# EDGAR Filing Document

**Accession Number:** 0000088525
**File Stem:** 0000940400-26-009618
**Filing Date:** 2026-3
**Character Count:** 363770
**Document Hash:** 09df8d694b01b01cfe3688fb39433289
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-009618.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0000940400-26-009618

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01136
- **FILM NUMBER:** 26708596

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 702 KING FARM BOULEVARD

  - **City:** ROCKVILLE

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20850

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6989687258.17

**Total Liabilities:** $1324330398.32

**Net Assets:** $5665356859.85

**Delayed Delivery Securities:** $7700000.00

**Stand-by Commitments:** $1256783972.86

**Cash Not Reported:** $35578884.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 97736.46422008 | **1-Year:** 706875.13513656 | **5-Year:** 704874.43053032 | **10-Year:** 73650.87551452 | **30-Year:** 2351.49735070

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

- **3-Month:** 20070.24118451 | **1-Year:** 22809.90329021 | **5-Year:** 35071.35376799 | **10-Year:** 5521.01005687 | **30-Year:** 2276.71386660

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000136507 | 0.35%                | 0.46%                | 0.41%                |
| Class ID C000136508 | 0.29%                | 0.40%                | 0.34%                |
| Class ID C000136509 | 0.42%                | 0.44%                | 0.47%                |
| Class ID C000152100 | 0.42%                | 0.44%                | 0.47%                |
| Class ID C000155965 | 0.35%                | 0.46%                | 0.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2734180.90              | $-3285068.01                               |
| Month 2  | $-11259205.08            | $19489480.98                               |
| Month 3  | $435759.74               | $-2871216.31                               |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                              | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -40760000 | NC      | $-60362.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -40243000 | NC      | $-124636.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RL DATIX 1L REV FUNDED                            | RL DATIX 1L REV FUNDED                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    246050 | PA      | $246050.00    | 0.00%             | 2030-10-30      | Floating      | 9.28%                 | No            |                  3 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F042418<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 205152512 | PA      | $205224635.42 | 3.62%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RL DATIX CAR FACILITY 1L DDTL FUND                | RL DATIX CAR FACILITY 1L DDTL FUND                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    293000 | PA      | $293000.00    | 0.01%             | 2031-04-30      | Floating      | 9.23%                 | No            |                  3 | On Loan: No      |
| RL DATIX 1L TL FACILITY B GBP                     | RL DATIX 1L TL FACILITY B GBP                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    968800 | PA      | $1305651.76   | 0.02%             | 2031-04-30      | Floating      | 8.97%                 | No            |                  3 | On Loan: No      |
| STRATEGIC PARTNERS FUND VIII LP                   | STRATEGIC PARTNERS FUND VIII LP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2372330 | PA      | $2370980.72   | 0.04%             | 2028-03-31      | Floating      | 6.32%                 | No            |                  3 | On Loan: No      |
| PACIFIC BELLS LLC                                 | PACIFIC BELLS LLC                                                               | CUSIP: 69403HAN0<br>LEI: 549300VGOQXINYVBJF37 | Long             | LON              | CORP              | US        |   1528918 | PA      | $1533382.20   | 0.03%             | 2028-11-10      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2018-2                                                | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1003494 | PA      | $994654.28    | 0.02%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-8 LLC                                                                 | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10491669 | PA      | $10507069.72  | 0.19%             | 2030-10-25      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| American Home Mortgage Investm                    | American Home Mortgage Investment Trust 2006-3                                  | CUSIP: 026929AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4606576 | PA      | $3951753.90   | 0.07%             | 2046-12-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                      | Vontier Corp                                                                    | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $7004965.45   | 0.12%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   2238000 | NC      | $1840.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR Clo 16 Ltd                                                                  | CUSIP: 48251BBG4<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2310269.73   | 0.04%             | 2034-10-20      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                  | Enstar Group Ltd                                                                | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |   7300000 | PA      | $7354513.70   | 0.13%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                    | EFMT 2025-CES4                                                                  | CUSIP: 267954AA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |  15548837 | PA      | $15677501.63  | 0.28%             | 2060-06-25      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                           | CARS-DB4 LP                                                                     | CUSIP: 12510HAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1954583 | PA      | $1919071.10   | 0.03%             | 2050-02-15      | Fixed         | 3.48%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2851364.40   | 0.05%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Lehman XS Trust                                   | Lehman XS Trust Series 2006-16N                                                 | CUSIP: 52522DAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    986727 | PA      | $889707.97    | 0.02%             | 2046-11-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                          | United Wholesale Mortgage LLC                                                   | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273029.19    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Securities Co                    | Structured Asset Securities Corp Mortgage Loan Trust 2007-BC4                   | CUSIP: 86365DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6356377 | PA      | $6205354.44   | 0.11%             | 2037-11-25      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust 2025-CP1                                                        | CUSIP: 67121VAA2<br>LEI: 254900JF85A0S614L988 | Long             | ABS-MBS          | CORP              | US        |   9050295 | PA      | $8736440.27   | 0.15%             | 2069-11-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BXHPP Trust                                       | BXHPP Trust 2021-FILM                                                           | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8250000 | PA      | $7729401.08   | 0.14%             | 2036-08-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -25475000 | NC      | $-40377.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                          | Compass Minerals International Inc                                              | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   5498000 | PA      | $5752760.83   | 0.10%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust 2025-INV2                                                       | CUSIP: 62957JAF8<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-MBS          | CORP              | US        |   2126445 | PA      | $2134732.61   | 0.04%             | 2060-10-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Triton Container Finance LLC                      | Triton Container Finance IX LLC                                                 | CUSIP: 89679QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13370000 | PA      | $13462247.65  | 0.24%             | 2050-06-20      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| EAGLE POINT 1L DDTL FUNDED                        | EAGLE POINT 1L DDTL FUNDED                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    880667 | PA      | $880667.00    | 0.02%             | 2028-03-31      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| FS Rialto Issuer Ltd                              | FS Rialto 2025-FL10 Issuer LLC                                                  | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6350000 | PA      | $6347266.96   | 0.11%             | 2042-08-19      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                          | First American Financial Corp                                                   | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   7860000 | PA      | $7599670.28   | 0.13%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                           | TRTX 2025-FL7 Issuer Ltd                                                        | CUSIP: 87277LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3950000 | PA      | $3949977.09   | 0.07%             | 2043-06-18      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2017-C5                              | CUSIP: 46590TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2813241 | PA      | $14964.75     | 0.00%             | 2050-03-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust 2025-INV2                                                       | CUSIP: 62957JAG6<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-MBS          | CORP              | US        |    346165 | PA      | $347502.67    | 0.01%             | 2060-10-25      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LXXI Ltd                                                   | CUSIP: 55817DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5550000 | PA      | $5557009.10   | 0.10%             | 2038-04-23      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  35774000 | NC      | $255.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMFT Net Lease Master Issuer L                    | CMFT Net Lease Master Issuer LLC                                                | CUSIP: 12575AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2768207.40   | 0.05%             | 2051-07-20      | Fixed         | 2.91%                 | Yes           |                  2 | On Loan: No      |
| Anchor Mortgage Trust                             | Anchor Mortgage Trust 2025-RTL1                                                 | CUSIP: 03290CAA4<br>LEI: 254900S7O2LYCU17JI96 | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2211643.94   | 0.04%             | 2040-05-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  14700000 | PA      | $14981667.73  | 0.26%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2025-12                                                | CUSIP: 03466KAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4660792 | PA      | $4671260.14   | 0.08%             | 2070-12-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| WEIR GROUP PLC (THE)                              | Weir Group PLC/The                                                              | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |   5410000 | PA      | $5360891.05   | 0.09%             | 2026-05-13      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                    | Securitized Asset Backed Receivables LLC Trust 2007-HE1                         | CUSIP: 81377JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12284445 | PA      | $2545179.71   | 0.04%             | 2036-12-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES7                                                   | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |   4553104 | PA      | $4597060.40   | 0.08%             | 2055-07-25      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SLAM LLC                                          | SLAM 2025-1 Ltd                                                                 | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4632066 | PA      | $4747107.07   | 0.08%             | 2050-05-15      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                     | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1410000 | PA      | $1408197.92   | 0.02%             | 2026-01-15      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                | TIF Funding II LLC                                                              | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11018125 | PA      | $10098137.89  | 0.18%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -40243000 | NC      | $-123352.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES6                                                   | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |  13633135 | PA      | $13763612.41  | 0.24%             | 2055-06-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                           | BEACH ACQUISITION BIDCO LLC                                                     | CUSIP: 07337FAD7<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |   1600000 | PA      | $1894261.20   | 0.03%             | 2032-09-13      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| HLEND CLO LLC                                     | Hlend CLO 2025-3 LLC                                                            | CUSIP: 403961AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5300000 | PA      | $5303773.07   | 0.09%             | 2037-01-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                  | Berry Global Inc                                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   5165000 | PA      | $5165925.41   | 0.09%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-AIRC                                          | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200059 | PA      | $2204161.42   | 0.04%             | 2041-08-15      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| PERSHING SQUARE HOLDINGS                          | Pershing Square Holdings Ltd/Fund                                               | CUSIP: 000000000<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |  25600000 | PA      | $23002877.18  | 0.41%             | 2031-10-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HV EIGHT LLC SENIOR SECURED TL                    | HV EIGHT LLC SENIOR SECURED TL                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8801068 | PA      | $10313221.01  | 0.18%             | 2037-11-15      | Floating      | 5.52%                 | No            |                  3 | On Loan: No      |
| MACQUARIE GROUP LTD                               | Macquarie Group Ltd                                                             | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  16750000 | PA      | $16449800.97  | 0.29%             | 2027-09-23      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H1 Mortgage Trust                                                    | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19105115 | PA      | $19292448.14  | 0.34%             | 2070-02-25      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| GSAA Home Equity Trust                            | GSAA Home Equity Trust 2006-3                                                   | CUSIP: 362334BS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1970441 | PA      | $946246.02    | 0.02%             | 2036-03-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      1469 | NC      | $257075.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archwest Mortgage Trust                           | Archwest Mortgage Trust 2025-RTL1                                               | CUSIP: 039966AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5950000 | PA      | $5957286.37   | 0.11%             | 2040-10-25      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                            | Taco Bell Funding LLC                                                           | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10350000 | PA      | $10291954.10  | 0.18%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                    | LoanCore 2021-CRE5 Issuer Ltd                                                   | CUSIP: 53947XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7900000 | PA      | $7877819.17   | 0.14%             | 2036-07-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                              | FS Rialto 2025-FL10 Issuer LLC                                                  | CUSIP: 30340KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1627194.86   | 0.03%             | 2042-08-19      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                           | BEACH ACQUISITION BIDCO                                                         | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |   3050000 | PA      | $3070984.00   | 0.05%             | 2032-09-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                      | SIX FLAGS ENTERTAINME                                                           | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |   2357429 | PA      | $2326971.15   | 0.04%             | 2031-05-01      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                     | First Franklin Mortgage Loan Trust 2004-FF10                                    | CUSIP: 32027NMJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38802 | PA      | $38645.54     | 0.00%             | 2034-07-25      | Floating      | 4.02%                 | No            |                  3 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2021-2 Mortgage Loan Trust                                                 | CUSIP: 19685WAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1086360.15   | 0.02%             | 2066-08-25      | Variable      | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142GSFG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9176511 | PA      | $9557306.03   | 0.17%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman Loan Advisers CLO 47 Ltd                                       | CUSIP: 64135DAL9<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |  14350000 | PA      | $14374902.99  | 0.25%             | 2035-04-16      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -25475000 | NC      | $-6880.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-7                                               | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |   8690746 | PA      | $8724658.34   | 0.15%             | 2070-08-25      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley ReRemic Trust                      | Morgan Stanley Re-REMIC Trust 2010-R5                                           | CUSIP: 61759HBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27991 | PA      | $28800.40     | 0.00%             | 2036-06-26      | Variable      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Structured Asset Investment Lo                    | Structured Asset Investment Loan Trust 2006-3                                   | CUSIP: 863587AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    307244 | PA      | $303466.98    | 0.01%             | 2036-06-25      | Floating      | 4.15%                 | No            |                  3 | On Loan: No      |
| HARBOURVEST PARTNERS LP                           | HARBOURVEST PARTNERS LP                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1900000 | PA      | $1900000.00   | 0.03%             | 2030-04-18      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Obsidian Issuer LLC                               | Obsidian Issuer 2025-1 LLC                                                      | CUSIP: 67449HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7150000 | PA      | $7205097.54   | 0.13%             | 2055-05-15      | Fixed         | 6.93%                 | Yes           |                  3 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust Series 2025-NQM8                                | CUSIP: 10571JAC0<br>LEI: 254900Z6C8GAQR4M4U49 | Long             | ABS-MBS          | CORP              | US        |   4689280 | PA      | $4696248.04   | 0.08%             | 2065-06-25      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2025-INV3 Trust                                                            | CUSIP: 36831DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11270297 | PA      | $11492985.81  | 0.20%             | 2055-08-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                            | Reliance Standard Life Global Funding II                                        | CUSIP: 75951ACY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20850000 | PA      | $20861664.74  | 0.37%             | 2026-02-02      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                                                 | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5723000 | PA      | $5599331.69   | 0.10%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley Capital I Inc Trust 2006-HE1                                     | CUSIP: 617451DR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440499 | PA      | $430178.45    | 0.01%             | 2036-01-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  40243000 | NC      | $354070.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                            | Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W2     | CUSIP: 040104ND9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321840 | PA      | $319927.23    | 0.01%             | 2035-10-25      | Floating      | 4.58%                 | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14726262.60  | 0.26%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                      | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3737792.76   | 0.07%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $9893351.30   | 0.17%             | 2027-06-09      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377REH3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5675000 | PA      | $5608145.66   | 0.10%             | 2027-08-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                    | Castlelake Aircraft Structured Trust 2025-3                                     | CUSIP: 14855YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9238597 | PA      | $9264071.90   | 0.16%             | 2050-11-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| STRATEGIC PARTNERS FUND VIII LP                   | STRATEGIC PARTNERS FUND VIII LP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10714489 | PA      | $10713926.30  | 0.19%             | 2028-03-31      | Floating      | 6.33%                 | No            |                  3 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                          | American Airlines 2017-2 Class AA Pass Through Trust                            | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2079291 | PA      | $2017578.40   | 0.04%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                     | New Residential Mortgage Loan Trust 2019-6                                      | CUSIP: 64828GAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    895798 | PA      | $853433.70    | 0.02%             | 2059-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2025-1                                                   | CUSIP: 81743EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4781224 | PA      | $4834173.74   | 0.09%             | 2055-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.HY.43.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-786589.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                    | STWD 2025-FL4 LLC                                                               | CUSIP: 863922AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3700000 | PA      | $3696490.18   | 0.07%             | 2042-11-19      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                          | Jefferies Finance LLC / JFIN Co-Issuer Corp                                     | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6354278.70   | 0.11%             | 2028-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| COGNITA (LERNEN) 1L TLB3 CL USD                   | COGNITA (LERNEN) 1L TLB3 CL USD                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2338265 | PA      | $2341187.54   | 0.04%             | 2031-10-27      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM2 Trust                                                             | CUSIP: 67120VAB1<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-MBS          | CORP              | US        |   3091563 | PA      | $3112472.87   | 0.05%             | 2064-11-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-1                                                | CUSIP: 89190KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12260270 | PA      | $12310678.33  | 0.22%             | 2065-06-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| XPO INC                                           | XPO LOGISTICS INC                                                               | CUSIP: 98379EAL0<br>LEI: 54930096DB9LCLPN7H13 | Long             | LON              | CORP              | US        |   4095000 | PA      | $4111380.00   | 0.07%             | 2028-05-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2048480.06   | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| WEX INC                                           | WEX INC                                                                         | CUSIP: 000000000<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |    397995 | PA      | $397664.65    | 0.01%             | 2032-03-05      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Novastar Home Equity Loan                         | NovaStar Mortgage Funding Trust Series 2007-2                                   | CUSIP: 66989EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3639014 | PA      | $3600822.97   | 0.06%             | 2037-09-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM TRUST 2025-R1                                                               | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3324931 | PA      | $3314349.37   | 0.06%             | 2099-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -35665000 | NC      | $-59578.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GATX CORP                                         | GATX Corp                                                                       | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2889611.24   | 0.05%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                          | Element Fleet Management Corp                                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   9925000 | PA      | $10093345.07  | 0.18%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| HUNT COS INC                                      | Hunt Cos Inc                                                                    | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3172524.23   | 0.06%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $500042.93    | 0.01%             | 2027-04-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                          | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |  13050000 | PA      | $13143534.70  | 0.23%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S                    | HOMES 2024-AFC2 Trust                                                           | CUSIP: 437920AC5<br>LEI: 254900GDF2MBHUV58Z95 | Long             | ABS-MBS          | CORP              | US        |   2901662 | PA      | $2921988.08   | 0.05%             | 2059-10-25      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Arbys Funding LLC                                 | Arbys Funding LLC                                                               | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6869375 | PA      | $6690616.69   | 0.12%             | 2050-07-30      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2016-C2                              | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4233848 | PA      | $3576.33      | 0.00%             | 2049-06-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                                              | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7044451.12   | 0.12%             | 2028-09-08      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                            | Taco Bell Funding LLC                                                           | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18421875 | PA      | $17946870.64  | 0.32%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.HY.43.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-488988.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association         | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5871.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                    | CFMT 2022-HB9 LLC                                                               | CUSIP: 12530GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    941486 | PA      | $929057.22    | 0.02%             | 2037-09-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                        | SERVPRO Master Issuer LLC                                                       | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1179000 | PA      | $1216972.29   | 0.02%             | 2054-01-25      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137HMCR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9083390 | PA      | $9094731.92   | 0.16%             | 2052-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                    | AGL CLO 42 Ltd                                                                  | CUSIP: 00791YAE8<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10025425.00  | 0.18%             | 2038-07-22      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan                     | New Residential Mortgage Loan Trust 2017-5                                      | CUSIP: 64828NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316443 | PA      | $315434.52    | 0.01%             | 2057-06-25      | Floating      | 5.35%                 | Yes           |                  3 | On Loan: No      |
| Soundview Home Equity Loan Tru                    | Soundview Home Loan Trust 2006-OPT5                                             | CUSIP: 83612CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4137005 | PA      | $4046475.34   | 0.07%             | 2036-07-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                    | Credit-Based Asset Servicing and Securitization LLC                             | CUSIP: 12498NAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    811662 | PA      | $793567.64    | 0.01%             | 2036-12-25      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136BWU53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22645317 | PA      | $22684595.13  | 0.40%             | 2053-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH                  | CUSIP: 46654EAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10200000 | PA      | $9006222.60   | 0.16%             | 2038-06-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2024-5                                                   | CUSIP: 81743CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1093208 | PA      | $1093971.70   | 0.02%             | 2054-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.IG.45.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-1301941.86  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                          | BRSP 2021-FL1 Ltd                                                               | CUSIP: 05591XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6400000 | PA      | $6388168.32   | 0.11%             | 2038-08-19      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   9096000 | PA      | $9055843.89   | 0.16%             | 2029-06-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| SBA SENIOR FINANCE II LLC                         | SBA SENIOR FINANCE II LLC                                                       | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |    736875 | PA      | $739557.23    | 0.01%             | 2031-01-27      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                     | Fortress Credit Opportunities IX CLO Ltd                                        | CUSIP: 34961JBC7<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |  11500000 | PA      | $11505715.50  | 0.20%             | 2033-10-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                  | UWM Holdings LLC                                                                | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151886.85    | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                     | CUSIP: 61767EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21781686 | PA      | $245344.55    | 0.00%             | 2052-11-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4375664.98   | 0.08%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Parliament CLO Ltd                                | Parliament Clo II Ltd                                                           | CUSIP: 701631AC7<br>LEI: 5493009BTB3REE8RVW84 | Long             | ABS-CBDO         | CORP              | KY        |    263081 | PA      | $263089.70    | 0.00%             | 2032-08-20      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC                           | Trinity Acquisition PLC                                                         | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |    881000 | PA      | $881176.13    | 0.02%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-4                                               | CUSIP: 92538HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4755772 | PA      | $4064148.95   | 0.07%             | 2066-07-25      | Variable      | 1.35%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -25475000 | NC      | $-36171.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                    | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10              | CUSIP: 06054MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6314712 | PA      | $63.15        | 0.00%             | 2049-07-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| DOGWOOD TERM LOAN                                 | DOGWOOD TERM LOAN                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20934355 | PA      | $21078335.60  | 0.37%             | 2032-06-24      | Fixed         | 6.45%                 | No            |                  3 | On Loan: No      |
| UWM HOLDINGS LLC                                  | UWM Holdings LLC                                                                | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10982463.58  | 0.19%             | 2031-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                     | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    700000 | PA      | $664000.74    | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CEAMER FINANCE IV LLC                             | CEAMER FINANCE IV LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4400000 | PA      | $4400000.00   | 0.08%             | 2040-12-15      | Floating      | 6.17%                 | No            |                  3 | On Loan: No      |
| BXMT Ltd                                          | BXMT 2020-FL2 LTD                                                               | CUSIP: 12434LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1982401.60   | 0.03%             | 2038-02-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                              | American National Global Funding                                                | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11150000 | PA      | $11329440.18  | 0.20%             | 2030-06-03      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Asset Backed Securities Corp H                    | Asset Backed Securities Corp Home Equity Loan Trust Series AEG 2006-HE1         | CUSIP: 04541GVL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1718468 | PA      | $1693488.49   | 0.03%             | 2036-01-25      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                          | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  10000000 | PA      | $9801275.10   | 0.17%             | 2027-12-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Home Equity Loan Trust                            | Home Equity Loan Trust                                                          | CUSIP: 43710XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7644717 | PA      | $7308976.38   | 0.13%             | 2037-04-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5752.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION GLO FNDG                            | Constellation Global Funding                                                    | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9915564.20   | 0.18%             | 2030-10-22      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                                | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999934.44   | 0.04%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                               | FS KKR Capital Corp                                                             | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7195748.16   | 0.13%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                          | BRSP 2021-FL1 Ltd                                                               | CUSIP: 05591XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9990173.00   | 0.18%             | 2038-08-19      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VALVOLINE INC                                     | Valvoline Inc                                                                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   7434000 | PA      | $6831099.63   | 0.12%             | 2031-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                            | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $6981192.28   | 0.12%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   8700000 | PA      | $8803917.32   | 0.16%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136BWB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27231211 | PA      | $27349598.95  | 0.48%             | 2051-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                    | TD SYNNEX Corp                                                                  | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |  14400000 | PA      | $14373863.14  | 0.25%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  18000000 | PA      | $17724660.48  | 0.31%             | 2028-01-19      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-448.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                           | American National Group Inc                                                     | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   4375000 | PA      | $4379707.50   | 0.08%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                           | PRA Health Sciences Inc                                                         | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |  10280000 | PA      | $10196436.96  | 0.18%             | 2026-07-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                    | OWENS-BROCKWAY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $3021570.00   | 0.05%             | 2032-09-30      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                          | Terraform Global Operating LP                                                   | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4567246.16   | 0.08%             | 2026-03-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Guggenheim Strategy Fund II                       | Guggenheim Strategy Fund II                                                     | CUSIP: 40168Q205<br>LEI: 549300MHRGBLZPUQ5G89 | Long             | EC               | RF                | US        |    613974 | NS      | $15232697.89  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                    | CSAIL 2016-C6 Commercial Mortgage Trust                                         | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   3495470 | PA      | $34.95        | 0.00%             | 2049-01-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGA                          | STARWOOD PROPERTY MORTGA                                                        | CUSIP: 85570DAM4<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |   1491008 | PA      | $1491007.50   | 0.03%             | 2030-01-02      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM16 Trust                                                            | CUSIP: 67122DAC7<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |  13067045 | PA      | $13075399.19  | 0.23%             | 2065-08-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                     | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $4732279.03   | 0.08%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AITX FINCO LLC                                    | AITX FINCO LLC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11500000 | PA      | $11489477.85  | 0.20%             | 2030-10-23      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |     -1469 | NC      | $-146900.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BDS Ltd                                           | BDS 2025-FL15 LLC                                                               | CUSIP: 05556EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10500000 | PA      | $10508659.35  | 0.19%             | 2043-03-19      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd                                          | BXMT 2020-FL2 LTD                                                               | CUSIP: 12434LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14310000 | PA      | $14168079.14  | 0.25%             | 2038-02-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AVILEASE CAPITAL LTD                              | Avilease Capital Ltd                                                            | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |   3225000 | PA      | $3198610.63   | 0.06%             | 2030-11-12      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | OWL Rock Clo XXII LLC                                                           | CUSIP: 69121AAA4<br>LEI: 254900R8KCHZBP66MP06 | Long             | ABS-CBDO         | CORP              | US        |  20300000 | PA      | $20317372.74  | 0.36%             | 2037-10-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137HMCN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11877624 | PA      | $11928324.96  | 0.21%             | 2051-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                           | National Bank of Canada                                                         | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   4650000 | PA      | $4684651.34   | 0.08%             | 2027-07-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                          | Element Fleet Management Corp                                                   | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4400000 | PA      | $4438974.67   | 0.08%             | 2026-06-26      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136BWY91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11768164 | PA      | $11778556.08  | 0.21%             | 2052-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8683021.17   | 0.15%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| WORLD WIDE TECHNOLOGY HO                          | WORLD WIDE TECHNOLOGY HO                                                        | CUSIP: 000000000<br>LEI: 213800MTFQARCZL1PY64 | Long             | LON              | CORP              | US        |   2574033 | PA      | $2575654.22   | 0.05%             | 2030-03-01      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -40242000 | NC      | $-123349.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2025-SFR2 Trust                                              | CUSIP: 89617FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2798540 | PA      | $2834118.78   | 0.05%             | 2044-08-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2025-HE1                                    | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-O            | CORP              | US        |  14599470 | PA      | $14634034.01  | 0.26%             | 2055-10-25      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2017-RB1                                  | CUSIP: 95000TBV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7705365 | PA      | $79819.88     | 0.00%             | 2050-03-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                              | Wingstop Funding LLC                                                            | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7742100 | PA      | $7500928.17   | 0.13%             | 2050-12-05      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| BR SECONDARIES & LQDITY SOLUTIONS                 | BR SECONDARIES & LQDITY SOLUTIONS                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2515826 | PA      | $2515554.48   | 0.04%             | 2030-06-15      | Floating      | 6.27%                 | No            |                  3 | On Loan: No      |
| HLEND CLO LLC                                     | HLEND CLO 2025-4 LLC                                                            | CUSIP: 43367AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10550000 | PA      | $10560734.63  | 0.19%             | 2037-08-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                         | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   8200000 | PA      | $8489193.09   | 0.15%             | 2030-01-18      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding 52 LLC                                                    | CUSIP: 15675MAA1<br>LEI: 635400AJWCPT3PXIDY25 | Long             | ABS-CBDO         | CORP              | US        |  20100000 | PA      | $20150119.35  | 0.36%             | 2037-10-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TRANSDIGM INC                                                                   | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   6650000 | PA      | $6668021.50   | 0.12%             | 2030-03-22      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14947687.50  | 0.26%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  20302000 | NC      | $144.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                     | New Residential Mortgage Loan Trust 2018-2                                      | CUSIP: 64828CAG4<br>LEI: 549300U1MV4J7YQZG974 | Long             | ABS-MBS          | CORP              | US        |   3542884 | PA      | $3391052.39   | 0.06%             | 2058-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan                     | New Residential Mortgage Loan Trust 2025-NQM3                                   | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |   2949280 | PA      | $2981439.34   | 0.05%             | 2065-05-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2025-NQM4 Trust                                                            | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20414724 | PA      | $20597772.98  | 0.36%             | 2070-06-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                          | Graphic Packaging International LLC                                             | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6440689.26   | 0.11%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-FIX1                                             | CUSIP: 89183MAA1<br>LEI: 2549009GWN99QN2XSG71 | Long             | ABS-O            | CORP              | US        |  13505172 | PA      | $13507126.35  | 0.24%             | 2065-09-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2016-CD1 Mortgage Trust                                                      | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5418176 | PA      | $8568.30      | 0.00%             | 2049-08-10      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                          | BXMT 2020-FL2 LTD                                                               | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2052580 | PA      | $2042319.05   | 0.04%             | 2038-02-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA PUBLIC FIN AUTH REV                    | California Public Finance Authority                                             | CUSIP: 13057EED2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3145000 | PA      | $3087282.02   | 0.05%             | 2026-10-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                           | American National Group Inc                                                     | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |  13075000 | PA      | $13171926.54  | 0.23%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-HE1                                                            | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4145735 | PA      | $4212589.78   | 0.07%             | 2055-01-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -25475000 | NC      | $-6923.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2025-NQM3 Trust                                                            | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12349954 | PA      | $12460008.07  | 0.22%             | 2070-05-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | VENTURE GLOBAL CALCASIEU                                                        | CUSIP: 000000000<br>LEI: 549300GKHS6RS20NLH85 | Long             | LON              | CORP              | US        |    294362 | PA      | $293994.51    | 0.01%             | 2026-08-19      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                              | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  17950000 | PA      | $17912329.59  | 0.32%             | 2027-01-26      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | Bravo Residential Funding Trust Series 2025-NQM1                                | CUSIP: 10569MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2420799 | PA      | $2438082.09   | 0.04%             | 2064-12-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                              | FS Rialto 2021-FL3                                                              | CUSIP: 30323CAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7489926.75   | 0.13%             | 2036-11-16      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                    | VDCM Commercial Mortgage Trust 2025-AZ                                          | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7350000 | PA      | $7435371.72   | 0.13%             | 2044-07-13      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                          | Lincoln Financial Global Funding                                                | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $8833089.83   | 0.16%             | 2028-05-28      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H2 Mortgage Trust                                                    | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2332694 | PA      | $2345615.38   | 0.04%             | 2070-03-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                  | VB-S1 Issuer LLC - VBTEL                                                        | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4032026.40   | 0.07%             | 2054-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-HE8                                                            | CUSIP: 30191WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4200000 | PA      | $4199305.74   | 0.07%             | 2055-11-25      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -25475000 | NC      | $-6759.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2025-SFR1 Trust                                              | CUSIP: 895974AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8740393 | PA      | $8747333.30   | 0.15%             | 2042-03-17      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd                    | LoanCore 2025-CRE9 Issuer LLC                                                   | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21000000 | PA      | $20974239.30  | 0.37%             | 2042-08-18      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | OWL Rock Clo XXI LLC                                                            | CUSIP: 69120UAA1<br>LEI: 2549000CE1W4KBWC2X49 | Long             | ABS-CBDO         | CORP              | US        |  22609452 | PA      | $22655507.77  | 0.40%             | 2034-07-24      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                    | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAE2<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2729790.80   | 0.05%             | 2046-03-26      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                           | Corebridge Global Funding                                                       | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7314272.05   | 0.13%             | 2026-07-02      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TPG Real Estate Finance                           | TRTX 2025-FL6 Issuer Ltd                                                        | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9250000 | PA      | $9271664.43   | 0.16%             | 2042-09-18      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136BWU38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26705909 | PA      | $26784483.23  | 0.47%             | 2054-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust 2025-INV2                                                       | CUSIP: 62957JAC5<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-MBS          | CORP              | US        |   9890440 | PA      | $9939439.13   | 0.18%             | 2060-10-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| THL Credit Lake Shore MM CLO I                    | THL Credit Lake Shore MM CLO I LTD                                              | CUSIP: 510800AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6253182.50   | 0.11%             | 2033-04-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP PARIBAS TRI PARTY                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | RA               | CORP              | US        |  25655769 | PA      | $25655769.00  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -35665000 | NC      | $-59578.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -25475000 | NC      | $-4096.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                   | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  13200000 | PA      | $13346380.74  | 0.24%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus                    | Residential Mortgage Loan Trust 2020-1                                          | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78057 | PA      | $77588.49     | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | Yes           |                  3 | On Loan: No      |
| Dreyfus Treasury Obligations Cash Management Fund | Dreyfus Treasury Obligations Cash Management Fund                               | CUSIP: 261908107<br>LEI: 549300MKKM9KT7BF6329 | Long             | STIV             | RF                | US        | 118674523 | NS      | $118674523.05 | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                          | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4767794.20   | 0.08%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KQKJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14894076 | PA      | $14974254.16  | 0.26%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2795493.25   | 0.05%             | 2029-08-20      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                    | Ellington Financial Mortgage Trust 2020-2                                       | CUSIP: 31573WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    521250 | PA      | $492702.68    | 0.01%             | 2065-10-25      | Variable      | 1.64%                 | Yes           |                  3 | On Loan: No      |
| Castlelake Aircraft Securitiza                    | Castlelake Aircraft Structured Trust 2021-1                                     | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    479450 | PA      | $475384.07    | 0.01%             | 2046-01-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                          | Lincoln Financial Global Funding                                                | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15089347.20  | 0.27%             | 2030-08-18      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2025-8                                                   | CUSIP: 81743GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9562906 | PA      | $9592197.03   | 0.17%             | 2055-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -25475000 | NC      | $-3251.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                           | CARS-DB4 LP                                                                     | CUSIP: 12510HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    878908 | PA      | $821721.43    | 0.01%             | 2050-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                       | UPX HIL 2025-1 Issuer Trust                                                     | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1736114 | PA      | $1749523.22   | 0.03%             | 2047-01-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                          | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   7000000 | PA      | $7130130.00   | 0.13%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                    | PMT Loan Trust 2025-INV8                                                        | CUSIP: 73015EAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26032988 | PA      | $26520294.42  | 0.47%             | 2056-07-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                              | LHOME Mortgage Trust 2025-RTL3                                                  | CUSIP: 50205YAA1<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-MBS          | CORP              | US        |   7900000 | PA      | $7922876.03   | 0.14%             | 2040-08-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                           | Capital Automotive REIT                                                         | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6999896 | PA      | $6996246.78   | 0.12%             | 2054-05-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| EVERCORE INC                                      | EVERCORE INC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5018662.25   | 0.09%             | 2030-07-24      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| Ellington Financial Mortgage T                    | Ellington Financial Mortgage Trust 2021-2                                       | CUSIP: 31572LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1611757 | PA      | $1383802.30   | 0.02%             | 2066-06-25      | Variable      | 1.29%                 | Yes           |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                | CNO Global Funding                                                              | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  13100000 | PA      | $13389548.65  | 0.24%             | 2027-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DK CROWN HOLDINGS INC                             | DK CROWN HOLDINGS INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1241247 | PA      | $1241023.44   | 0.02%             | 2032-03-04      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  10134000 | NC      | $8334.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-9                                               | CUSIP: 92490EAH6<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |   1222625 | PA      | $1225862.26   | 0.02%             | 2070-10-27      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                            | Choice Hotels International Inc                                                 | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   7350000 | PA      | $6996569.08   | 0.12%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                          | Performance Food Group Inc                                                      | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100147.70    | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                  | LG Energy Solution Ltd                                                          | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   4550000 | PA      | $4674452.37   | 0.08%             | 2029-07-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HARMONI TOWERS LLC                                | HARMONI TOWERS LLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5107108.58   | 0.09%             | 2030-10-30      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| Apollo Aviation Securitization                    | AASET 2025-1                                                                    | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1078460 | PA      | $1099080.31   | 0.02%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                    | AGL CLO 39 Ltd                                                                  | CUSIP: 00121XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3300000 | PA      | $3306290.46   | 0.06%             | 2038-04-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                  | ABN AMRO Bank NV                                                                | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  14000000 | PA      | $13829332.44  | 0.24%             | 2027-06-16      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                            | Brookfield Finance Inc                                                          | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1395069.56   | 0.02%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136BWWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21798033 | PA      | $21940951.95  | 0.39%             | 2053-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-865.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                            | Switch ABS Issuer LLC                                                           | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5450000 | PA      | $5465914.55   | 0.10%             | 2054-06-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| AMC EAST COMM LLC                                 | AMC East Communities LLC                                                        | CUSIP: 00164TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090378 | PA      | $1101852.25   | 0.02%             | 2028-01-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| PROJECT ONYX I                                    | PROJECT ONYX I                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12017211 | PA      | $12009420.97  | 0.21%             | 2030-06-26      | Floating      | 6.25%                 | No            |                  3 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2017-CD6 Mortgage Trust                                                      | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10354647 | PA      | $119376.65    | 0.00%             | 2050-11-13      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                           | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4759586.97   | 0.08%             | 2026-02-23      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2199000 | PA      | $2096836.70   | 0.04%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                   | AREIT 2025-CRE10 Ltd                                                            | CUSIP: 00193DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3985564.80   | 0.07%             | 2030-01-17      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2024-NQM1                                       | CUSIP: 10570FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7099913 | PA      | $7148001.73   | 0.13%             | 2063-12-01      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2018-RPL9 Trust                                                            | CUSIP: 12654PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2734038 | PA      | $2701194.25   | 0.05%             | 2057-09-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2020-NQM1 Trust                                                            | CUSIP: 126401AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    947848 | PA      | $902801.17    | 0.02%             | 2065-05-25      | Variable      | 2.41%                 | Yes           |                  3 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -40760000 | NC      | $-60362.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DPSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31621201 | PA      | $32399848.27  | 0.57%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2025-NQM2                                       | CUSIP: 10569NAE1<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-MBS          | CORP              | US        |   1667513 | PA      | $1679369.02   | 0.03%             | 2064-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| PRKCM Trust                                       | PRKCM 2022-AFC2 Trust                                                           | CUSIP: 69377TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1268187 | PA      | $1268586.38   | 0.02%             | 2057-08-25      | Variable      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2024-SFR2 Trust                                              | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4984218 | PA      | $5000361.53   | 0.09%             | 2040-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 37 Senior Loan Fund                                                      | CUSIP: 26249YAE1<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    448198 | PA      | $1049.68      | 0.00%             | 2031-01-15      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| PEER USA LLC                                      | PEER USA LLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6000000 | PA      | $6004980.00   | 0.11%             | 2032-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6672782 | PA      | $6682366.83   | 0.12%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                  | ITT HOLDINGS LLC                                                                | CUSIP: 45070BAK1<br>LEI: 549300TH2PHOLK31LB42 | Long             | LON              | CORP              | US        |  10118674 | PA      | $10169267.64  | 0.18%             | 2030-10-11      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| OBRA LONGEVITY RFF CL A NTS FUNDED                | OBRA LONGEVITY RFF CL A NTS FUNDED                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5850000 | PA      | $6209342.69   | 0.11%             | 2039-06-30      | Fixed         | 8.48%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142J6B36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7445071 | PA      | $7648691.28   | 0.14%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.HY.45.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-2213563.98  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                            | Diageo Investment Corp                                                          | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2331011.88   | 0.04%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                              | Smithfield Foods Inc                                                            | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348787.20    | 0.01%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ENVIRI CORP                                       | ENVIRI CORP                                                                     | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |   3992361 | PA      | $3987370.58   | 0.07%             | 2028-03-10      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru                    | Vista Point Securitization Trust 2024-CES3                                      | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2327107 | PA      | $2338814.66   | 0.04%             | 2055-01-25      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2025-NQM3                                   | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |   7350307 | PA      | $7368312.35   | 0.13%             | 2065-11-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                             | Pinnacle West Capital Corp                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4275413.90   | 0.08%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL L                          | OUTFRONT MEDIA CAPITAL LLC                                                      | CUSIP: 000000000<br>LEI: 5493005WC7J0FDMW0610 | Long             | LON              | CORP              | US        |   4200000 | PA      | $4210500.00   | 0.07%             | 2032-09-24      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2017-C42                                  | CUSIP: 95001GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11943786 | PA      | $162376.96    | 0.00%             | 2050-12-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                    | GreenSky Home Improvement Issuer Trust 2025-2                                   | CUSIP: 39571VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3838490.58   | 0.07%             | 2060-06-25      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2016-GC37                                   | CUSIP: 17290XAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1195524 | PA      | $11.96        | 0.00%             | 2049-04-10      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -25475000 | NC      | $-6022.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                             | Williams Scotsman Inc                                                           | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |  13592000 | PA      | $13550311.84  | 0.24%             | 2028-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2016-C37                                  | CUSIP: 95000PAH7<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |  20947301 | PA      | $73489.42     | 0.00%             | 2049-12-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO 2024-NQM6                                                                 | CUSIP: 05613JAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2497263 | PA      | $2507728.79   | 0.04%             | 2064-08-01      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Fanniemae-Aces                                    | Fannie Mae-Aces                                                                 | CUSIP: 3136B9J32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5868832 | PA      | $457225.45    | 0.01%             | 2035-03-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| JCP Direct Lending CLO LLC                        | Jefferies Credit Partners Direct Lending Clo 2025-1 Ltd                         | CUSIP: 47235BAA1<br>LEI: 213800SOG377Y9E1U217 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $14988618.00  | 0.26%             | 2037-10-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2022-LP2                                           | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11410000 | PA      | $11395769.21  | 0.20%             | 2039-02-15      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 6 LLC                                                   | CUSIP: 039960AC3<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $14017292.80  | 0.25%             | 2037-10-16      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136BXGK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13852237 | PA      | $13864037.91  | 0.24%             | 2055-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                          | Apollo Management Holdings LP                                                   | CUSIP: 03765HAB7<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |   7115000 | PA      | $7115710.29   | 0.13%             | 2026-05-27      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                    | TeamSystem SpA                                                                  | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |   1100000 | PA      | $1299578.84   | 0.02%             | 2032-07-01      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -25475000 | NC      | $-4440.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                            | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1855136.67   | 0.03%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EAGLE POINT 1L TL                                 | EAGLE POINT 1L TL                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2600000 | PA      | $2600000.00   | 0.05%             | 2028-03-31      | Floating      | 7.63%                 | No            |                  3 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XLIV LLC                                                  | CUSIP: 15674DAA2<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20045344.00  | 0.35%             | 2036-01-15      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Funding Corpor                    | Banc of America Funding 2015-R2 Trust                                           | CUSIP: 05990TAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    529409 | PA      | $527784.53    | 0.01%             | 2037-04-29      | Floating      | 4.11%                 | Yes           |                  3 | On Loan: No      |
| OLD REPUBLIC INTL CORP                            | Old Republic International Corp                                                 | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699160.56    | 0.01%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II,                    | Compass Datacenters Issuer II LLC                                               | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5549467.55   | 0.10%             | 2050-05-25      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER                                  | Triton Container International Ltd                                              | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   1800000 | PA      | $1785881.07   | 0.03%             | 2026-04-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F060626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26670000 | PA      | $27369278.33  | 0.48%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                             | JANE STREET GROUP LLC                                                           | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |  12389981 | PA      | $12322455.35  | 0.22%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                            | Service Experts Issuer 2025-1 LLC                                               | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3020544 | PA      | $3020030.68   | 0.05%             | 2037-01-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -25475000 | NC      | $-5663.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                   | AREIT 2025-CRE11                                                                | CUSIP: 04002DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4650000 | PA      | $4649975.82   | 0.08%             | 2043-07-25      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2024-HE2                                                            | CUSIP: 316927AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2430359 | PA      | $2494182.70   | 0.04%             | 2054-05-25      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2024-5                                               | CUSIP: 92540HAB2<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-MBS          | CORP              | US        |   2084471 | PA      | $2108980.93   | 0.04%             | 2069-06-25      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2025-6                                                   | CUSIP: 81749YAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4031283 | PA      | $4044917.18   | 0.07%             | 2055-07-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Gilead Aviation (Warehouse) LL                    | Gilead Aviation LLC                                                             | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5054313 | PA      | $5128154.07   | 0.09%             | 2050-03-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                            | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7641634.95   | 0.13%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                   | Sealed Air Corp                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |  16450000 | PA      | $16100717.31  | 0.28%             | 2026-10-15      | Fixed         | 1.57%                 | Yes           |                  2 | On Loan: No      |
| CML - FONTAINEBLEAU VEGAS FUNDED                  | CML - FONTAINEBLEAU VEGAS FUNDED                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6300000.00   | 0.11%             | 2028-01-31      | Floating      | 9.43%                 | No            |                  3 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                                         | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4667260.38   | 0.08%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 6 LLC                                                   | CUSIP: 039960AA7<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |  27000000 | PA      | $27022021.20  | 0.48%             | 2037-10-16      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -25475000 | NC      | $-6729.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  44594155 | PA      | $44483448.22  | 0.79%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                               | BUCKEYE PARTNERS LP                                                             | CUSIP: 11823LAR6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |   5060179 | PA      | $5084872.99   | 0.09%             | 2032-11-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                        | SERVPRO Master Issuer LLC                                                       | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11555500 | PA      | $10926655.47  | 0.19%             | 2051-04-25      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| Achieve Mortgage                                  | ACHM Trust 2025-HE3                                                             | CUSIP: 00449VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3400000 | PA      | $3401414.09   | 0.06%             | 2055-11-25      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | ARSENAL AIC PARENT LLC                                                          | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1741505 | PA      | $1743681.80   | 0.03%             | 2030-08-19      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | J.P. MORGAN SECURITIES LLC TRI PARTY                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |  25085641 | PA      | $25085641.00  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential                     | Starwood Mortgage Residential Trust 2020-1                                      | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215169 | PA      | $205681.38    | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | Yes           |                  3 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                               | CUSIP: 639057AU2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   6350000 | PA      | $6378659.07   | 0.11%             | 2029-05-23      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2021-12                                                | CUSIP: 46592WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13863856 | PA      | $13091879.04  | 0.23%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JCP Direct Lending CLO LLC                        | JCP Direct Lending CLO 2023-1 LLC                                               | CUSIP: 46656TAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  13000000 | PA      | $13017573.40  | 0.23%             | 2037-07-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -25475000 | NC      | $-4588.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -40760000 | NC      | $-59756.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merit                                             | MHP 2022-MHIL                                                                   | CUSIP: 55293DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6400000 | PA      | $6390299.52   | 0.11%             | 2039-01-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman CLO 32R Ltd                                                    | CUSIP: 64135XAC5<br>LEI: 25490093SHVBS5BLDZ40 | Long             | ABS-CBDO         | CORP              | KY        |  10020000 | PA      | $10049447.78  | 0.18%             | 2039-07-20      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                  | VB-S1 Issuer LLC - VBTEL                                                        | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9250000 | PA      | $9115973.05   | 0.16%             | 2052-02-15      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-7 LLC                                                                 | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11892045 | PA      | $11921491.33  | 0.21%             | 2030-08-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                 | CLARIOS GLOBAL LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   2250000 | PA      | $2668008.73   | 0.05%             | 2032-01-28      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  13800000 | PA      | $13978176.22  | 0.25%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| QTS PROJECT THUNDER                               | QTS PROJECT THUNDER                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10037132.80  | 0.18%             | 2030-08-21      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| A10 Securitization                                | A10 2025-FL6 Issuer LLC                                                         | CUSIP: 00028AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4600000 | PA      | $4591392.94   | 0.08%             | 2042-05-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                       | CUSIP: 86765KAH2<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80200.24     | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Textainer Marine Containers Li                    | Textainer Marine Containers VII Ltd                                             | CUSIP: 88315LAE8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   2536592 | PA      | $2457876.37   | 0.04%             | 2045-08-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  46135000 | NC      | $532.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | Owl Rock CLO IV Ltd                                                             | CUSIP: 691200AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  22610511 | PA      | $22606791.18  | 0.40%             | 2033-08-20      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                               | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1548000 | PA      | $1556431.00   | 0.03%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5542757 | PA      | $5402314.90   | 0.10%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding 51 LLC                                                    | CUSIP: 15675QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28000000 | PA      | $28070064.40  | 0.50%             | 2037-10-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2024-2 Mortgage Loan Trust                                                 | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |   1386349 | PA      | $1399543.46   | 0.02%             | 2069-04-25      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                  | HF Sinclair Corp                                                                | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   5575000 | PA      | $5650667.19   | 0.10%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12100000 | PA      | $12062357.38  | 0.21%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                    | VFH PARENT LLC                                                                  | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |   2100000 | PA      | $2104368.00   | 0.04%             | 2031-06-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-6                                               | CUSIP: 92538MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2137710 | PA      | $1899076.04   | 0.03%             | 2066-10-25      | Variable      | 1.89%                 | Yes           |                  2 | On Loan: No      |
| LRECS 2025-CRE1 LLC                               | LRECS 2025-CRE1 LLC                                                             | CUSIP: 50230AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2550000 | PA      | $2554594.34   | 0.05%             | 2043-08-19      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  40243000 | NC      | $354070.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2024-12                                                | CUSIP: 034932AB9<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |   1015333 | PA      | $1022730.47   | 0.02%             | 2069-10-25      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL IV (FKA DYAL IV) SR SEC B                | BLUE OWL IV (FKA DYAL IV) SR SEC B                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2472000 | PA      | $2499603.49   | 0.04%             | 2045-08-22      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| BERRY GLOBAL INC                                  | Berry Global Inc                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2639133.90   | 0.05%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5475000 | PA      | $5476817.04   | 0.10%             | 2026-01-29      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F030629<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31040000 | PA      | $27430387.58  | 0.48%             | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                          | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAF4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11423321.40  | 0.20%             | 2028-03-08      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-HE6                                                            | CUSIP: 31684NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8927280 | PA      | $8899409.49   | 0.16%             | 2055-09-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SG Capital Partners                               | SG Residential Mortgage Trust 2022-1                                            | CUSIP: 78433QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1524111 | PA      | $1400503.36   | 0.02%             | 2062-03-27      | Variable      | 3.68%                 | Yes           |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                    | HarborView Mortgage Loan Trust 2006-14                                          | CUSIP: 41162NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1597168 | PA      | $1517329.02   | 0.03%             | 2047-01-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman CLO 32R Ltd                                                    | CUSIP: 64135XAA9<br>LEI: 25490093SHVBS5BLDZ40 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003486.90   | 0.02%             | 2039-07-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -25475000 | NC      | $-6076.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                            | BP Capital Markets PLC                                                          | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   6280000 | PA      | $6247558.52   | 0.11%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Copper River CLO Ltd                              | Copper River CLO Ltd                                                            | CUSIP: 217563AC9<br>LEI: 5493005HHHXVM8NBWY47 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $50.00        | 0.00%             | 2021-01-20      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                              | ARAMARK SERVICES INC                                                            | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   2573934 | PA      | $2579339.27   | 0.05%             | 2030-06-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2015-IV Ltd                                                        | CUSIP: 12550TBL8<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4000000.00   | 0.07%             | 2039-01-17      | Floating      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | Owl Rock CLO VII LLC                                                            | CUSIP: 69121BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13550000 | PA      | $13526454.17  | 0.24%             | 2038-04-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  46170000 | PA      | $46772291.81  | 0.83%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                           | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |  34500000 | PA      | $34983066.93  | 0.62%             | 2027-04-09      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Apollo Aviation Securitization                    | AASET 2024-1                                                                    | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6143420 | PA      | $6307849.01   | 0.11%             | 2049-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1 A FUNDED                       | THUNDERBIRD 2022-1 A FUNDED                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   6400000 | PA      | $6064711.62   | 0.11%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7678656.12   | 0.14%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -25475000 | NC      | $-6759.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entain Holdings Gibraltar Ltd                     | Entain 08/01/2032                                                               | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |   3940000 | PA      | $3906076.60   | 0.07%             | 2032-07-30      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES INC                         | MINERALS TECHNOLOGIES INC                                                       | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |   3465000 | PA      | $3473662.50   | 0.06%             | 2031-11-26      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                            | BP Capital Markets PLC                                                          | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2675000 | PA      | $2758481.40   | 0.05%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                    | WaMu Asset-Backed Certificates WaMu Series 2007-HE2 Trust                       | CUSIP: 92926SAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3381521 | PA      | $1223285.83   | 0.02%             | 2037-04-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured                    | Castlelake Aircraft Securitization Trust 2018-1                                 | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1217942 | PA      | $1205764.41   | 0.02%             | 2043-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC                         | CORPAY TECHNOLOGIES OPERATING CO LLC                                            | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   4752000 | PA      | $4754566.08   | 0.08%             | 2028-04-28      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM1 Trust                                                             | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-MBS          | CORP              | US        |   1933366 | PA      | $1949172.05   | 0.03%             | 2064-12-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| WHITEWATER WHISTLER HOLD                          | WHITEWATER WHISTLER HOLD                                                        | CUSIP: 96620EAF4<br>LEI: 549300FRGKJP12ZORL46 | Long             | LON              | CORP              | US        |   2269304 | PA      | $2259841.43   | 0.04%             | 2030-02-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | Owl Rock CLO IV Ltd                                                             | CUSIP: 691200AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3650000 | PA      | $3654422.71   | 0.06%             | 2033-08-20      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                           | Corebridge Global Funding                                                       | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9588481.39   | 0.17%             | 2027-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -25475000 | NC      | $-3099.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2025-NQM7                                       | CUSIP: 10570TAP0<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |  12351786 | PA      | $12461369.65  | 0.22%             | 2065-07-25      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137HMEB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21909824 | PA      | $21963073.62  | 0.39%             | 2051-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                               | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $5295192.65   | 0.09%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AMC NETWORKS INC                                  | AMC Networks Inc                                                                | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5332.07      | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2024-6 LLC                                                                 | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1737329 | PA      | $1738018.24   | 0.03%             | 2029-11-25      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| STORE Master Funding LLC                          | Store Master Funding I-VII XIV XIX XX                                           | CUSIP: 86190BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6793623 | PA      | $6421344.42   | 0.11%             | 2051-06-20      | Fixed         | 2.86%                 | Yes           |                  2 | On Loan: No      |
| BCC Middle Market CLO                             | BCC Middle Market CLO 2019-1 LLC                                                | CUSIP: 05550GAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20750000 | PA      | $20767344.93  | 0.37%             | 2036-07-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-4                                                | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2636299 | PA      | $2644439.56   | 0.05%             | 2064-10-27      | Variable      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| STAR 2025-SFR6 Trust                              | STAR 2025-SFR6 Trust                                                            | CUSIP: 85520EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27000000 | PA      | $27076968.90  | 0.48%             | 2042-08-17      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                          | Aspen Insurance Holdings Ltd                                                    | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |   1600000 | PA      | $1667990.02   | 0.03%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -35665000 | NC      | $-47424.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2017-BNK6                                                                  | CUSIP: 060352AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11285506 | PA      | $91095.48     | 0.00%             | 2060-07-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2924398.04   | 0.05%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KKR CORE SR SECURED NOTES                         | KKR CORE SR SECURED NOTES                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15145265 | PA      | $14164702.56  | 0.25%             | 2031-08-12      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners Clo 49M Ltd                                              | CUSIP: 38181HAC7<br>LEI: 254900NUVOJAHAT10W61 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $19992626.00  | 0.35%             | 2038-07-20      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S                    | HOMES 2025-NQM4 Trust                                                           | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7404054 | PA      | $7430200.97   | 0.13%             | 2070-08-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                | CNO Global Funding                                                              | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   8650000 | PA      | $8761114.09   | 0.15%             | 2027-12-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                            | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18132.62     | 0.00%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8718291.49   | 0.15%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                              | FLUTTER FINANCING BV                                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |  10945000 | PA      | $10945000.00  | 0.19%             | 2032-06-04      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32633350 | PA      | $33551427.99  | 0.59%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -25475000 | NC      | $-3118.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RL DATIX 1L TL FACILITY B USD                     | RL DATIX 1L TL FACILITY B USD                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275000 | PA      | $275000.00    | 0.00%             | 2031-04-30      | Floating      | 8.73%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2016-C2                                     | CUSIP: 17291CBW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5285443 | PA      | $12750.07     | 0.00%             | 2049-08-10      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru                    | Soundview Home Loan Trust 2005-OPT3                                             | CUSIP: 83611MGU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61018 | PA      | $60928.65     | 0.00%             | 2035-11-25      | Floating      | 4.55%                 | No            |                  3 | On Loan: No      |
| Carlyle Direct Lending CLO LLC                    | Carlyle Direct Lending CLO 2015-1R LLC                                          | CUSIP: 14310QAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5150000 | PA      | $5158934.22   | 0.09%             | 2036-07-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS Mortgage Trust 2018-C2                                                    | CUSIP: 05491UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28417797 | PA      | $481272.44    | 0.01%             | 2051-12-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                                         | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9880556.40   | 0.17%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ace Securities Corp.                              | ACE Securities Corp Home Equity Loan Trust Series 2005-HE2                      | CUSIP: 004421MG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294829 | PA      | $290315.89    | 0.01%             | 2035-04-25      | Floating      | 4.87%                 | No            |                  3 | On Loan: No      |
| DT MIDSTREAM INC                                  | DT Midstream Inc                                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8585306.94   | 0.15%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                                                | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   7598000 | PA      | $7541860.51   | 0.13%             | 2026-04-03      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| ServiceMaster Brands                              | ServiceMaster Funding LLC                                                       | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8676129 | PA      | $8254125.59   | 0.15%             | 2051-01-30      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Nomura Securities International, Inc.             | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |         1 | NC      | $33476.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM13 Trust                                                            | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |  11077691 | PA      | $11174096.70  | 0.20%             | 2065-05-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                       | Legacy Mortgage Asset Trust 2021-GS4                                            | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13474394 | PA      | $13484718.46  | 0.24%             | 2060-11-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM9 Trust                                                             | CUSIP: 67119DAB4<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-MBS          | CORP              | US        |   1873710 | PA      | $1892540.81   | 0.03%             | 2064-01-25      | Variable      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| STOLTHAVEN HOUSTON INC                            | STOLTHAVEN HOUSTON INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4704000 | PA      | $4815843.43   | 0.09%             | 2031-07-17      | Fixed         | 5.88%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2025-CES2                                       | CUSIP: 10568RAA1<br>LEI: 254900H5A4PX072RRR06 | Long             | ABS-MBS          | CORP              | US        |   4549391 | PA      | $4544047.10   | 0.08%             | 2055-07-26      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3417965.64   | 0.06%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                              | Protective Life Corp                                                            | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |  14450000 | PA      | $14495525.45  | 0.26%             | 2031-01-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| QTS GOOD NEWS FCLTY REVR UNFUNDED                 | QTS GOOD NEWS FCLTY REVR UNFUNDED                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4984585 | PA      | $4.98         | 0.00%             | 2028-10-09      | Fixed         | 0.30%                 | No            |                  3 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                          | Viper Energy Partners LLC                                                       | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5563085.00   | 0.10%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| QTS GOOD NEWS FCLTY REVR FUNDED                   | QTS GOOD NEWS FCLTY REVR FUNDED                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5697142 | PA      | $5697142.09   | 0.10%             | 2028-10-09      | Floating      | 6.77%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  40885000 | NC      | $210.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4880403.27   | 0.09%             | 2029-07-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NCR VOYIX CORP                                    | NCR Voyix Corp                                                                  | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    636000 | PA      | $631524.02    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                      | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2802929.25   | 0.05%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20070678 | PA      | $19822509.19  | 0.35%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                    | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   9800000 | PA      | $9738754.02   | 0.17%             | 2027-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137HMA67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12325550 | PA      | $12479592.51  | 0.22%             | 2053-04-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EAGLE POINT 1L TL                                 | EAGLE POINT 1L TL                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880667 | PA      | $880667.00    | 0.02%             | 2028-03-31      | Floating      | 7.62%                 | No            |                  3 | On Loan: No      |
| GCAT                                              | GCAT 2025-NQM1 Trust                                                            | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3974766 | PA      | $4000433.83   | 0.07%             | 2069-11-25      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  25825000 | PA      | $25265528.23  | 0.45%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-NQM8                                                                  | CUSIP: 12659FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6223150 | PA      | $5492616.59   | 0.10%             | 2066-10-25      | Variable      | 2.40%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -25475000 | NC      | $-40377.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  35774000 | NC      | $255.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                | CrossCountry Intermediate HoldCo LLC                                            | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5813977.20   | 0.10%             | 2030-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                 | Hyatt Hotels Corp                                                               | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4514464.71   | 0.08%             | 2030-04-23      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5844000 | PA      | $5913641.37   | 0.10%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                   | CLI Funding VI LLC                                                              | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |   8334667 | PA      | $7879092.96   | 0.14%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| Apollo Aviation Securitization                    | AASET 2024-2 Ltd                                                                | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3965892 | PA      | $4021445.31   | 0.07%             | 2049-09-16      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                                         | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7293257.28   | 0.13%             | 2026-01-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| MEADE PIPELINE CO LLC                             | MEADE PIPELINE CO LLC                                                           | CUSIP: 58307PAB8<br>LEI: 254900UZE9CEDHUYSZ47 | Long             | LON              | CORP              | US        |   2450000 | PA      | $2462250.00   | 0.04%             | 2032-09-22      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10030947.80  | 0.18%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23641558 | PA      | $23223886.57  | 0.41%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XLVIII LLC                                                | CUSIP: 15675JAA8<br>LEI: 635400TT2BPIAD7JRA96 | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3259675.58   | 0.06%             | 2036-10-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  40242000 | NC      | $354061.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MILE Trust                                        | MILE Trust 2025-STNE                                                            | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13850000 | PA      | $13858649.33  | 0.24%             | 2042-07-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                              | FS RIALTO                                                                       | CUSIP: 30319YAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3233459.13   | 0.06%             | 2038-05-16      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2017-C38                                  | CUSIP: 95001MAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20967827 | PA      | $223512.85    | 0.00%             | 2050-07-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2017-C5                                           | CUSIP: 90276TAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7779978 | PA      | $105063.15    | 0.00%             | 2050-11-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                                       | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2299370.72   | 0.04%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                          | ALLISON TRANSMISSION INC                                                        | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |   6650000 | PA      | $6677730.50   | 0.12%             | 2032-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BO GPS IV CAPITAL CALL FACILITY B                 | BO GPS IV CAPITAL CALL FACILITY B                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13650000 | PA      | $13800583.80  | 0.24%             | 2028-10-30      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| Fortress Credit BSL Limited                       | Fortress Credit BSL XV Ltd                                                      | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |  15000000 | PA      | $15016153.50  | 0.27%             | 2033-10-18      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-5                                               | CUSIP: 92538KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4384784 | PA      | $3836841.30   | 0.07%             | 2066-09-25      | Variable      | 1.37%                 | Yes           |                  2 | On Loan: No      |
| KROLL (DEERFIELD) 1L TLB CL USD                   | KROLL (DEERFIELD) 1L TLB CL USD                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5650000 | PA      | $5628879.11   | 0.10%             | 2032-09-13      | Floating      | 6.67%                 | No            |                  3 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -40760000 | NC      | $-59756.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM17 Trust                                                            | CUSIP: 673911AD5<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-MBS          | CORP              | US        |   1504056 | PA      | $1520808.35   | 0.03%             | 2064-11-25      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Textainer Marine Containers Li                    | Textainer Marine Containers VII Ltd                                             | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   6930666 | PA      | $6524081.27   | 0.12%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2016-NXS5                                 | CUSIP: 95000CBE2<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |   1580897 | PA      | $15.81        | 0.00%             | 2059-01-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| KROLL (DEERFIELD) 1L CL REV UNFUND                | KROLL (DEERFIELD) 1L CL REV UNFUND                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    550000 | PA      | $550000.00    | 0.01%             | 2032-09-13      | Fixed         | 0.62%                 | No            |                  3 | On Loan: No      |
| New Residential Mortgage Loan                     | New Residential Mortgage Loan Trust 2018-1                                      | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1181630 | PA      | $1157976.74   | 0.02%             | 2057-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14147009.80  | 0.25%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2024-HE5                                                            | CUSIP: 31684FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2061266 | PA      | $2087744.04   | 0.04%             | 2054-10-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                     | Anchorage Credit Funding 4 Ltd                                                  | CUSIP: 03329TAG9<br>LEI: 549300VR9XUOV1E0U888 | Long             | ABS-CBDO         | CORP              | KY        |  24650000 | PA      | $23450972.24  | 0.41%             | 2039-04-27      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 83M                                                  | CUSIP: 38182EAA7<br>LEI: 254900VLZT72CPBHZ909 | Long             | ABS-CBDO         | CORP              | US        |  22800000 | PA      | $22815157.44  | 0.40%             | 2038-11-09      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Trust                          | Mill City Securities 2024-RS1 Ltd                                               | CUSIP: 599920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2524241 | PA      | $2394267.43   | 0.04%             | 2069-11-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -25475000 | NC      | $-5658.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2021-6                                                 | CUSIP: 03465JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2069435 | PA      | $1767150.19   | 0.03%             | 2066-09-25      | Variable      | 1.71%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC                                   | GEN DIGITAL INC                                                                 | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    497187 | PA      | $497435.46    | 0.01%             | 2032-04-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 16M-R3                                               | CUSIP: 38181EAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9011610.00   | 0.16%             | 2039-08-09      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                          | Citadel Securities Global Holdings LLC                                          | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1949889.02   | 0.03%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2022-NQM3 Trust                                                            | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7367011 | PA      | $7343159.13   | 0.13%             | 2067-04-25      | Variable      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    361000 | PA      | $358960.80    | 0.01%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XLVIII LLC                                                | CUSIP: 15675JAC4<br>LEI: 635400TT2BPIAD7JRA96 | Long             | ABS-CBDO         | CORP              | US        |   4250000 | PA      | $4254643.98   | 0.08%             | 2036-10-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES4                                                   | CUSIP: 74939FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3936353 | PA      | $3983131.35   | 0.07%             | 2044-06-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Navigator Aircraft ABS LLC                        | Navigator Aircraft ABS Ltd                                                      | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2174639 | PA      | $2077047.71   | 0.04%             | 2046-11-15      | Variable      | 2.77%                 | Yes           |                  2 | On Loan: No      |
| PFP III                                           | PFP 2025-12 Ltd                                                                 | CUSIP: 69382JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $3601619.64   | 0.06%             | 2042-12-18      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -35665000 | NC      | $-47424.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG Capital Partners                               | SG Residential Mortgage Trust 2025-1                                            | CUSIP: 81880NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9600000 | PA      | $9620433.98   | 0.17%             | 2065-12-25      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| CLI Funding LLC                                   | CLI Funding VI LLC                                                              | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    939926 | PA      | $887008.29    | 0.02%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM10 Trust                                                            | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |  12055109 | PA      | $12153039.81  | 0.21%             | 2065-05-25      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Trust                          | Mill City Securities 2024-RS2 Ltd                                               | CUSIP: 59982DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1697988 | PA      | $1608861.05   | 0.03%             | 2069-08-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                            | OPTION CARE HEALTH INC                                                          | CUSIP: 68404YAD6<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |   1800000 | PA      | $1808442.00   | 0.03%             | 2032-09-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                           | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |  10571000 | PA      | $10461889.94  | 0.18%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                          | FOCUS FINANCIAL PARTNERS LLC                                                    | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   4825659 | PA      | $4832511.19   | 0.09%             | 2031-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES1                                                   | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2299584 | PA      | $2322362.99   | 0.04%             | 2045-01-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Securities Co                    | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4                   | CUSIP: 86359RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283924 | PA      | $277717.53    | 0.00%             | 2036-12-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2015-IV Ltd                                                        | CUSIP: 12550TBA2<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5007143.00   | 0.09%             | 2034-04-20      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -25475000 | NC      | $-36171.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2021-INV1 Trust                                                             | CUSIP: 552747AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228277 | PA      | $219539.89    | 0.00%             | 2056-01-25      | Variable      | 1.26%                 | Yes           |                  3 | On Loan: No      |
| Castlelake Aircraft Securitiza                    | Castlelake Aircraft Structured Trust 2025-2                                     | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13490330 | PA      | $13646563.98  | 0.24%             | 2050-08-15      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-PF1                                                            | CUSIP: 316922AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4599401 | PA      | $4666678.13   | 0.08%             | 2055-06-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                    | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1182610.25   | 0.02%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PFP III                                           | PFP 2025-12 Ltd                                                                 | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16002000 | PA      | $15979262.76  | 0.28%             | 2042-12-18      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   8125000 | PA      | $8114850.25   | 0.14%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FRONERI US INC                                    | FRONERI US INC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2293543 | PA      | $2290974.66   | 0.04%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FRA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6834629 | PA      | $7026908.30   | 0.12%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 38 Ltd                                | Elmwood CLO 38 Ltd                                                              | CUSIP: 289908AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002548.80   | 0.02%             | 2038-04-22      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                    | Alternative Loan Trust 2007-OA7                                                 | CUSIP: 126680AB3<br>LEI: 549300QTQ6MX6ER06N64 | Long             | ABS-MBS          | CORP              | US        |   3578399 | PA      | $3307620.13   | 0.06%             | 2047-05-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -25475000 | NC      | $-4096.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Triton Container Finance LLC                      | Triton Container Finance VIII LLC                                               | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24148125 | PA      | $22448304.39  | 0.40%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC                            | COLOSSUS ACQUIRECO LLC                                                          | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   2625000 | PA      | $2621718.75   | 0.05%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2006-WF1                                          | CUSIP: 17307G4E5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3104056 | PA      | $1474701.65   | 0.03%             | 2036-03-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li                    | Textainer Marine Containers VII Ltd                                             | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   2429487 | PA      | $2306506.73   | 0.04%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4873943.23   | 0.09%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPS Private Credit CLO                            | HPS Private Credit CLO 2025-3 LLC                                               | CUSIP: 40445YAA2<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-CBDO         | CORP              | US        |  13500000 | PA      | $13504147.20  | 0.24%             | 2037-07-20      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| ALT-2 STRUCTURED TRUST                            | ALT-2 STRUCTURED TRUST                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7632335 | PA      | $7147807.47   | 0.13%             | 2049-12-31      | Variable      | 2.95%                 | No            |                  3 | On Loan: No      |
| CF Hippolyta Issuer LLC                           | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5748930 | PA      | $3499415.71   | 0.06%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2022-NQM3                                       | CUSIP: 10569JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    552375 | PA      | $551806.71    | 0.01%             | 2062-07-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BCRED BSL CLO 2021-1, LTD                         | BCRED CLO 2025-1 LLC                                                            | CUSIP: 05556FAC7<br>LEI: 2549001W2Y6F50VEZG93 | Long             | ABS-CBDO         | CORP              | KY        |   7400000 | PA      | $7405585.52   | 0.13%             | 2037-04-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -40243000 | NC      | $-123352.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S                    | HOMES 2025-AFC3 Trust                                                           | CUSIP: 43762AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15764718 | PA      | $15763288.33  | 0.28%             | 2060-08-25      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| LIGHTNING 2022-1 A FUNDED                         | LIGHTNING 2022-1 A FUNDED                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   6400000 | PA      | $6064711.62   | 0.11%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10800000 | PA      | $10642465.80  | 0.19%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Guggenheim Ultra Short Duration Fund              | Guggenheim Ultra Short Duration Fund                                            | CUSIP: 40169J523<br>LEI: 549300CH4K7JJYWG0618 | Long             | EC               | RF                | US        |   3474675 | NS      | $35024724.19  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2007-HE5                                 | CUSIP: 61753KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1464658 | PA      | $621661.43    | 0.01%             | 2037-03-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                            | Switch ABS Issuer LLC                                                           | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11450000 | PA      | $11255370.61  | 0.20%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| KDAC Aviation Finance Limited                     | KDAC Aviation Finance Ltd                                                       | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2508645 | PA      | $2504907.46   | 0.04%             | 2042-12-15      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142GSN38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9359564 | PA      | $9727619.06   | 0.17%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RWC Commercial Mortgage Securi                    | RWC Commercial Mortgage 2025-1 Trust                                            | CUSIP: 78348LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5084297 | PA      | $5092438.24   | 0.09%             | 2040-06-25      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                              | Falcon 2019-1 Aerospace Ltd                                                     | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    510249 | PA      | $507701.27    | 0.01%             | 2039-09-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  40243000 | NC      | $358022.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XL LLC                                                    | CUSIP: 15675AAA7<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |  16500000 | PA      | $16500453.75  | 0.29%             | 2035-03-22      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                          | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  10600000 | PA      | $10816412.46  | 0.19%             | 2028-05-14      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   3275000 | PA      | $3358103.13   | 0.06%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5195525.60   | 0.09%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                        | CUSIP: 38384EJQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    837412 | PA      | $838765.80    | 0.01%             | 2047-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 37 Senior Loan Fund                                                      | CUSIP: 26249MAS6<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501864.40    | 0.01%             | 2031-01-15      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136BQRA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4121687 | PA      | $4202200.34   | 0.07%             | 2049-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                               | Silgan Holdings Inc                                                             | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |  12600000 | PA      | $12492881.48  | 0.22%             | 2026-04-01      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| MSCI INC                                          | MSCI Inc                                                                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    379000 | PA      | $364008.47    | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                    | Chase Home Lending Mortgage Trust 2025-5                                        | CUSIP: 161935AE1<br>LEI: 529900V91KVGSU3Z1A61 | Long             | ABS-MBS          | CORP              | US        |  16522208 | PA      | $16629836.59  | 0.29%             | 2056-04-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  12668000 | NC      | $10418.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM CORP                                          | SLM Corp                                                                        | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12096000 | PA      | $11889913.19  | 0.21%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2021-PJ10                                   | CUSIP: 36262PAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8708301 | PA      | $8135829.79   | 0.14%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-J3 Trust                                                               | CUSIP: 67449KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11637681 | PA      | $11604023.79  | 0.20%             | 2055-10-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Guggenheim Strategy Fund III                      | Guggenheim Strategy Fund III                                                    | CUSIP: 40168Q304<br>LEI: 549300QC2B06ET4AEJ54 | Long             | EC               | RF                | US        |    713630 | NS      | $17776527.93  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                        | CUSIP: 38381NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20910282 | PA      | $21167884.59  | 0.37%             | 2052-03-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WHITEWATERMATTERHORNHO                            | WHITEWATERMATTERHORNHO                                                          | CUSIP: 000000000<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |   2390000 | PA      | $2397074.40   | 0.04%             | 2032-06-16      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 8 LLC                                                   | CUSIP: 039933AA4<br>LEI: 2549008VI9L2AN96MC59 | Long             | ABS-CBDO         | CORP              | KY        |   3800000 | PA      | $3799653.44   | 0.07%             | 2039-01-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                      | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $9885479.37   | 0.17%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                | BSPRT 2025-FL12 Issuer LLC                                                      | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9100000 | PA      | $9080237.53   | 0.16%             | 2043-01-17      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                             | CITADEL SECURITIES LP                                                           | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   7283089 | PA      | $7318630.52   | 0.13%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $476.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $154224.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg                    | Saluda Grade Alternative Mortgage Trust 2025-LOC4                               | CUSIP: 79589VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12427058 | PA      | $12446834.42  | 0.22%             | 2055-06-25      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| NASSAU COMPANIES OF NY                            | Nassau Cos of New York/The                                                      | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    639000 | PA      | $609929.85    | 0.01%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XL LLC                                                    | CUSIP: 15675AAC3<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3268135.98   | 0.06%             | 2035-03-22      | Floating      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                       | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6211276.20   | 0.11%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136BWZA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24669608 | PA      | $24900952.47  | 0.44%             | 2051-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 37 Senior Loan Fund                                                      | CUSIP: 26249MAQ0<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    551802 | PA      | $552629.43    | 0.01%             | 2031-01-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                          | Fortitude Global Funding                                                        | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |  17750000 | PA      | $17753498.35  | 0.31%             | 2028-10-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CLI Funding LLC                                   | CLI Funding IX LLC                                                              | CUSIP: 12571WAG8<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |   8166417 | PA      | $8279673.48   | 0.15%             | 2050-06-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                   | CUSIP: 46590MAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24581769 | PA      | $10833.19     | 0.00%             | 2049-08-15      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                    | STWD 2021-FL2 Ltd                                                               | CUSIP: 78486BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2187000 | PA      | $2185453.79   | 0.04%             | 2038-04-18      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-174242.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INSURED LENDING 1 LTD                             | Insured Lending 1 Ltd                                                           | CUSIP: 000000000<br>LEI: 875500RRX7H6NZ8RYE90 | Long             | DBT              | CORP              | GB        |   5600000 | PA      | $6580560.00   | 0.12%             | 2032-02-04      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  13650000 | PA      | $13725323.29  | 0.24%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    701000 | PA      | $691074.33    | 0.01%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                    | STWD 2021-FL2 Ltd                                                               | CUSIP: 78486BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $549969.20    | 0.01%             | 2038-04-18      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                      | Barclays Mortgage Loan Trust 2023-NQM1                                          | CUSIP: 066940AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1091417 | PA      | $1098192.22   | 0.02%             | 2063-01-25      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137HJWE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20429941 | PA      | $20714505.36  | 0.37%             | 2053-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley IXIS Real Estat                    | Morgan Stanley IXIS Real Estate Capital Trust 2006-2                            | CUSIP: 617463AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3552664 | PA      | $1158291.35   | 0.02%             | 2036-11-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                          | Suburban Propane Partners LP/Suburban Energy Finance Corp                       | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2301959.60   | 0.04%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                       | Polaris Inc                                                                     | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $9224453.14   | 0.16%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SAZERAC CO INC                                    | SAZERAC CO INC                                                                  | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |   1868341 | PA      | $1870153.13   | 0.03%             | 2032-07-09      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-83078.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2                   | CUSIP: 35563PQN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1567655 | PA      | $1257021.33   | 0.02%             | 2059-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                     | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9065448.00   | 0.16%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                        | CUSIP: 38385CQG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12088205 | PA      | $12091700.71  | 0.21%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 8 LLC                                                   | CUSIP: 039933AC0<br>LEI: 2549008VI9L2AN96MC59 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $799925.12    | 0.01%             | 2039-01-20      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Life Financial Services Trust                     | Life 2021-BMR Mortgage Trust                                                    | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4900000 | PA      | $4872512.96   | 0.09%             | 2038-03-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LL                    | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11150000 | PA      | $10950261.13  | 0.19%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                    | Alternative Loan Trust 2007-OH3                                                 | CUSIP: 02151DAC8<br>LEI: 549300TXT201GGLA0F48 | Long             | ABS-MBS          | CORP              | US        |   1706963 | PA      | $1628671.73   | 0.03%             | 2047-09-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                    | CSAIL 2019-C15 Commercial Mortgage Trust                                        | CUSIP: 22945DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17246590 | PA      | $414075.09    | 0.01%             | 2052-03-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-HE1                                              | CUSIP: 89183LAB1<br>LEI: 2549002NBNESH9L3VV66 | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9999967.00   | 0.18%             | 2065-07-25      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                        | CUSIP: 38384EJU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6731898 | PA      | $6783088.04   | 0.12%             | 2045-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $83780.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELL CANADA                                       | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   3360000 | PA      | $3466622.88   | 0.06%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2025-1                                                 | CUSIP: 46658UAE1<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-MBS          | CORP              | US        |   5088121 | PA      | $5160753.41   | 0.09%             | 2055-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru                    | Provident Funding Mortgage Trust 2025-4                                         | CUSIP: 74387AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23796910 | PA      | $23921624.50  | 0.42%             | 2055-09-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                    | GreenSky Home Improvement Issuer Trust 2025-1                                   | CUSIP: 39571NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5213000 | PA      | $5287645.99   | 0.09%             | 2060-03-25      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                                                | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1600000 | PA      | $1621280.16   | 0.03%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XXXII LP                                                  | CUSIP: 15674LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12993625 | PA      | $12992706.28  | 0.23%             | 2033-04-22      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-NQM1 Trust                                                             | CUSIP: 629154AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40537856 | PA      | $42738372.56  | 0.75%             | 2070-10-25      | Variable      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                    | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                        | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14212963 | PA      | $14312780.18  | 0.25%             | 2070-05-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding 50 LLC                                                    | CUSIP: 15673UAA5<br>LEI: 635400VJODJ5OZQ2H763 | Long             | ABS-CBDO         | CORP              | US        |  11500000 | PA      | $11534524.15  | 0.20%             | 2037-07-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                 | GXO Logistics Inc                                                               | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15797065.65  | 0.28%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $1100188.21   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2024-NQM2 Trust                                                            | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1941758 | PA      | $1961914.11   | 0.03%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL IV (FKA DYAL IV) SR SEC A                | BLUE OWL IV (FKA DYAL IV) SR SEC A                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2678000 | PA      | $2707903.78   | 0.05%             | 2045-08-22      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| AEGON FUNDING CO LLC                              | AEGON Funding Co LLC                                                            | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35552307.70  | 0.63%             | 2027-04-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru                    | Provident Funding Mortgage Trust 2025-1                                         | CUSIP: 74388NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5090473 | PA      | $5115243.35   | 0.09%             | 2055-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL7 Trust                                                            | CUSIP: 12598JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9109333 | PA      | $9071811.11   | 0.16%             | 2061-07-27      | Variable      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2017-6                                                | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2625996 | PA      | $2591830.26   | 0.05%             | 2057-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CEAMER FINANCE III LLC                            | CEAMER FINANCE III LLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1972659 | PA      | $2033770.61   | 0.04%             | 2039-11-15      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| COSTAR GROUP INC                                  | CoStar Group Inc                                                                | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |  15280000 | PA      | $14005382.74  | 0.25%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Station Place Securitization T                    | Station Place Securitization Trust Series 2025-SP2                              | CUSIP: 857936AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28000000 | PA      | $28000000.00  | 0.49%             | 2026-09-25      | Floating      | 4.88%                 | Yes           |                  3 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 8 LLC                                                   | CUSIP: 039933AE6<br>LEI: 2549008VI9L2AN96MC59 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $399961.76    | 0.01%             | 2039-01-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-7400044.54  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2017-GS6                                           | CUSIP: 36253PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10678051 | PA      | $117736.19    | 0.00%             | 2050-05-10      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XLVIII Ltd                                                 | CUSIP: 55821UAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  23500000 | PA      | $23497492.55  | 0.41%             | 2039-01-19      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES8                                                   | CUSIP: 74939WAA8<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |   8500838 | PA      | $8545880.59   | 0.15%             | 2055-08-25      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Iss                    | New Economy Assets - Phase 1 Sponsor LLC                                        | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2086981.25   | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                           | Algonquin Power & Utilities Corp                                                | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   8200000 | PA      | $8238678.50   | 0.15%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                              | LHOME Mortgage Trust 2024-RTL5                                                  | CUSIP: 50205WAA5<br>LEI: 529900ZQNJ23BIJVY871 | Long             | ABS-MBS          | CORP              | US        |  20200000 | PA      | $20237957.82  | 0.36%             | 2039-09-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SOFTBANK CORP                                     | SoftBank Corp                                                                   | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |  14000000 | PA      | $14044078.86  | 0.25%             | 2030-07-09      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                  | Berry Global Inc                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |  11750000 | PA      | $11738230.61  | 0.21%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding 50 LLC                                                    | CUSIP: 15673UAC1<br>LEI: 635400VJODJ5OZQ2H763 | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2253060.23   | 0.04%             | 2037-07-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust Series 2024-NQM1                                       | CUSIP: 465983AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1598881 | PA      | $1611650.46   | 0.03%             | 2064-02-25      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $1143316.11   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XXXII LP                                                  | CUSIP: 15674LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4005249.20   | 0.07%             | 2033-04-22      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S                    | HOMES 2025-AFC2 Trust                                                           | CUSIP: 43761YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13942401 | PA      | $14051995.21  | 0.25%             | 2060-06-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                               | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   7360000 | PA      | $7352522.31   | 0.13%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL9 Trust                                                            | CUSIP: 12658XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3260660 | PA      | $3248346.70   | 0.06%             | 2061-02-25      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-HE1                                              | CUSIP: 89183LAD7<br>LEI: 2549002NBNESH9L3VV66 | Long             | ABS-O            | CORP              | US        |   3834000 | PA      | $3833941.34   | 0.07%             | 2065-07-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                           | SBA Communications Corp                                                         | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   3472000 | PA      | $3321124.59   | 0.06%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                    | DBJPM 2017-C6 Mortgage Trust                                                    | CUSIP: 23312JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  38109986 | PA      | $334704.77    | 0.01%             | 2050-06-10      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  28801000 | PA      | $26717255.14  | 0.47%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                    | Long Beach Mortgage Loan Trust 2006-8                                           | CUSIP: 54251UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2186442 | PA      | $544917.43    | 0.01%             | 2036-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                                                | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $5051250.00   | 0.09%             | 2028-07-16      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-391292.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10079741.30  | 0.18%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 8 LLC                                                   | CUSIP: 039933AG1<br>LEI: 2549008VI9L2AN96MC59 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1699831.36   | 0.03%             | 2039-01-20      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| LG ELECTRONICS INC                                | LG Electronics Inc                                                              | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |  11000000 | PA      | $11204733.54  | 0.20%             | 2027-04-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6850000 | PA      | $7080702.11   | 0.12%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                               | Avantor Funding Inc                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |  10877000 | PA      | $10817900.04  | 0.19%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                | Subway Funding LLC                                                              | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7128000 | PA      | $7102545.91   | 0.13%             | 2054-07-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                       | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7703727.08   | 0.14%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                    | Castlelake Aircraft Structured Trust 2025-1                                     | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1962742 | PA      | $1994353.03   | 0.04%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                  | UFC HOLDINGS LLC                                                                | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1496250 | PA      | $1502264.93   | 0.03%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| STORE Master Funding LLC                          | STORE Master Funding LLC                                                        | CUSIP: 86212FAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2097375 | PA      | $2097283.55   | 0.04%             | 2055-10-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $941769.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2007-HE2                                 | CUSIP: 61753EAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2290253 | PA      | $1052921.02   | 0.02%             | 2037-01-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $7173913.95   | 0.13%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                          | Jackson National Life Global Funding                                            | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6776887.55   | 0.12%             | 2026-04-10      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Apollo Aviation Securitization                    | AASET MT-1 Ltd                                                                  | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7227875 | PA      | $7270202.81   | 0.13%             | 2050-02-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                             | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188329.52    | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2020-NQM1                                   | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1102884 | PA      | $1052825.86   | 0.02%             | 2060-09-27      | Variable      | 1.38%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                     | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   9300000 | PA      | $9388329.08   | 0.17%             | 2029-07-14      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Nomura Resecuritization Trust                     | Nomura Resecuritization Trust 2015-4R                                           | CUSIP: 65540WCC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99786 | PA      | $98040.52     | 0.00%             | 2036-03-26      | Floating      | 4.47%                 | Yes           |                  3 | On Loan: No      |
| QTS ISSUER ABS I LLC                              | QTS Issuer ABS I LLC                                                            | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15100000 | PA      | $15202667.92  | 0.27%             | 2055-05-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| CML - CBS STUDIO CENTER                           | CML - CBS STUDIO CENTER                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9951324.60   | 0.18%             | 2026-01-09      | Floating      | 6.98%                 | No            |                  3 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-274415.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137HMX47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24888453 | PA      | $24984609.09  | 0.44%             | 2053-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-R1 Trust                                                               | CUSIP: 67123GAD7<br>LEI: 254900UIO03AL696QM79 | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4491854.55   | 0.08%             | 2062-09-25      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                   | Alumina Pty Ltd                                                                 | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |   2442000 | PA      | $2522358.89   | 0.04%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FORT CARSON FAMILY HSG LLC CO                     | Fort Carson Family Housing LLC                                                  | CUSIP: 347075AB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5855000 | PA      | $6094937.90   | 0.11%             | 2029-11-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-3                                                                     | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7110117 | PA      | $7123561.22   | 0.13%             | 2030-05-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137HMWT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  30070194 | PA      | $30173376.75  | 0.53%             | 2052-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  18200000 | PA      | $18416270.05  | 0.33%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER RECREATIONAL                           | BOMBARDIER RECREATIONAL                                                         | CUSIP: 09776MAS3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   4538625 | PA      | $4555644.84   | 0.08%             | 2029-12-13      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                             | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69070.02     | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2024-RPL2 LLC                                                              | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3665733 | PA      | $3581192.11   | 0.06%             | 2054-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      1478 | NC      | $508062.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-3981331.44  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2018-B2 Mortgage Trust                                                | CUSIP: 08161CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  80858178 | PA      | $536518.27    | 0.01%             | 2051-02-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown Inc                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1163785.99   | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                                              | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |  14250000 | PA      | $14073914.75  | 0.25%             | 2026-06-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM5 Trust                                                             | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |  12343691 | PA      | $12449289.94  | 0.22%             | 2064-01-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                           | ZAYO GROUP HOLDINGS INC                                                         | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    960563 | PA      | $909029.08    | 0.02%             | 2030-03-11      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| TEAM.BLUE FINCO SARL                              | TEAM.BLUE FINCO SARL                                                            | CUSIP: 000000000<br>LEI: 549300DR8PIYMOZ4YU85 | Long             | LON              | CORP              | LU        |    548625 | PA      | $551368.13    | 0.01%             | 2032-07-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| HV STRUCTURED SOLUTIONS IV                        | HV STRUCTURED SOLUTIONS IV                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5721771 | PA      | $5682047.73   | 0.10%             | 2030-09-15      | Floating      | 6.22%                 | No            |                  3 | On Loan: No      |
| Apollo Aviation Securitization                    | AASET MT-1 Ltd                                                                  | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3235414 | PA      | $3239517.73   | 0.06%             | 2050-02-16      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                          | Encore Capital Group Inc                                                        | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2713481.37   | 0.05%             | 2031-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER RECREATIONAL                           | BNP PARIBAS SECURITIES CORPORATION (APTIV PLC) 26.51 01/12/2026 (APTV US)       | CUSIP: 09776MAT1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   4001365 | PA      | $4012568.89   | 0.07%             | 2031-01-22      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-491212.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                    | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3               | CUSIP: 06427DAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27083088 | PA      | $160803.13    | 0.00%             | 2050-02-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                       | Enviri Corp                                                                     | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2426302.23   | 0.04%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LXV Ltd                                                    | CUSIP: 55823FAF2<br>LEI: 213800EBRIAZSOKC7K58 | Long             | ABS-CBDO         | CORP              | JE        |   6000000 | PA      | $6021895.20   | 0.11%             | 2038-07-16      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $779822.00    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM8 Trust                                                             | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |   2130376 | PA      | $2155376.12   | 0.04%             | 2064-05-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                           | Blue Stream Issuer LLC                                                          | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3610000 | PA      | $3656076.60   | 0.06%             | 2054-11-20      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                  | LG Energy Solution Ltd                                                          | CUSIP: 50205MAC3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   9650000 | PA      | $9787294.70   | 0.17%             | 2027-07-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22350000 | PA      | $22053115.56  | 0.39%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                               | Hotwire Funding LLC                                                             | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   3580000 | PA      | $3640972.41   | 0.06%             | 2054-06-20      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                    | PMT Loan Trust 2025-INV7                                                        | CUSIP: 73015FAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1764690 | PA      | $1776791.00   | 0.03%             | 2056-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-73673.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OWS Structured Asset Trust                        | OSAT 2021-RPL1 Trust                                                            | CUSIP: 67114HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31601777 | PA      | $31601776.77  | 0.56%             | 2065-05-25      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1516667 | PA      | $1513586.17   | 0.03%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| THL Credit Lake Shore MM CLO I                    | THL Credit Lake Shore MM CLO I LTD                                              | CUSIP: 510800AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  35563519 | PA      | $35574010.65  | 0.63%             | 2033-04-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                    | Greystone CRE Notes 2021-FL3 Ltd                                                | CUSIP: 39809PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2184547.42   | 0.04%             | 2039-07-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                           | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  13850000 | PA      | $13953423.63  | 0.25%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-1                                               | CUSIP: 92540TAA8<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-MBS          | CORP              | US        |   1082691 | PA      | $1092711.23   | 0.02%             | 2070-01-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ASSURANT INC                                      | Assurant Inc                                                                    | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354203.87    | 0.01%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER                       | CHARTER COMMUNICATIONS OPER                                                     | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     99492 | PA      | $99368.02     | 0.00%             | 2030-12-09      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                          | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302016.39    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                        | ATLX 2024-RPL2 Trust                                                            | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14635943 | PA      | $14296952.93  | 0.25%             | 2063-04-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-24431.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREATIVE PLANNING INC                             | CREATIVE PLANNING LLC                                                           | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3943451 | PA      | $3950588.53   | 0.07%             | 2031-05-19      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                               | Macquarie Group Ltd                                                             | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   7550000 | PA      | $7492995.16   | 0.13%             | 2028-11-28      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                          | CONCENTRA HEALTH SERVICE                                                        | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |    397000 | PA      | $399481.25    | 0.01%             | 2031-07-28      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                       | CAFL 2025-RRTL2 Issuer LP                                                       | CUSIP: 12770JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3509708.65   | 0.06%             | 2040-11-28      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | CGMS Commercial Mortgage Trust 2017-B1                                          | CUSIP: 17326CBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18924200 | PA      | $156705.63    | 0.00%             | 2050-08-15      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2024-VLT4                                                              | CUSIP: 05612TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7800000 | PA      | $7790305.38   | 0.14%             | 2041-06-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Navigator Aviation Ltd                            | Navigator 2025-1 Aviation Ltd                                                   | CUSIP: 63943GAA0<br>LEI: 984500AWDV89795F0342 | Long             | ABS-O            | CORP              | KY        |   4009545 | PA      | $3969887.35   | 0.07%             | 2050-10-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2636003.85   | 0.05%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                       | Legacy Mortgage Asset Trust 2021-GS3                                            | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16494062 | PA      | $16495055.26  | 0.29%             | 2061-07-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                | Subway Funding LLC                                                              | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8811000 | PA      | $8932092.22   | 0.16%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $851956.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    527000 | PA      | $522946.67    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137HMHR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25296891 | PA      | $25376963.28  | 0.45%             | 2051-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CEAMER FINANCE LLC 3.69 03/24/2031                | CEAMER FINANCE LLC 3.69 03/24/2031                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1549719 | PA      | $1507173.27   | 0.03%             | 2031-03-24      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| LGENERGYSOLUTION                                  | LG Energy Solution Ltd                                                          | CUSIP: 50205MAF6<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   1000000 | PA      | $1018688.21   | 0.02%             | 2028-04-02      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                             | QTS Issuer ABS II LLC                                                           | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5050000 | PA      | $5005442.84   | 0.09%             | 2055-10-05      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56497872 | PA      | $57688510.72  | 1.02%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                    | PMT Loan Trust 2025-INV7                                                        | CUSIP: 73015FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3352910 | PA      | $3406666.52   | 0.06%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC                                       | ASURION LLC                                                                     | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   5000000 | PA      | $4996100.00   | 0.09%             | 2030-09-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2024-9                                               | CUSIP: 92540RAE4<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |   1751822 | PA      | $1763598.68   | 0.03%             | 2069-11-25      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Vista Point Securitization Tru                    | Vista Point Securitization Trust 2025-CES1                                      | CUSIP: 92842DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10184989 | PA      | $10258758.03  | 0.18%             | 2055-04-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $755836.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd                                | CAL Funding IV Ltd                                                              | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   2064844 | PA      | $1981333.21   | 0.03%             | 2045-09-25      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding 53 LLC                                                    | CUSIP: 15674YAC2<br>LEI: 635400YQBXB1DKX6JK08 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3499930.00   | 0.06%             | 2038-01-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC                         | FLEETCOR TECHNOLOGIES INC                                                       | CUSIP: 33903RBA6<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   2300000 | PA      | $2300483.00   | 0.04%             | 2032-11-05      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136BXHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25595293 | PA      | $25731409.03  | 0.45%             | 2053-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                         | Danone SA                                                                       | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |   6952000 | PA      | $6893819.96   | 0.12%             | 2026-11-02      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                     | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  11300000 | PA      | $11162590.53  | 0.20%             | 2028-02-16      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 54M L.P                                              | CUSIP: 38181GAA3<br>LEI: 2549007JA1TZWEDGPD41 | Long             | ABS-CBDO         | CORP              | KY        |  42500000 | PA      | $42537242.75  | 0.75%             | 2037-08-05      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-6 LLC                                                                 | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7023897 | PA      | $7035206.58   | 0.12%             | 2028-08-25      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| QORVO INC                                         | Qorvo Inc                                                                       | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    963000 | PA      | $948945.59    | 0.02%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-12                                              | CUSIP: 92490FAM2<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |  14550000 | PA      | $14580605.20  | 0.26%             | 2070-12-25      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $209299.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Ne                    | Oak Street Investment Grade Net Lease Fund Series 2020-1                        | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  31860927 | PA      | $28974957.84  | 0.51%             | 2050-11-20      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H6 Mortgage Trust                                                    | CUSIP: 22758TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11474603 | PA      | $11522355.39  | 0.20%             | 2070-07-25      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 7 LLC                                                   | CUSIP: 039973AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4300000 | PA      | $4305253.31   | 0.08%             | 2038-01-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| First NLC Trust                                   | First NLC Trust 2005-4                                                          | CUSIP: 32113JCG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1142366 | PA      | $1127948.80   | 0.02%             | 2036-02-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2022-NQM2                                          | CUSIP: 45276PAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9766364 | PA      | $9226779.41   | 0.16%             | 2067-03-25      | Variable      | 4.02%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                          | Virgin Media Bristol LLC                                                        | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    600000 | PA      | $593658.00    | 0.01%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| MIDCAP FUNDING XLVI TRUST                         | MIDCAP FUNDING XLVI TRUST                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6400000.00   | 0.11%             | 2028-04-15      | Floating      | 6.28%                 | No            |                  3 | On Loan: No      |
| Eldridge CLO Ltd                                  | Eldridge CLO 2025-1 Ltd                                                         | CUSIP: 284913AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8021920.00   | 0.14%             | 2038-10-20      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137HJ6S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6530355 | PA      | $6620029.34   | 0.12%             | 2051-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                            | Mutual of Omaha Cos Global Funding                                              | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15331426.80  | 0.27%             | 2030-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-486392.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Station Place Securitization T                    | Station Place Securitization Trust Series 2025-SP1                              | CUSIP: 85772TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10600000 | PA      | $10600000.00  | 0.19%             | 2026-07-02      | Floating      | 5.16%                 | Yes           |                  3 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES5                                                   | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-MBS          | CORP              | US        |   6354753 | PA      | $6435969.45   | 0.11%             | 2055-05-25      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2024-HE6                                                            | CUSIP: 31684DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4332379 | PA      | $4369543.46   | 0.08%             | 2054-12-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14063445.06  | 0.25%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2018-1                                                | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84383 | PA      | $83711.80     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | Yes           |                  3 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd                    | LoanCore 2025 2025-CRE8 Issuer LLC                                              | CUSIP: 53947FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2450000 | PA      | $2433317.71   | 0.04%             | 2042-08-17      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SKYMILES IP LTD                                   | SKYMILES IP LTD                                                                 | CUSIP: 24736CBT0<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |  13600000 | PA      | $13695200.00  | 0.24%             | 2028-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                          | Vantage Data Centers LLC                                                        | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |  19350000 | PA      | $19124684.73  | 0.34%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| QORVO INC                                         | Qorvo Inc                                                                       | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1110172.80   | 0.02%             | 2031-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                       | Legacy Mortgage Asset Trust 2021-GS5                                            | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3683027 | PA      | $3685985.51   | 0.07%             | 2067-07-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $727742.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                    | VOC Escrow Ltd                                                                  | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6850000 | PA      | $6849739.70   | 0.12%             | 2028-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                    | Bear Stearns Asset Backed Securities I Trust 2006-HE9                           | CUSIP: 07389MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    816631 | PA      | $806033.98    | 0.01%             | 2036-11-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Altde Trust                                       | ALTDE 2025-1 Trust                                                              | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4586565 | PA      | $4687503.73   | 0.08%             | 2050-08-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 16M-R3                                               | CUSIP: 38181EAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15600000 | PA      | $15623456.16  | 0.28%             | 2039-08-09      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Eldridge CLO Ltd                                  | Eldridge CLO 2025-2 Ltd                                                         | CUSIP: 28473AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3700000.00   | 0.07%             | 2039-01-20      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Brown Group Holding LLC                           | BROWN GROUP HOLD 07/01/31                                                       | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    982538 | PA      | $986939.46    | 0.02%             | 2031-07-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                            | AS Mileage Plan IP Ltd                                                          | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   6720000 | PA      | $6766641.03   | 0.12%             | 2029-10-20      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                              | WEC Energy Group Inc                                                            | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1182400.37   | 0.02%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                         | Jabil Inc                                                                       | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3773573.43   | 0.07%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136BUPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15560875 | PA      | $15692109.59  | 0.28%             | 2050-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-364435.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2025-3 Mortgage Loan Trust                                                 | CUSIP: 12674LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7265789 | PA      | $7305198.71   | 0.13%             | 2070-03-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-5 LLC                                                                 | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3457712 | PA      | $3460490.99   | 0.06%             | 2030-07-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QSFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2359253 | PA      | $2359371.50   | 0.04%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IXIS Real Estate Capital Trust                    | IXIS Real Estate Capital Trust 2006-HE1                                         | CUSIP: 45071KDE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4252536 | PA      | $2208356.84   | 0.04%             | 2036-03-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2023-CES1                                             | CUSIP: 89181XAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    604463 | PA      | $607203.96    | 0.01%             | 2063-07-25      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-1                                               | CUSIP: 92540TAB6<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-MBS          | CORP              | US        |   2165396 | PA      | $2180829.67   | 0.04%             | 2070-01-25      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| WOMEN'S CARE HOLDING                              | WOMEN'S CARE HOLDING                                                            | CUSIP: 97815UAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4443863 | PA      | $4138347.48   | 0.07%             | 2028-01-18      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 69M                                                  | CUSIP: 38182GAC8<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |  18150000 | PA      | $18159692.10  | 0.32%             | 2038-11-09      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4220000 | PA      | $4249150.24   | 0.08%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL4 Trust                                                            | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8839813 | PA      | $8805674.56   | 0.16%             | 2060-12-27      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   5009000 | NC      | $13128.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-308021.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136BWL61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25508489 | PA      | $25525357.86  | 0.45%             | 2053-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                       | Legacy Mortgage Asset Trust 2021-GS2                                            | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5793848 | PA      | $5795830.84   | 0.10%             | 2061-04-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                    | Bear Stearns Asset Backed Securities I Trust 2006-HE9                           | CUSIP: 07389MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    707219 | PA      | $698418.90    | 0.01%             | 2036-11-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2016-C4                              | CUSIP: 46646RAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30302390 | PA      | $85407.28     | 0.00%             | 2049-12-15      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3                   | CUSIP: 35563PSB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2734485 | PA      | $2191226.19   | 0.04%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELOITTE LLP                                      | DELOITTE LLP                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4420237.50   | 0.08%             | 2027-05-07      | Fixed         | 3.46%                 | No            |                  3 | On Loan: No      |
| KREF 2021-FL2 Ltd                                 | KREF 2021-FL2 Ltd                                                               | CUSIP: 48275RAE7<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |  10700000 | PA      | $10495392.46  | 0.19%             | 2039-02-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BSPDF Issuer Ltd                                  | BSPDF 2025-FL2 Issuer LLC                                                       | CUSIP: 05615KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13650000 | PA      | $13640333.07  | 0.24%             | 2042-12-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3893338.68   | 0.07%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                            | Darling Global Finance BV                                                       | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |   2050000 | PA      | $2440439.30   | 0.04%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                    | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   6750000 | PA      | $6668869.73   | 0.12%             | 2050-05-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                 | UPBOUND GROUP INC                                                               | CUSIP: 000000000<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |   2064801 | PA      | $2075125.40   | 0.04%             | 2032-08-19      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  21350000 | PA      | $21329783.26  | 0.38%             | 2027-01-13      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2024-SFR1 Trust                                              | CUSIP: 89616UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3291361.59   | 0.06%             | 2041-04-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14825000 | PA      | $14908590.61  | 0.26%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-CES4                                             | CUSIP: 89170UAA8<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |   7272268 | PA      | $7298523.84   | 0.13%             | 2065-10-25      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg                    | Saluds Grade Alternative Mortgage Trust 2025-RRTL1                              | CUSIP: 79582NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7300000 | PA      | $7300734.38   | 0.13%             | 2040-10-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| AASET 2021-1 Trust                                | Aaset 2021-1 Trust                                                              | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7278744 | PA      | $7007537.57   | 0.12%             | 2041-11-16      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| CLI Funding LLC                                   | CLI Funding VIII LLC                                                            | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |   8914732 | PA      | $8298481.91   | 0.15%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   9150000 | PA      | $9331309.72   | 0.16%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                    | Deephaven Residential Mortgage Trust 2025-CES1                                  | CUSIP: 24380WAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4377166 | PA      | $4392576.58   | 0.08%             | 2055-10-25      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG ENERGY INC                                                                  | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |   6964557 | PA      | $6980784.38   | 0.12%             | 2031-04-16      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2017-CD4 Mortgage Trust                                                      | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12688669 | PA      | $125317.10    | 0.00%             | 2050-05-10      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-RCF3 LLC                                                              | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10222283 | PA      | $10310566.80  | 0.18%             | 2055-07-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2025-NQM2 Trust                                                            | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10872170 | PA      | $10976072.08  | 0.19%             | 2070-04-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| GINKGO BIOWORKS HOLDINGS INC                      | Ginkgo Bioworks Holdings Inc                                                    | CUSIP: 37611X118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19663 | NC      | $98.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                    | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3931288.40   | 0.07%             | 2038-08-17      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                             | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  14250000 | PA      | $14265889.04  | 0.25%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LERNEN US FINCO LLC (COGNITA)                     | LERNEN US FINCO LLC (COGNITA)                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |   1500000 | PA      | $1780946.31   | 0.03%             | 2031-10-27      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                          | Microchip Technology Inc                                                        | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11224279.99  | 0.20%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $153300.85    | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                          | Jackson National Life Global Funding                                            | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  13700000 | PA      | $13837313.05  | 0.24%             | 2028-06-05      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-3                                               | CUSIP: 92539LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2711919 | PA      | $2394688.65   | 0.04%             | 2066-06-25      | Variable      | 1.44%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-PF2                                                            | CUSIP: 316918AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9668940 | PA      | $9650140.17   | 0.17%             | 2055-10-25      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   5150000 | PA      | $4959862.26   | 0.09%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2007-HE3                                 | CUSIP: 617538AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2895690 | PA      | $1451232.85   | 0.03%             | 2036-12-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                          | Minerals Technologies Inc                                                       | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89100.00     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Station Place Securitization T                    | Station Place Securitization Trust Series 2024-SP2                              | CUSIP: 857942AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8775000 | PA      | $8775000.00   | 0.15%             | 2026-07-12      | Floating      | 5.46%                 | Yes           |                  3 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM18 Trust                                                            | CUSIP: 673913AC3<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |   4412665 | PA      | $4438344.96   | 0.08%             | 2064-10-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                    | Morgan Stanley Residential Mortgage Loan Trust 2025-SPL1                        | CUSIP: 617946AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2896137 | PA      | $2811175.38   | 0.05%             | 2065-02-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DQLU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17049016 | PA      | $17134594.53  | 0.30%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2018-COR3 Mortgage Trust                                                   | CUSIP: 12595VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  34893413 | PA      | $289217.54    | 0.01%             | 2051-05-10      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                    | Greystone CRE Notes 2025-FL4 LLC                                                | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22750000 | PA      | $22816850.88  | 0.40%             | 2043-01-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                             | GENESEE & WYOMING INC                                                           | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |   3658852 | PA      | $3657936.98   | 0.06%             | 2031-04-10      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2024-4                                                 | CUSIP: 034943AA8<br>LEI: 25490046TFINGL6XED11 | Long             | ABS-MBS          | CORP              | US        |   4012793 | PA      | $4059948.48   | 0.07%             | 2069-01-25      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                          | ALLWYN ENTERTAINMENT FIN                                                        | CUSIP: 02008EAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7050000 | PA      | $6909000.00   | 0.12%             | 2032-11-10      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM3 Trust                                                             | CUSIP: 67448YAD6<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |   1237989 | PA      | $1248195.60   | 0.02%             | 2064-12-01      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-2                                               | CUSIP: 92540VAA3<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-MBS          | CORP              | US        |  10720503 | PA      | $10785747.98  | 0.19%             | 2070-03-25      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM3 Trust                                                             | CUSIP: 67448YAE4<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |   1237989 | PA      | $1247616.97   | 0.02%             | 2064-12-01      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                    | HarborView Mortgage Loan Trust 2006-12                                          | CUSIP: 41162DAF6<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |   1263984 | PA      | $1129985.03   | 0.02%             | 2038-01-19      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2007-HE3                                 | CUSIP: 617538AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4042002 | PA      | $2025379.82   | 0.04%             | 2036-12-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                        | Air Canada                                                                      | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   4550000 | PA      | $4528314.70   | 0.08%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2017-C2                                           | CUSIP: 90276CAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19254679 | PA      | $215094.02    | 0.00%             | 2050-08-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Eldridge CLO Ltd                                  | Eldridge CLO 2025-1 Ltd                                                         | CUSIP: 284913AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5008080.50   | 0.09%             | 2038-10-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25911601 | PA      | $25805683.03  | 0.46%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM18 Trust                                                            | CUSIP: 673913AB5<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |   3273913 | PA      | $3289723.13   | 0.06%             | 2064-10-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                    | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1692000 | PA      | $1682294.69   | 0.03%             | 2047-07-25      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CVR ENERGY INC                                    | CVR Energy Inc                                                                  | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   2973000 | PA      | $2931602.16   | 0.05%             | 2028-02-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                          | American Airlines 2016-3 Class AA Pass Through Trust                            | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290778 | PA      | $1247492.18   | 0.02%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F042426<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 424447488 | PA      | $424414325.92 | 7.49%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-5                                               | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |   4989507 | PA      | $5029386.69   | 0.09%             | 2070-06-25      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A. | BOFA SECURITIES INC TRI PARTY                                                   | CUSIP: 000000000<br>LEI: KPTCWFWJ4GW0WZNEMH59 | Long             | RA               | CORP              | US        |  34207692 | PA      | $34207692.00  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |     -1478 | NC      | $-267887.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-VOLT                                                              | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20750000 | PA      | $20762906.50  | 0.37%             | 2044-12-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                           | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  14700000 | PA      | $14438527.87  | 0.25%             | 2026-10-02      | Fixed         | 1.73%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                                                 | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1162497.00   | 0.02%             | 2027-04-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| GATX CORP                                         | GATX Corp                                                                       | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197143.17    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CMFT Net Lease Master Issuer L                    | CMFT Net Lease Master Issuer LLC                                                | CUSIP: 12575AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2324812.25   | 0.04%             | 2051-07-20      | Fixed         | 2.51%                 | Yes           |                  2 | On Loan: No      |
| QTS GOOD NEWS FACILITY TL                         | QTS GOOD NEWS FACILITY TL                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11450000 | PA      | $11445396.76  | 0.20%             | 2028-10-09      | Floating      | 6.52%                 | No            |                  3 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2024-HE3                                                            | CUSIP: 31684GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1213772 | PA      | $1235384.91   | 0.02%             | 2054-07-25      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2018-C8                              | CUSIP: 46591ABC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28145869 | PA      | $310153.41    | 0.01%             | 2051-06-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137HLKN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19096038 | PA      | $19446209.18  | 0.34%             | 2051-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                      | Illumina Inc                                                                    | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |  14400000 | PA      | $14537545.49  | 0.26%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** Guggenheim Funds Trust

**Signature:** James Howley

**Name of Signer:** James Howley

**Title:** Chief Financial Officer