP: 227919AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585629 | PA      | $585442.29    | 0.02%             | 2069-09-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                                            | Papa John's International Inc                                                                                  | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2438593.95   | 0.08%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES8                                                                                  | CUSIP: 749421AC7<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   1560000 | PA      | $1566055.30   | 0.05%             | 2044-11-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137H2S62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6174475 | PA      | $1185777.55   | 0.04%             | 2048-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Corp Trust 2024-UPTN                                                                    | CUSIP: 36256SAJ2<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1461709.77   | 0.05%             | 2029-10-15      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                                              | Cascade MH Asset Trust 2022-MH1                                                                                | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1019210 | PA      | $1000537.17   | 0.03%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2007-QS7 Trust                                                                                     | CUSIP: 74923WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37941 | PA      | $31935.77     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38385DRG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1963317 | PA      | $1978155.22   | 0.07%             | 2055-02-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                                                   | TenneT Holding BV                                                                                              | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2407390.24   | 0.08%             | 2031-12-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                                     | HOMES 2023-NQM1 Trust                                                                                          | CUSIP: 43761JAE7<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2891653.22   | 0.10%             | 2068-01-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                                                    | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $198652.35    | 0.01%             | 2027-07-27      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LMRE 2025-SFR1 Trust Issuing Entity                                                 | LMRE 2025 SFR1 Trust                                                                                           | CUSIP: 50208WAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5370000 | PA      | $5343853.47   | 0.18%             | 2042-12-17      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Access CIG LLC                                                                      | Access CIG LLC 2025 Term Loan                                                                                  | CUSIP: 00435CAV0<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |    989981 | PA      | $898719.58    | 0.03%             | 2030-08-19      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2021-SFR10 Trust                                                                          | CUSIP: 74333WAS1<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   7968423 | PA      | $7789845.65   | 0.26%             | 2040-12-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                                                          | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    814000 | PA      | $825990.22    | 0.03%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                               | Jane Street Group LLC 2024 Term Loan B1                                                                        | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   1454708 | PA      | $1453981.01   | 0.05%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust                                                       | DailyPay Securitization Trust 2025-1                                                                           | CUSIP: 233824AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2920000 | PA      | $2935266.93   | 0.10%             | 2028-06-26      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                                            | Suburban Propane Partners LP/Suburban Energy Finance Corp                                                      | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4360000 | PA      | $4320411.20   | 0.14%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                                 | ELECTRONIC ARTS INC USD TERM LOAN B                                                                            | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    614066 | PA      | $614987.35    | 0.02%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM6 Trust                                                                                            | CUSIP: 67448UAC6<br>LEI: 254900W46UQEWQMYYZ02 | Long             | ABS-MBS          | CORP              | US        |   5073952 | PA      | $5099321.90   | 0.17%             | 2065-03-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                            | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    760000 | PA      | $687914.00    | 0.02%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                                   | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2471000 | PA      | $2434107.97   | 0.08%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20754JAC8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    754456 | PA      | $761929.00    | 0.03%             | 2039-09-25      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137FUEK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7206594 | PA      | $1404530.66   | 0.05%             | 2048-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                                     | Invesco US CLO 2024-4 Ltd                                                                                      | CUSIP: 46151DAE1<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $728989.80    | 0.02%             | 2038-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TCW Private Asset Income Fund                                                       | TCW Private Asset Income Fund                                                                                  | CUSIP: 87807Y206<br>LEI: 254900JOZ7KOHWZ5ZD02 | Long             | EC               | RF                | US        |   5995430 | NS      | $59834392.64  | 1.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                              | CUSIP: 3136BTLG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11853541 | PA      | $589693.65    | 0.02%             | 2054-07-25      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust                                                      | NXPT Commercial Mortgage Trust 2024-STOR                                                                       | CUSIP: 67119YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    811000 | PA      | $810765.95    | 0.03%             | 2041-11-05      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                                                          | EZCORP Inc                                                                                                     | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159549.00    | 0.01%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                             | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $434907.55    | 0.01%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| REDEXIS SA                                                                          | Redexis SA                                                                                                     | CUSIP: 000000000<br>LEI: 635400DYWVUY8IC5MR90 | Long             | DBT              | CORP              | ES        |   1100000 | PA      | $1306377.73   | 0.04%             | 2031-05-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                            | Ferrellgas LP / Ferrellgas Finance Corp                                                                        | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4106000 | PA      | $4308795.34   | 0.14%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                      | Sabre GLBL Inc 2024 Term Loan B1                                                                               | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-11-15      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                                          | Airbnb Inc                                                                                                     | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2799081.45   | 0.09%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                               | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6099248 | PA      | $5909309.98   | 0.20%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                            | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1479937.20   | 0.05%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | Hilton USA Trust                                                                                               | CUSIP: 432826AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010000 | PA      | $1018745.99   | 0.03%             | 2042-07-15      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                                                             | CARS-DB4 LP                                                                                                    | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4980000 | PA      | $4682764.72   | 0.15%             | 2050-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                          | JPMDB Commercial Mortgage Securities Trust 2016-C2                                                             | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100664 | PA      | $4.02         | 0.00%             | 2049-06-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | Fiserv Inc                                                                                                     | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1496045.25   | 0.05%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2025-HE5                                                                                           | CUSIP: 31684MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7707851 | PA      | $7700796.87   | 0.25%             | 2055-08-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-BIO                                                                                              | CUSIP: 05612AAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1530000 | PA      | $1519392.66   | 0.05%             | 2041-02-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                                                | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1337601.00   | 0.04%             | 2054-12-10      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-32CB                                                                               | CUSIP: 02147XAT4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    124917 | PA      | $67801.98     | 0.00%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                                              | Blackstone Property Partners Europe Holdings Sarl                                                              | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    195000 | PA      | $217876.33    | 0.01%             | 2028-05-04      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ADMI Corp                                                                           | ADMI Corp 2021 Incremental Term Loan B3                                                                        | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    493540 | PA      | $463927.65    | 0.02%             | 2027-12-23      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                                           | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7815000 | PA      | $7769204.10   | 0.26%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HMHD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1260918 | PA      | $1170491.26   | 0.04%             | 2055-08-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                                              | Genesys Cloud Services Holdings II LLC 2025 USD Term Loan B                                                    | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |    570709 | PA      | $552803.08    | 0.02%             | 2032-01-30      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                           | Crocs Inc                                                                                                      | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |   1897000 | PA      | $1765879.36   | 0.06%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-46CB                                                                               | CUSIP: 12667G7A5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    440700 | PA      | $300908.83    | 0.01%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                           | Invitation Homes Operating Partnership LP 2024 Term Loan                                                       | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |    739444 | PA      | $728352.55    | 0.02%             | 2028-09-09      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                                                             | CUSIP: 3142G5QA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18552194 | PA      | $2433494.94   | 0.08%             | 2052-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                             | Dell International LLC / EMC Corp                                                                              | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    840000 | PA      | $851583.60    | 0.03%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                                           | Healthpeak Properties Inc Term Loan A2                                                                         | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    110979 | PA      | $110007.77    | 0.00%             | 2027-02-22      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Nationstar Home Equity Loan Trust                                                   | Nationstar Home Equity Loan Trust 2007-C                                                                       | CUSIP: 63860KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11539 | PA      | $11314.40     | 0.00%             | 2037-06-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| CINEWORLD WARRANTS WTS                                                              | CINEWORLD WARRANTS WTS                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    152713 | NS      | $2.08         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                                                     | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21350000 | PA      | $21171076.33  | 0.70%             | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                      | Sabre GLBL Inc                                                                                                 | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215965.00    | 0.01%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                                              | Sydney Airport Finance Co Pty Ltd                                                                              | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $531280.04    | 0.02%             | 2034-04-19      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                                                   | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                                                | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    803000 | PA      | $819710.43    | 0.03%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASP Dream Acquisition Co LLC                                                        | ASP Dream Acquisition Co LLC Term Loan B                                                                       | CUSIP: 00217BAB0<br>LEI: 254900DH5Q9BDS6KS803 | Long             | LON              | CORP              | US        |   1117113 | PA      | $1055671.74   | 0.03%             | 2028-12-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES7                                                                                  | CUSIP: 749414AK4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   4325000 | PA      | $4371141.70   | 0.14%             | 2044-10-25      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| RD MICHIGAN PROP OWNER I                                                            | RD Michigan Property Owner I LLC                                                                               | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4410000 | PA      | $4419393.30   | 0.15%             | 2045-03-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                            | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $2714742.80   | 0.09%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                                                   | Advantage Sales & Marketing Inc 2026 First Out Term Loan                                                       | CUSIP: 00769EBC3<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |   1013080 | PA      | $831997.25    | 0.03%             | 2030-04-19      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| KSL Resorts                                                                         | KSL Commercial Mortgage Trust 2025-MH                                                                          | CUSIP: 48268VAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6479929.30   | 0.21%             | 2042-12-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                    | Berry Global Inc                                                                                               | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259750.65    | 0.01%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HJ2B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6082676 | PA      | $458774.44    | 0.02%             | 2055-01-25      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                         | Staples Inc                                                                                                    | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    646000 | PA      | $618913.22    | 0.02%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2024-SFR5 Trust                                                                           | CUSIP: 74332HAJ5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   7860000 | PA      | $7259628.05   | 0.24%             | 2041-08-17      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Aspire Mortgage Trust                                                               | Aspire Mortgage Trust 2026-1                                                                                   | CUSIP: 04539FAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2950203.60   | 0.10%             | 2066-01-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2020-VIV2                                                                         | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1027952.86   | 0.03%             | 2044-03-09      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                               | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6856219 | PA      | $6791840.80   | 0.22%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                      | Opal Bidco SAS USD Term Loan B4                                                                                | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | LON              | CORP              | US        |    878427 | PA      | $883003.82    | 0.03%             | 2032-04-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** TCW ETF Trust

**Signature:** Richard Villa

**Name of Signer:** Richard Villa

**Title:** Treasurer