# EDGAR Filing Document

**Accession Number:** 0000804239
**File Stem:** 0002048251-26-004561
**Filing Date:** 2026-5
**Character Count:** 414853
**Document Hash:** 6bbe6945ab2a5c65ccb8d714a41dd418
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-004561.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0002048251-26-004561

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL MANAGED TRUST
- **CENTRAL INDEX KEY:** 0000804239

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** PA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04878
- **FILM NUMBER:** 261041959

**BUSINESS ADDRESS:**
- **STREET 1:** 2 OLIVER ST
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 8003455734

**MAIL ADDRESS:**
- **STREET 1:** SEI INVESTMENTS
- **STREET 2:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRUSTFUNDS INSTITUTIONAL MANAGED TRUST
- **DATE OF NAME CHANGE:** 19890509

## Series and Classes Contracts Data

### SIMT MULTI-ASSET INCOME FUND (Series ID: S000035780)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000109625 | Class F      | SIOAX           |
| C000147404 | Class Y      | SLIYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL MANAGED TRUST

- **b. Investment Company Act file number:** 811-04878

- **c. CIK number of Registrant:** 0000804239

- **d. LEI of Registrant:** 9FTE3UO0Y1HGMNV0D371

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

  - **Street Address 1:** 2 OLIVER STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003455734

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

- **a. Name of Series:** SIMT Multi-Asset Income Fund

- **b. EDGAR series identifier (if any):** S000035780

- **c. LEI of Series:** 0ZCM0U5P3NFTL2OJ8D74

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $509258591.20

**Total Liabilities:** $4899935.78

**Net Assets:** $504358655.42

**Cash Not Reported:** $7052883.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -356.26461956 | **1-Year:** -8876.20879697 | **5-Year:** -20458.78130663 | **10-Year:** -14086.26587738 | **30-Year:** -3854.65053995

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

- **3-Month:** -743.13907688 | **1-Year:** -20356.17042116 | **5-Year:** -44473.46835694 | **10-Year:** -17778.00520127 | **30-Year:** -2994.50725325

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000109625 | -1.68%               | 1.01%                | 1.58%                |
| Class ID C000147404 | -1.77%               | 1.01%                | 1.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2889901.40              | $-16030303.90                              |
| Month 2  | $-1542654.58             | $5993035.06                                |
| Month 3  | $-969231.85              | $6647444.14                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MARS, INCORPORATED                                                           | MARS INC 144A 5.000000% 03/01/2032                                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    675000 | PA      | $683015.00    | 0.14%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 6.500000% MATURITY: PERPETUAL                            | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1149271.20   | 0.23%             | 2174-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG, INC.                                                     | VENTURE GLOBAL LNG INC 144A 7.000000% 01/15/2030                             | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    375000 | PA      | $382894.88    | 0.08%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | Credit Default Swap                                                          | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DCR              |  | US        |  -5047163 | NC      | $89571.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2024-CES3 TPMT 2024-CES3 A2                        | CUSIP: 89183EAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1009630.70   | 0.20%             | 2064-05-25      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI S.P.A.                                                  | UNIPOL ASSICURAZIONI SPA COMMON STOCK                                        | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               |  | IT        |     21232 | NS      | $491668.31    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC.                                       | ARTISAN PARTNERS ASSET MA -A COMMON STOCK                                    | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               |  | US        |      3359 | NS      | $122234.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC.                                                            | STONEX GROUP INC 144A 7.875000% 03/01/2031                                   | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    420000 | PA      | $436223.34    | 0.09%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                           | CERDIA FINANZ GMBH 144A 9.375000% 10/03/2031                                 | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | NUSS              | DE        |    200000 | PA      | $198106.00    | 0.04%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                                 | BIOMARIN PHARMACEUTICAL INC 144A 5.500000% 02/15/2034                        | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196911.30    | 0.04%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                            | CSC HOLDINGS LLC 144A 3.375000% 02/15/2031                                   | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $132175.71    | 0.03%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                     | CHORD ENERGY CORP 144A 6.750000% 03/15/2033                                  | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    425000 | PA      | $438787.93    | 0.09%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORPORATION                                                         | ECHOSTAR CORP 10.750000% 11/30/2029                                          | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    430000 | PA      | $464507.83    | 0.09%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS, L.P.                                                      | ARCHROCK PARTNERS LP / ARCHROCK PARTNERS FINANCE C 6.625000% 09/01/2032      | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    320000 | PA      | $326289.60    | 0.06%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION, INC.                                                     | WESCO DISTRIBUTION INC 5.250000% 04/15/2031                                  | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129224.02    | 0.03%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                         | DISH DBS CORP 144A 5.250000% 12/01/2026                                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $431269.16    | 0.09%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REF: EUR006M INDEX                                                           | REF: EUR006M INDEX BRK: BANCO SANTANDER, S. A.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   4040000 | NC      | $-57371.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PLANO HOLDCO, INC.                                                           | PLANO HOLDCO, INC. 10/2/2031                                                 | CUSIP: 72712EAB3<br>LEI: N/A                  | Long             | LON              |  | US        |    419966 | PA      | $335973.18    | 0.07%             | 2031-10-02      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-27 IA                      | CUSIP: 38379VUJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    183482 | PA      | $24180.71     | 0.00%             | 2045-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LONDONMETRIC PROPERTY PLC                                                    | LONDONMETRIC PROPERTY PLC REIT                                               | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               |  | GB        |    106031 | NS      | $255180.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                   | GLS AUTO RECEIVABLES ISSUER TRUST 2026-1 GCAR 2026-1A C                      | CUSIP: 36274AAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    485000 | PA      | $480177.74    | 0.10%             | 2031-11-17      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                          | AFFIRM MASTER TRUST AFRMT 2025-2A B                                          | CUSIP: 00833BAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600000 | PA      | $601406.76    | 0.12%             | 2033-07-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS, LLC                                           | VENTURE GLOBAL CALCASIEU PASS LLC 144A 6.250000% 01/15/2030                  | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    375000 | PA      | $383558.25    | 0.08%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                        | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 8.750000% 01/29/2034              | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    360000 | PA      | $352800.00    | 0.07%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Plus500 Ltd                                                                  | PLUS500 LTD COMMON STOCK                                                     | CUSIP: N/A<br>LEI: 549300X8NGW9C5OJZU13       | Long             | EC               |  | GB        |      3618 | NS      | $195225.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWDEN UK REFINANCE 2 PLC                                                    | HOWDEN UK REFINANCE PLC / HOWDEN UK REFINANCE 2 PL 8.125000% 02/15/2032      | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | NUSS              | GB        |   1630000 | PA      | $1527228.17   | 0.30%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING, LLC                                                     | BROWN GROUP HOLDING, LLC 7/1/2031                                            | CUSIP: 11565HAD8<br>LEI: N/A                  | Long             | LON              |  | US        |   1513505 | PA      | $1514836.91   | 0.30%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                 | ROYAL CARIBBEAN CRUISES LTD 144A 6.250000% 03/15/2032                        | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | NUSS              | US        |    325000 | PA      | $332274.73    | 0.07%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing B.V.                                                    | VZ SECURED FINANCING BV 144A 5.000000% 01/15/2032                            | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | NUSS              | NL        |    485000 | PA      | $415740.06    | 0.08%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arby'S/Inspire Brands 11/25 Cov-Lite                                         | Arby'S/Inspire Brands 11/25 Cov-Lite 12/15/2030                              | CUSIP: 44988LAM9<br>LEI: N/A                  | Long             | LON              |  | US        |    785522 | PA      | $783149.40    | 0.16%             | 2030-12-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM LP                                                            | HESS MIDSTREAM LP - CLASS A COMMON STOCK                                     | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               |  | US        |      5048 | NS      | $196215.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Ukraine                                                          | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 0.000000% 02/01/2035              | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    209322 | PA      | $96979.40     | 0.02%             | 2035-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING COMPANY                                                    | VERITIV OPERATING CO 144A 10.500000% 11/30/2030                              | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25981.20     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE                                                             | BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS 5.333000% 02/15/2028              | CUSIP: G13201AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     40000 | PA      | $40102.53     | 0.01%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS 5/24 TLB4                                               | BROADSTREET PARTNERS 5/24 TLB4 6/13/2031                                     | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              |  | US        |    473264 | PA      | $461020.78    | 0.09%             | 2031-06-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2015-30 SJ                                             | CUSIP: 3136ANRY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    958945 | PA      | $71998.09     | 0.01%             | 2045-05-25      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 6.250000% 11/09/2032                                             | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2088142.34   | 0.41%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                            | SM ENERGY CO 144A 7.000000% 08/01/2032                                       | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275695.38    | 0.05%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER, LLC                                              | RIVERS ENTERPRISE BORROWER LLC 144A 6.250000% 10/15/2030                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $254356.43    | 0.05%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                         | DISH DBS CORP 144A 5.750000% 12/01/2028                                      | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $27081.39     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES, LP                                                     | RHP HOTEL PROPERTIES LP / RHP FINANCE CORP 144A 6.500000% 06/15/2033         | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96736.22     | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARD Finance S.A.                                                             | ARD FINANCE SA 144A 6.500000% 06/30/2027                                     | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | NUSS              | LU        |         1 | PA      | $0.01         | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US 5YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       191 | NC      | $20662320.31  | 4.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                                    | MINERAL RESOURCES LTD 144A 7.000000% 04/01/2031                              | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | NUSS              | AU        |    245000 | PA      | $250370.26    | 0.05%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| THE CHEMOURS COMPANY                                                         | CHEMOURS CO/THE 144A 8.000000% 01/15/2033                                    | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246337.95    | 0.05%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                     | TRINITY RAIL LEASING 2019-1 LLC TRL 2019-1A A                                | CUSIP: 89657BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    717274 | PA      | $716905.42    | 0.14%             | 2049-04-17      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                    | AGREE LP 2.900000% 10/01/2030                                                | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    165000 | PA      | $152404.84    | 0.03%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Opella TL B 04/28/2032                                                       | Opella TL B 04/28/2032 4/28/2032                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    472625 | PA      | $472133.47    | 0.09%             | 2032-04-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                    | REALTY INCOME CORP 2.850000% 12/15/2032                                      | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    355000 | PA      | $314861.63    | 0.06%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Aena, S.M.E., S.A.                                                           | AENA SME SA COMMON STOCK                                                     | CUSIP: E526LK101<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               |  | ES        |     36630 | NS      | $1080297.41   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PANTHER ESCROW ISSUER, LLC                                                   | PANTHER ESCROW ISSUER LLC 144A 7.125000% 06/01/2031                          | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    444000 | PA      | $445491.40    | 0.09%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY                        | JOHNSON CONTROLS INTERNATIONAL PLC / TYCO FIRE & S 4.900000% 12/01/2032      | CUSIP: 47837RAE0<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | NUSS              | US        |    140000 | PA      | $140536.73    | 0.03%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                     | FOUNDATION FINANCE TRUST 2021-1 FFIN 2021-1A D                               | CUSIP: 35041LAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    929892 | PA      | $922017.72    | 0.18%             | 2041-05-15      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL L TL B                                                        | CLARIOS GLOBAL L TL B 1/28/2032                                              | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              |  | US        |    945250 | PA      | $941941.63    | 0.19%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                       | NEW ECONOMY ASSETS - PHASE 1 SPONSOR LLC USRE 2021-1 A1                      | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $629535.30    | 0.12%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| UWM HOLDINGS, LLC                                                            | UWM HOLDINGS LLC 144A 6.250000% 03/15/2031                                   | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    553000 | PA      | $503609.08    | 0.10%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Company                                            | PERRIGO FINANCE UNLIMITED CO 6.125000% 09/30/2032                            | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | NUSS              | US        |    155000 | PA      | $141426.78    | 0.03%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE CORPORATION                                                | CREDIT ACCEPTANCE CORP 144A 6.625000% 03/15/2030                             | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $371127.00    | 0.07%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS, INC.                                                      | QUIKRETE HOLDINGS INC 144A 6.750000% 03/01/2033                              | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    420000 | PA      | $426568.80    | 0.08%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                          | FIFTH THIRD BANCORP COMMON STOCK                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               |  | US        |     33018 | NS      | $1534016.28   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY, LLC                                                     | TALEN ENERGY SUPPLY LLC 144A 6.500000% 02/01/2036                            | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236628.72    | 0.05%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES INCORPORATED                                               | AMSTED INDUSTRIES INC 144A 6.375000% 03/15/2033                              | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115569.25    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CINEWORLD GROUP PLC DUMMY ID                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      6900 | NS      | $121239.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND TRUST                                        | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-EDU1 LLC BVCLN 2024-EDU1 C          | CUSIP: 07336PAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    890366 | PA      | $893505.09    | 0.18%             | 2047-06-25      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                    | MEXICO CITY AIRPORT TRUST 144A 3.875000% 04/30/2028                          | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1190000 | PA      | $1167080.24   | 0.23%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLERIOT US BIDCO INC.                                                        | BLERIOT US BIDCO INC. 10/31/2030                                             | CUSIP: 09353TAJ9<br>LEI: N/A                  | Long             | LON              |  | US        |    221071 | PA      | $221227.90    | 0.04%             | 2030-10-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                | BROADCOM INC 3.469000% 04/15/2034                                            | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    165000 | PA      | $148572.30    | 0.03%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                     | SIERRA TIMESHARE 2024-2 RECEIVABLES FUNDING LLC SRFC 2024-2A C               | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    381976 | PA      | $385051.92    | 0.08%             | 2041-06-20      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST                                             | VISTA POINT SECURITIZATION TRUST 2025-CES3 VSTA 2025-CES3 A3                 | CUSIP: 92842MAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    300000 | PA      | $299478.51    | 0.06%             | 2055-11-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| ARCOSA, INC.                                                                 | ARCOSA INC 144A 6.875000% 08/15/2032                                         | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117833.95    | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pan American Energy, S.L., Sucursal Argentina                                | PAN AMERICAN ENERGY LLC/ARGENTINA 144A 8.500000% 04/30/2032                  | CUSIP: 69784DAD0<br>LEI: 529900QG9TOWTXWOBF90 | Long             | DBT              | NUSS              | AR        |    350000 | PA      | $370790.01    | 0.07%             | 2032-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                | PEPSICO INC COMMON STOCK                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |     13027 | NS      | $2022962.83   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-6 SA                       | CUSIP: 38381BG65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    132415 | PA      | $14509.87     | 0.00%             | 2049-01-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                | STARWOOD PROPERTY TRUST INC 144A 7.250000% 04/01/2029                        | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154444.35    | 0.03%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HARVEST COMMERCIAL CAPITAL LOAN TRUST                                        | HARVEST COMMERCIAL CAPITAL LOAN TRUST 2025-1 HCCLT 2025-1 M4                 | CUSIP: 41757CAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    988017 | PA      | $1010233.01   | 0.20%             | 2057-06-25      | Floating      | 9.04%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP 3.419000% 12/20/2028                                    | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1940183.69   | 0.38%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| PETRONAS GAS BERHAD                                                          | PETRONAS GAS BHD COMMON STOCK                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |     41048 | NS      | $182431.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY 5.664000% 04/17/2036                                          | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291914.77    | 0.06%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| First BanCorp.                                                               | FIRST BANCORP PUERTO RICO COMMON STOCK                                       | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               |  | US        |      8361 | NS      | $178590.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | MCCLATCHY MEDIA CO LLC 144A 8.500000% 09/01/2026                             | CUSIP: 02862PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1304490 | PA      | $1390912.46   | 0.28%             | 2026-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                          | NISSAN MOTOR ACCEPTANCE CO LLC MTN 6.125000% 09/30/2030                      | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    515000 | PA      | $494936.12    | 0.10%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                         | LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPI 7.000000% 07/15/2031      | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361804.10    | 0.07%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sazerac 12/25 Cov-Lite TLB                                                   | Sazerac 12/25 Cov-Lite TLB 7/9/2032                                          | CUSIP: 80583EAP1<br>LEI: N/A                  | Long             | LON              |  | US        |    498750 | PA      | $498056.74    | 0.10%             | 2032-07-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH, LLC                                                             | ADAPTHEALTH LLC 144A 4.625000% 08/01/2029                                    | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $181023.11    | 0.04%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORPORATION                                                   | SELECT MEDICAL CORP 144A 6.250000% 12/01/2032                                | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    775000 | PA      | $738650.85    | 0.15%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                            | CSC HOLDINGS LLC 144A 5.750000% 01/15/2030                                   | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $94895.30     | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                     | SIERRA TIMESHARE 2024-2 RECEIVABLES FUNDING LLC SRFC 2024-2A D               | CUSIP: 82650DAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    190988 | PA      | $193178.06    | 0.04%             | 2041-06-20      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| COMPUTERSHARE LIMITED                                                        | COMPUTERSHARE LTD COMMON STOCK                                               | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               |  | AU        |     26921 | NS      | $527061.31    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                                                | UNIVISION COMMUNICATIONS INC 144A 9.375000% 08/01/2032                       | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    375000 | PA      | $386480.69    | 0.08%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| LANCASHIRE HOLDINGS LIMITED                                                  | LANCASHIRE HOLDINGS LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 5493002UNUYXLHOWF752       | Long             | EC               |  | GB        |     11545 | NS      | $89365.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                              | CARMAX SELECT RECEIVABLES TRUST 2024-A CMXS 2024-A D                         | CUSIP: 14319FAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1022741.60   | 0.20%             | 2030-12-16      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | INTESA SANPAOLO COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               |  | IT        |    286821 | NS      | $1729192.22   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Republique de Cote d'Ivoire                                                  | IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A 4.875000% 01/30/2032          | CUSIP: BM7280605<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1210000 | PA      | $1296106.69   | 0.26%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST                                                       | MARLETTE FUNDING TRUST 2024-1 MFT 2024-1A B                                  | CUSIP: 57108VAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    381946 | PA      | $383126.95    | 0.08%             | 2034-07-17      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                                      | LEVEL 3 FINANCING INC 144A 8.500000% 01/15/2036                              | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    810000 | PA      | $845163.49    | 0.17%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-1 SN                       | CUSIP: 38381BZG2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    166272 | PA      | $19036.17     | 0.00%             | 2049-01-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                 | MONDELEZ INTERNATIONAL INC-A COMMON STOCK                                    | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               |  | US        |     28825 | NS      | $1661473.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC.                                                          | ALLY FINANCIAL INC 4.700000% MATURITY: PERPETUAL                             | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1146458.28   | 0.23%             | 2174-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC.                                                      | ATHENAHEALTH GROUP INC 144A 6.500000% 02/15/2030                             | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    725000 | PA      | $680502.18    | 0.13%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-78 DI                      | CUSIP: 38382FV84<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    539229 | PA      | $116589.73    | 0.02%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING, LLC                                                       | DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIG 5.875000% 08/15/2027      | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    371000 | PA      | $370609.04    | 0.07%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 5.015000% 07/22/2033                                | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    525000 | PA      | $528101.19    | 0.10%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ANKURA 12/24 COV-LITE                                                        | ANKURA 12/24 COV-LITE 12/29/2031                                             | CUSIP: 03539PAJ7<br>LEI: N/A                  | Long             | LON              |  | US        |    955853 | PA      | $910450.25    | 0.18%             | 2031-12-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC.                                                           | NEXSTAR MEDIA INC 144A 6.500000% 09/15/2033                                  | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    820000 | PA      | $826247.58    | 0.16%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                       | MCDONALD'S CORP COMMON STOCK                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               |  | US        |      1009 | NS      | $313587.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Guatemala                                                       | REPUBLIC OF GUATEMALA 4.875000% 02/13/2028                                   | CUSIP: P5015VAE6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    590000 | PA      | $585486.50    | 0.12%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                                             | TRANSOCEAN INTERNATIONAL LTD 144A 8.250000% 05/15/2029                       | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | NUSS              | US        |    115000 | PA      | $118824.21    | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                                      | MOLINA HEALTHCARE INC 144A 6.250000% 01/15/2033                              | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    565000 | PA      | $547818.71    | 0.11%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                                    | HUB INTERNATIONAL LTD 144A 7.375000% 01/31/2032                              | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285589.64    | 0.06%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                            | WBI OPERATING LLC 144A 6.250000% 10/15/2030                                  | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    425000 | PA      | $427533.00    | 0.08%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Discovery Energy/Kohler 1/26 (USD) Cov-Lite                                  | Discovery Energy/Kohler 1/26 (USD) Cov-Lite 5/1/2031                         | CUSIP: 25472PAD2<br>LEI: N/A                  | Long             | LON              |  | US        |    390254 | PA      | $389278.17    | 0.08%             | 2031-05-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ELM TRUST                                                                    | ELM TRUST 2024-ELM ELM 2024-ELM B15                                          | CUSIP: 26860XAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1002261.10   | 0.20%             | 2039-06-10      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                 | PETROLEOS DE VENEZUELA SA VARIABLE RATE 04/12/2027                           | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |   2570000 | PA      | $854011.00    | 0.17%             | 2027-04-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.                                 | FIDELITY NATIONAL INFORMATION SERVICES INC 4.800000% 03/10/2031              | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    545000 | PA      | $540722.43    | 0.11%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LIMITED                                                        | TELSTRA GROUP LTD COMMON STOCK                                               | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               |  | AU        |    205804 | NS      | $754185.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                           | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDIN 7.375000% 10/01/2032      | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    410000 | PA      | $406084.99    | 0.08%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY MTN 4.889000% 07/20/2033                                      | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    525000 | PA      | $521648.41    | 0.10%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| NN Group N.V.                                                                | NN GROUP NV COMMON STOCK                                                     | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               |  | NL        |     13887 | NS      | $1081099.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC.                                                           | HERC HOLDINGS INC 144A 7.000000% 06/15/2030                                  | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    380000 | PA      | $389640.22    | 0.08%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                          | KINETIK HOLDINGS LP 144A 6.625000% 12/15/2028                                | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152538.45    | 0.03%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS, LLC                                        | HOWARD MIDSTREAM ENERGY PARTNERS LLC 144A 7.375000% 07/15/2032               | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $403278.33    | 0.08%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CAL-MAINE FOODS, INC.                                                        | CAL-MAINE FOODS INC COMMON STOCK                                             | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               |  | US        |      2283 | NS      | $180699.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRKCM TRUST                                                                  | PRKCM 2024-HOME1 TRUST PRKCM 2024-HOME1 M1                                   | CUSIP: 69391XAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1006786.20   | 0.20%             | 2059-05-25      | Floating      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS, INC.                                                      | QUIKRETE HOLDINGS INC 144A 6.375000% 03/01/2032                              | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    385000 | PA      | $390391.16    | 0.08%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING LLC                                                              | CLI FUNDING VIII LLC CLIF 2025-R A                                           | CUSIP: 12572DAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    859297 | PA      | $851468.62    | 0.17%             | 2050-06-21      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| CQP HOLDCO LP                                                                | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 144A 5.500000% 06/15/2031           | CUSIP: 12657NAA8<br>LEI: 549300LPL012JY5D4B69 | Long             | DBT              | CORP              | US        |    689000 | PA      | $671942.15    | 0.13%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                                          | ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 9.125000% 11/26/2049               | CUSIP: 035198AE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    740000 | PA      | $644318.59    | 0.13%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ACRISURE, LLC                                                                | ACRISURE LLC / ACRISURE FINANCE INC 144A 6.000000% 08/01/2029                | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1000040.33   | 0.20%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                   | SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 3.100000% 01/15/2030            | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    169886 | PA      | $156039.31    | 0.03%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARDAGH/YEOMAN CAP SA DUMMY                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     15027 | NS      | $105189.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                          | SUZANO AUSTRIA GMBH 3.125000% 01/15/2032                                     | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | NUSS              | BR        |    290000 | PA      | $255032.24    | 0.05%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV, LLC                                                  | MAJORDRIVE HOLDINGS IV LLC 144A 6.375000% 06/01/2029                         | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    590000 | PA      | $436402.41    | 0.09%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                          | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 4.500000% 02/01/2035              | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    219914 | PA      | $115251.14    | 0.02%             | 2035-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                                         | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A 7.500000% 03/15/2033                 | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    232000 | PA      | $245687.54    | 0.05%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CORECIVIC, INC.                                                              | CORECIVIC INC 4.750000% 10/15/2027                                           | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    535000 | PA      | $530151.99    | 0.11%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SESI, L.L.C.                                                                 | SESI LLC 144A 7.875000% 09/30/2030                                           | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56084.16     | 0.01%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                | FREEDOM MORTGAGE HOLDINGS LLC 144A 7.875000% 04/01/2033                      | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51566.52     | 0.01%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                              | MADISON IAQ LLC 144A 5.875000% 06/30/2029                                    | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    310000 | PA      | $304004.48    | 0.06%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                               | TRANSDIGM INC 144A 7.125000% 12/01/2031                                      | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15482.34     | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                         | M&T BANK CORP 5.053000% 01/27/2034                                           | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    495000 | PA      | $488925.52    | 0.10%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| STORE MASTER FUNDING LLC                                                     | STORE MASTER FUNDING I-VII XIV XIX XX XXIV STR 2023-1A A2                    | CUSIP: 86212XAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1084417 | PA      | $1086698.78   | 0.22%             | 2053-06-20      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                                              | STREAM INNOVATIONS 2024-1 ISSUER TRUST STRE 2024-1A A                        | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    607054 | PA      | $624887.50    | 0.12%             | 2044-07-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC.                                                             | GEN DIGITAL INC 144A 6.250000% 04/01/2033                                    | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    270000 | PA      | $262471.21    | 0.05%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 2.750000% 06/01/2031                                                | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    355000 | PA      | $324624.18    | 0.06%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                             | PHILIP MORRIS INTERNATIONAL COMMON STOCK                                     | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |     12284 | NS      | $2031036.56   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Republic of Nigeria                                                  | NIGERIA GOVERNMENT INTERNATIONAL BOND 144A 7.696000% 02/23/2038              | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    690000 | PA      | $665668.97    | 0.13%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO, INC.                                                    | OAK-EAGLE ACQUIRECO INC 144A 7.250000% 07/01/2033                            | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170955.58    | 0.03%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Luna 1.5 S.a r.l.                                                            | LUNA 1.5 SARL 144A 12.000000% 07/01/2032                                     | CUSIP: 550356AA7<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | NUSS              | LU        |   1013000 | PA      | $1061296.03   | 0.21%             | 2032-07-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Bank of America                                                              | Credit Default Swap                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DCR              |  | US        |  -2900000 | NC      | $152156.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC.                                                                  | DAVITA INC 144A 3.750000% 02/15/2031                                         | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    714000 | PA      | $654699.83    | 0.13%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                                        | DBR LAND HOLDINGS LLC 144A 6.250000% 12/01/2030                              | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $435370.70    | 0.09%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                         | DISH DBS CORP 5.125000% 06/01/2029                                           | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $178724.36    | 0.04%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                  | SBNA AUTO RECEIVABLES TRUST 2025-SF1 SBAT 2025-SF1 C                         | CUSIP: 78437XAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    524947 | PA      | $526067.98    | 0.10%             | 2031-04-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| KDX Realty Investment Corporation                                            | KDX REALTY INVESTMENT CO REIT                                                | CUSIP: N/A<br>LEI: 353800FFT483NCIHFY42       | Long             | EC               |  | JP        |       220 | NS      | $223360.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORPORATION                                                       | MURPHY OIL CORP 6.000000% 10/01/2032                                         | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    261000 | PA      | $259230.63    | 0.05%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE HERTZ CORPORATION                                                        | HERTZ CORP/THE 144A 12.625000% 07/15/2029                                    | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    203000 | PA      | $178123.14    | 0.04%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                                   | SPRINT CAPITAL CORP 8.750000% 03/15/2032                                     | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    480000 | PA      | $570753.64    | 0.11%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                 | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FI 5.750000% 10/15/2033      | CUSIP: 03690AAM8<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    273000 | PA      | $269971.39    | 0.05%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG, INC.                                                     | VENTURE GLOBAL LNG INC 144A 8.125000% 06/01/2028                             | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64431.42     | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                                      | LEVEL 3 FINANCING INC 144A 6.875000% 06/30/2033                              | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    515000 | PA      | $524435.39    | 0.10%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP 5.045000% 02/06/2037                                    | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1682319.56   | 0.33%             | 2037-02-06      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS, INC.                                                  | QXO BUILDING PRODUCTS INC 144A 6.750000% 04/30/2032                          | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    265000 | PA      | $270297.62    | 0.05%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 5.350000% 05/04/2033                                             | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    430000 | PA      | $418595.91    | 0.08%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                          | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 4.500000% 02/01/2036              | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    202863 | PA      | $104101.49    | 0.02%             | 2036-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                               | CME GROUP INC COMMON STOCK                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               |  | US        |      6989 | NS      | $2064201.15   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDS CHINA LTD.                                                             | SANDS CHINA LTD 2.850000% 03/08/2029                                         | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | NUSS              | MO        |    200000 | PA      | $188332.38    | 0.04%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                                          | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 6.750000% 01/15/2036                 | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $349520.16    | 0.07%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 5.700000% 02/04/2036                                             | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    465000 | PA      | $447092.06    | 0.09%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                         | CARNIVAL CORP 144A 6.125000% 02/15/2033                                      | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | NUSS              | US        |    425000 | PA      | $429260.63    | 0.09%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS, LP                                                 | USA COMPRESSION PARTNERS LP / USA COMPRESSION FINA 6.250000% 10/01/2033      | CUSIP: 91740PAH1<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224292.38    | 0.04%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                  | PROSUS NV MTN 4.027000% 08/03/2050                                           | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |    560000 | PA      | $374597.99    | 0.07%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Puma International Financing S.A.                                            | PUMA INTERNATIONAL FINANCING SA 144A 7.750000% 04/25/2029                    | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | NUSS              | SG        |    350000 | PA      | $357131.80    | 0.07%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC.                                                               | TIDEWATER INC 144A 9.125000% 07/15/2030                                      | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    625000 | PA      | $665832.50    | 0.13%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| API GROUP DE, INC.                                                           | API GROUP DE INC 144A 4.125000% 07/15/2029                                   | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    851000 | PA      | $810391.39    | 0.16%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                           | NEWELL BRANDS INC 6.375000% 05/15/2030                                       | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105590.61    | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC.                                                            | AMC NETWORKS INC 144A 10.500000% 07/15/2032                                  | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    191000 | PA      | $188502.50    | 0.04%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                                       | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE C 10.000000% 11/15/2029     | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    775000 | PA      | $763489.86    | 0.15%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EXPRESS OIL/MAVIS TIRE 1/25 TL                                               | EXPRESS OIL/MAVIS TIRE 1/25 TL 5/4/2028                                      | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              |  | US        |    940500 | PA      | $938976.39    | 0.19%             | 2028-05-04      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                | COLLEGE AVE STUDENT LOANS 2024-B LLC CASL 2024-B B                           | CUSIP: 19423UAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1017342.80   | 0.20%             | 2054-08-25      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                               | TRANSDIGM INC 144A 6.750000% 08/15/2028                                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    355000 | PA      | $359309.70    | 0.07%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                 | ROCKIES EXPRESS PIPELINE LLC 144A 6.875000% 04/15/2040                       | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54750.66     | 0.01%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COREWEAVE, INC.                                                              | COREWEAVE INC 144A 9.000000% 02/01/2031                                      | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    786000 | PA      | $747893.86    | 0.15%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                          | IMPERIAL BRANDS PLC COMMON STOCK                                             | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               |  | GB        |     35603 | NS      | $1438284.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT-WEST LIFECO INC.                                                       | GREAT-WEST LIFECO INC COMMON STOCK                                           | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               |  | CA        |     14062 | NS      | $656471.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET MORTGAGE, LLC                                                         | ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER IN 3.625000% 03/01/2029      | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    340000 | PA      | $321977.38    | 0.06%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                                                   | UNITED NATURAL FOODS INC 144A 6.750000% 10/15/2028                           | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305240.34    | 0.06%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 6.625000% MATURITY: PERPETUAL                                  | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    845000 | PA      | $845633.94    | 0.17%             | 2174-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047                                 | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     16000 | PA      | $12766.64     | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE, INC.                                                              | COREWEAVE INC 144A 9.250000% 06/01/2030                                      | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1433000 | PA      | $1392387.92   | 0.28%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                  | GOEASY LTD 144A 6.875000% 02/15/2031                                         | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | NUSS              | CA        |    445000 | PA      | $358004.68    | 0.07%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST                                             | VISTA POINT SECURITIZATION TRUST 2025-CES3 VSTA 2025-CES3 A1                 | CUSIP: 92842MAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    277471 | PA      | $276504.11    | 0.05%             | 2055-11-25      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-78 SE                      | CUSIP: 38381WVB1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    104937 | PA      | $11003.56     | 0.00%             | 2049-06-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                  | FCCU AUTO RECEIVABLES TRUST 2024-1 FCCU 2024-1A D                            | CUSIP: 30336CAN5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1028586.20   | 0.20%             | 2032-07-15      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| KODIAK GAS SERVICES, LLC                                                     | KODIAK GAS SERVICES LLC 144A 5.875000% 04/01/2031                            | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160792.38    | 0.03%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                             | NRG ENERGY INC 144A 5.750000% 07/15/2029                                     | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    666000 | PA      | $665004.33    | 0.13%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OZK                                                                     | BANK OZK COMMON STOCK                                                        | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               |  | US        |      5226 | NS      | $239821.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OTSUKA CORPORATION                                                           | OTSUKA CORP COMMON STOCK                                                     | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               |  | JP        |     11849 | NS      | $226296.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                     | COLT 2025-1 MORTGAGE LOAN TRUST COLT 2025-1 M1                               | CUSIP: 196920AF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $759775.73    | 0.15%             | 2070-01-25      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                                                | REGIONS FINANCIAL CORP COMMON STOCK                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               |  | US        |     46958 | NS      | $1226542.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE GROUP PLC                               | CALIFORNIA BUYER LTD / ATLANTICA SUSTAINABLE INFRA 6.375000% 02/15/2032      | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | NUSS              | GB        |    800000 | PA      | $781659.52    | 0.15%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER, LLC                                                         | LIGHTNING POWER LLC 144A 7.250000% 08/15/2032                                | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    365000 | PA      | $379409.38    | 0.08%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                 | FX Forward Contract: USD/GBP SETTLE 2026-04-28                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $42728.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-109 IH                     | CUSIP: 38380ABR7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    504025 | PA      | $79468.72     | 0.02%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SITC International Holdings Co Ltd                                           | SITC INTERNATIONAL HOLDINGS COMMON STOCK                                     | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               |  | HK        |     67831 | NS      | $297037.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                   | JP MORGAN MORTGAGE TRUST SERIES 2026-NQX1 JPMMT 2026-NQX1 A2                 | CUSIP: 46594QAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $501015.00    | 0.10%             | 2066-07-25      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY 3/24 COV-LITE TLB                                                 | NRG ENERGY 3/24 COV-LITE TLB 4/16/2031                                       | CUSIP: 62937NBC0<br>LEI: N/A                  | Long             | LON              |  | US        |   1481156 | PA      | $1482770.24   | 0.29%             | 2031-04-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| AJ BELL PLC                                                                  | AJ BELL PLC COMMON STOCK                                                     | CUSIP: N/A<br>LEI: 213800VNKA7DPWXWJJ36       | Long             | EC               |  | GB        |     17618 | NS      | $109148.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                                              | STREAM INNOVATIONS 2024-2 ISSUER TRUST STRE 2024-2A B                        | CUSIP: 86324EAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    477181 | PA      | $487426.35    | 0.10%             | 2045-02-15      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| LIFEPOINT HEALTH, INC.                                                       | LIFEPOINT HEALTH INC 144A 9.875000% 08/15/2030                               | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $306678.48    | 0.06%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                    | O'REILLY AUTOMOTIVE INC 5.100000% 03/12/2036                                 | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197382.04    | 0.04%             | 2036-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                                   | KIMBERLY-CLARK CORP COMMON STOCK                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |     16409 | NS      | $1582976.23   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP HOLDINGS II, LLC                                                 | MATCH GROUP HOLDINGS II LLC 144A 3.625000% 10/01/2031                        | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97799.39     | 0.02%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LIMITED                                                       | ARDONAGH FINCO LTD 144A 7.750000% 02/15/2031                                 | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | NUSS              | GB        |    210000 | PA      | $212460.57    | 0.04%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CARETRUST REIT, INC.                                                         | CARETRUST REIT INC REIT                                                      | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |      9719 | NS      | $356201.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 1261229 B.C. LTD.                                                            | 1261229 BC LTD 144A 10.000000% 04/15/2032                                    | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    310000 | PA      | $317391.64    | 0.06%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| United Urban Investment Corporation                                          | UNITED URBAN INVESTMENT CORP REIT                                            | CUSIP: N/A<br>LEI: 353800GYZWBD7BDCN841       | Long             | EC               |  | JP        |       157 | NS      | $168754.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                                | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FI 6.000000% 12/31/2030      | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154210.48    | 0.03%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                               | OPAL BIDCO SAS 144A 6.500000% 03/31/2032                                     | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | NUSS              | FR        |    885000 | PA      | $885853.14    | 0.18%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                                             | UNLOCK HEA TRUST 2024-1 UNLOK 2024-1 A                                       | CUSIP: 91530QAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    883676 | PA      | $880662.58    | 0.17%             | 2039-04-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC.                                                                  | ABBVIE INC COMMON STOCK                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |      9367 | NS      | $2037228.83   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| XHR LP                                                                       | XHR LP 144A 4.875000% 06/01/2029                                             | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    653000 | PA      | $632591.40    | 0.13%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENGINEERED MACHY HLDGS INC                                                   | ENGINEERED MACHY HLDGS INC 11/26/2032                                        | CUSIP: 26658NAU3<br>LEI: N/A                  | Long             | LON              |  | XX        |    312000 | PA      | $358064.85    | 0.07%             | 2032-11-26      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                            | SM ENERGY CO 144A 6.750000% 08/01/2029                                       | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172574.99    | 0.03%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LANDMARK DATA CENTERS                                                        | LMDV ISSUER CO LLC LMDV 2025-1A B                                            | CUSIP: 538908AC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $499025.10    | 0.10%             | 2055-12-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                                         | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A 7.125000% 02/15/2031                 | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    209000 | PA      | $218968.31    | 0.04%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES, LLC                                                     | KODIAK GAS SERVICES LLC 144A 6.750000% 10/01/2035                            | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213341.52    | 0.04%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS, INC.                                                      | QNITY ELECTRONICS INC 144A 5.750000% 08/15/2032                              | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230273.93    | 0.05%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORPORATION                                                     | IMOLA MERGER CORP 144A 4.750000% 05/15/2029                                  | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    464000 | PA      | $450977.24    | 0.09%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | PETROLEOS MEXICANOS 7.690000% 01/23/2050                                     | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    406000 | PA      | $351591.01    | 0.07%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS, INC.                                                   | NORTHERN OIL & GAS INC 144A 7.875000% 10/15/2033                             | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186237.54    | 0.04%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                                                 | HILTON GRAND VACATIONS TRUST 2024-2 HGVT 2024-2A D                           | CUSIP: 43283JAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    506854 | PA      | $517209.25    | 0.10%             | 2038-03-25      | Fixed         | 6.91%                 | Yes           |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST                                    | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1 GDLP 2025-1A A              | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    334686 | PA      | $335733.53    | 0.07%             | 2049-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS, INC.                                              | DISCOVERY GLOBAL HOLDINGS INC 5.141000% 03/15/2052                           | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    420000 | PA      | $255150.00    | 0.05%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                   | ANGLO AMERICAN CAPITAL PLC 144A 5.625000% 04/01/2030                         | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    500000 | PA      | $515587.81    | 0.10%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES LTD                                                     | VOC ESCROW LTD 144A 5.000000% 02/15/2028                                     | CUSIP: 91832VAA2<br>LEI: 549300HGB20LALDWOS12 | Long             | DBT              | NUSS              | US        |    235000 | PA      | $234032.41    | 0.05%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc                                                              | GRAY MEDIA INC 144A 7.250000% 08/15/2033                                     | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    179000 | PA      | $180373.11    | 0.04%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                       | FAIR ISAAC CORP 144A 6.000000% 05/15/2033                                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    447000 | PA      | $438605.97    | 0.09%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCL TECHNOLOGIES LIMITED                                                     | HCL TECHNOLOGIES LTD COMMON STOCK                                            | CUSIP: Y3121G147<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               |  | IN        |     47733 | NS      | $687007.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                             | CALIFORNIA RESOURCES CORP 144A 7.000000% 01/15/2034                          | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241958.86    | 0.05%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GEN II FUND SERVICES 11/24 TLB                                               | GEN II FUND SERVICES 11/24 TLB 11/26/2031                                    | CUSIP: 69381MAB1<br>LEI: N/A                  | Long             | LON              |  | US        |    569250 | PA      | $561661.90    | 0.11%             | 2031-11-26      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SUA LLC                                                                      | SUA 2025-1 LLC SUA 2025-1 A                                                  | CUSIP: 78485NAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $500195.20    | 0.10%             | 2040-05-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | TREASURY BILL 0.000000% 04/16/2026                                           | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6490179.61   | 1.29%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER, LLC                                                         | DATABANK ISSUER COLO 2026-1A B                                               | CUSIP: 23802WAR2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $993377.60    | 0.20%             | 2056-02-25      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| Republica de Colombia                                                        | REPUBLIC OF COLOMBIA 3.000000% 01/30/2030                                    | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    730000 | PA      | $653415.70    | 0.13%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                             | SMB PRIVATE EDUCATION LOAN TRUST 2024-F SMB 2024-F B                         | CUSIP: 83207VAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $989258.60    | 0.20%             | 2054-03-16      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 144A 4.625000% 09/12/2028                                            | CUSIP: 05583JAE2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |    250000 | PA      | $249989.03    | 0.05%             | 2028-09-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF, INCORPORATED                                                | DIEBOLD NIXDORF INC 144A 7.750000% 03/31/2030                                | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    560000 | PA      | $582309.28    | 0.12%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER, INC.                                                       | FIESTA PURCHASER INC 144A 9.625000% 09/15/2032                               | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439000 | PA      | $447108.77    | 0.09%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HOLDINGS, LLC                                          | WILDFIRE INTERMEDIATE HOLDINGS LLC 144A 7.500000% 10/15/2029                 | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177321.90    | 0.04%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                                                 | HILTON GRAND VACATIONS TRUST 2024-2 HGVT 2024-2A C                           | CUSIP: 43283JAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    506854 | PA      | $512222.87    | 0.10%             | 2038-03-25      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| K. HOVNANIAN ENTERPRISES, INC.                                               | K HOVNANIAN ENTERPRISES INC 144A 8.375000% 10/01/2033                        | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90978.10     | 0.02%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                                       | GUATEMALA GOVERNMENT BOND 144A 4.900000% 06/01/2030                          | CUSIP: 401494AQ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    280000 | PA      | $274960.00    | 0.05%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REF: EUR006M INDEX                                                           | REF: EUR006M INDEX BRK: CREDIT AGRICOLE CIB                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   2870000 | NC      | $-63348.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HIN TIMESHARE TRUST                                                          | HINNT 2025-A LLC HINTT 2025-A D                                              | CUSIP: 433403AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    436435 | PA      | $444335.58    | 0.09%             | 2044-03-15      | Fixed         | 8.22%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ukraine                                                          | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 0.000000% 02/01/2030              | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     66285 | PA      | $38766.42     | 0.01%             | 2030-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                                  | CAESARS ENTERTAINMENT INC 144A 4.625000% 10/15/2029                          | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    517000 | PA      | $497299.72    | 0.10%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY, LLC                                                     | TALEN ENERGY SUPPLY LLC 144A 6.250000% 02/01/2034                            | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232381.72    | 0.05%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                    | WESTERN UNION CO COMMON STOCK                                                | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |     17136 | NS      | $149597.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG TRUST                                                                    | TPG TRUST 2024-WLSC TPG 2024-WLSC B                                          | CUSIP: 872973AG7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    200000 | PA      | $198472.00    | 0.04%             | 2029-11-15      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                                      | MOLINA HEALTHCARE INC 144A 6.500000% 02/15/2031                              | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    475000 | PA      | $466975.02    | 0.09%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| K. HOVNANIAN ENTERPRISES, INC.                                               | K HOVNANIAN ENTERPRISES INC 144A 8.000000% 04/01/2031                        | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101834.56    | 0.02%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                  | ILLINOIS ST STATE OF ILLINOIS                                                | CUSIP: 452152GS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160714 | PA      | $172792.50    | 0.03%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US 10YR NOTE (CBT)JUN26 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -41 | NC      | $-4552921.88  | -0.90%            |  |  |  | No            |                  1 | On Loan: No      |
| T. ROWE PRICE GROUP, INC.                                                    | T ROWE PRICE GROUP INC COMMON STOCK                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               |  | US        |     12264 | NS      | $1105476.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BCPE EMPIRE HOLDINGS, INC.                                                   | BCPE EMPIRE HOLDINGS, INC. 12/11/2030                                        | CUSIP: 05550HAQ8<br>LEI: N/A                  | Long             | LON              |  | US        |   1485000 | PA      | $1460868.75   | 0.29%             | 2030-12-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD.                                                             | SANDS CHINA LTD 5.400000% 08/08/2028                                         | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | NUSS              | MO        |    240000 | PA      | $241798.32    | 0.05%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | Credit Default Swap                                                          | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DCR              |  | US        |   -980000 | NC      | $5972.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                       | GREENSKY HOME IMPROVEMENT TRUST 2024-1 GSKY 2024-1 D                         | CUSIP: 39571MAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    746398 | PA      | $766980.61    | 0.15%             | 2059-06-25      | Fixed         | 7.33%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST                                                 | IMPERIAL FUND MORTGAGE TRUST 2022-NQM4 IMPRL 2022-NQM4 A2                    | CUSIP: 45276NAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    683775 | PA      | $681465.78    | 0.14%             | 2067-06-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| GardaWorld Security Corporation                                              | GARDA WORLD SECURITY CORP 144A 8.250000% 08/01/2032                          | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | NUSS              | CA        |    185000 | PA      | $183063.75    | 0.04%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORPORATION                                                          | CHEVRON CORP COMMON STOCK                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |      9166 | NS      | $1896445.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                           | BURFORD CAPITAL GLOBAL FINANCE LLC 144A 8.500000% 01/15/2034                 | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    400000 | PA      | $343488.00    | 0.07%             | 2034-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TENET EQUITY FUNDING SPE LLC                                                 | TENET EQUITY FUNDING LLC TENET 2024-1A A1                                    | CUSIP: 88035KAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    498281 | PA      | $497531.99    | 0.10%             | 2054-10-20      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                         | NOBLE FINANCE II LLC 144A 8.000000% 04/15/2030                               | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $870000.77    | 0.17%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TAIWAN MOBILE CO., LTD.                                                      | TAIWAN MOBILE CO LTD COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     88613 | NS      | $302976.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GardaWorld Security Corporation                                              | GARDA WORLD SECURITY CORP 144A 8.375000% 11/15/2032                          | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | NUSS              | CA        |    230000 | PA      | $230156.17    | 0.05%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR S.A.                                         | MILLICOM INTERNATIONAL CELLULAR SA 144A 6.250000% 03/25/2029                 | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | NUSS              | GT        |    297000 | PA      | $295810.69    | 0.06%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST                                                                  | FIGRE TRUST 2024-SL1 FIGRE 2024-SL1 M1                                       | CUSIP: 31684JAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    919864 | PA      | $930663.55    | 0.18%             | 2053-07-25      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| RYAN SPECIALTY, LLC                                                          | RYAN SPECIALTY LLC 144A 5.875000% 08/01/2032                                 | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306393.03    | 0.06%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                 | ROCKIES EXPRESS PIPELINE LLC 144A 7.500000% 07/15/2038                       | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88706.68     | 0.02%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                    | OBX 2024-NQM17 TRUST OBX 2024-NQM17 A2                                       | CUSIP: 673911AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    667328 | PA      | $671555.45    | 0.13%             | 2064-11-25      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Kamigumi Co.,Ltd.                                                            | KAMIGUMI CO LTD COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 3538004KUWA3850MUC05       | Long             | EC               |  | JP        |      4360 | NS      | $150363.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SCOTTS MIRACLE-GRO COMPANY                                               | SCOTTS MIRACLE-GRO CO/THE 4.000000% 04/01/2031                               | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    551000 | PA      | $509036.89    | 0.10%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                                      | LEVEL 3 FINANCING INC 144A 7.000000% 03/31/2034                              | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    595000 | PA      | $609033.60    | 0.12%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                                  | PRKCM 2024-HOME1 TRUST PRKCM 2024-HOME1 B1                                   | CUSIP: 69391XAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1009746.00   | 0.20%             | 2059-05-25      | Floating      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS, INC.                                        | CLYDESDALE ACQUISITION HOLDINGS, INC. 4/13/2029                              | CUSIP: 18972FAC6<br>LEI: N/A                  | Long             | LON              |  | US        |   1250000 | PA      | $1189625.00   | 0.24%             | 2029-04-13      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| VENTURE CORPORATION LIMITED                                                  | VENTURE CORP LTD COMMON STOCK                                                | CUSIP: N/A<br>LEI: 254900B1NLZC3J1MAE72       | Long             | EC               |  | SG        |     15075 | NS      | $180889.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                               | CARVANA AUTO RECEIVABLES TRUST 2026-P1 CRVNA 2026-P1 C                       | CUSIP: 14689FAF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $493921.35    | 0.10%             | 2032-08-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-9 XD                       | CUSIP: 38375AN91<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    735467 | PA      | $80974.89     | 0.02%             | 2040-01-16      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                  | GOEASY LTD 144A 6.875000% 05/15/2030                                         | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $82870.15     | 0.02%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                       | FAIR ISAAC CORP 144A 6.250000% 09/15/2034                                    | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1003203.25   | 0.20%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS, LP                                                 | USA COMPRESSION PARTNERS LP / USA COMPRESSION FINA 7.125000% 03/15/2029      | CUSIP: 91740PAG3<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |    415000 | PA      | $424618.11    | 0.08%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                         | CARNIVAL CORP 144A 5.750000% 03/15/2030                                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | NUSS              | US        |    260000 | PA      | $262062.32    | 0.05%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DAE AVIATION (STANDARD AERO) 10/24 TLB2                                      | DAE AVIATION (STANDARD AERO) 10/24 TLB2 10/31/2031                           | CUSIP: 26812CAP1<br>LEI: N/A                  | Long             | LON              |  | US        |    326533 | PA      | $326386.40    | 0.06%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO, INC.                                                    | OAK-EAGLE ACQUIRECO INC 144A 8.750000% 07/01/2034                            | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73282.42     | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                | BROADCOM INC 3.500000% 02/15/2041                                            | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    495000 | PA      | $394915.77    | 0.08%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                                           | UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CS 8.625000% 06/15/2032      | CUSIP: 91327CAA6<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132403.15    | 0.03%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD.                                                         | NCL CORP LTD 144A 6.250000% 09/15/2033                                       | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | NUSS              | US        |    174000 | PA      | $168838.88    | 0.03%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 280 PARK AVENUE MORTGAGE TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES | 280 PARK AVENUE 2017-280P MORTGAGE TRUST PRK 2017-280P D                     | CUSIP: 90205FAL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    280000 | PA      | $275800.00    | 0.05%             | 2034-09-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORPORATION                                                          | CYPRIUM CORP / CYPRIUM HOLDINGS LUXEMBOURG SARL 14 6.125000% 04/15/2031      | CUSIP: 23292NAA6<br>LEI: 254900V7LN9S9W17X250 | Long             | DBT              | NUSS              | US        |    305000 | PA      | $300674.32    | 0.06%             | 2031-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS, INC.                                                      | QNITY ELECTRONICS INC 144A 6.250000% 08/15/2033                              | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116280.76    | 0.02%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                           | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-1 EFMT 2020-1 B1                     | CUSIP: 31574PAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600000 | PA      | $592000.98    | 0.12%             | 2065-05-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                           | APLD COMPUTECO LLC 144A 9.250000% 12/15/2030                                 | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $886076.92    | 0.18%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RAND PARENT, LLC                                                             | RAND PARENT LLC 144A 8.500000% 02/15/2030                                    | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $569721.38    | 0.11%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                           | NEWELL BRANDS INC 6.625000% 05/15/2032                                       | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162687.28    | 0.03%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                                | UBS COMMERCIAL MORTGAGE TRUST 2017-C2 UBSCM 2017-C2 AS                       | CUSIP: 90276CAH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    603085 | PA      | $591234.80    | 0.12%             | 2050-08-15      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International S.a r.l.                                         | CIRSA FINANCE INTERNATIONAL SARL 144A 6.500000% 03/15/2029                   | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | NUSS              | ES        |    131000 | PA      | $153589.13    | 0.03%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS, LLC                                           | VENTURE GLOBAL CALCASIEU PASS LLC 144A 3.875000% 11/01/2033                  | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    238000 | PA      | $210890.92    | 0.04%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST                                                 | BLUE OWL ASSET LEASING TRUST 2024-1 LLC OWLEF 2024-1A C                      | CUSIP: 095921AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1250000 | PA      | $1266385.38   | 0.25%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY, L.P.                                                         | GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 6.750000% 03/15/2034         | CUSIP: 37185LAS1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    800000 | PA      | $796220.48    | 0.16%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHICONY ELECTRONICS CO., LTD.                                                | CHICONY ELECTRONICS CO LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 254900JBP5GB5B1IHS51       | Long             | EC               |  | TW        |     30117 | NS      | $114845.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                                  | CAESARS ENTERTAINMENT INC 144A 6.000000% 10/15/2032                          | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    145000 | PA      | $133401.28    | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES, LLC                                                     | KODIAK GAS SERVICES LLC 144A 6.500000% 10/01/2033                            | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323456.64    | 0.06%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                       | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2 GSKY 2025-2A E                 | CUSIP: 39571VAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1016472.10   | 0.20%             | 2060-06-25      | Fixed         | 7.79%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS US FINANCE COMPANY, INC.                                             | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 144A 6.750000% 02/15/2030          | CUSIP: 18060TAD7<br>LEI: 549300QHLDSIXVFWH611 | Long             | DBT              | NUSS              | US        |    281000 | PA      | $287322.50    | 0.06%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES, INC.                                                       | ROCKET COS INC 144A 6.375000% 08/01/2033                                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $283008.32    | 0.06%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                        | NEXTERA ENERGY CAPITAL HOLDINGS INC 6.500000% 08/15/2055                     | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    415000 | PA      | $428248.88    | 0.08%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | BARCLAYS PLC 8.000000% MATURITY: PERPETUAL                                   | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    930000 | PA      | $962325.67    | 0.19%             | 2174-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GROUP, LLC                                              | BROADSTREET PARTNERS GROUP LLC 144A 5.875000% 04/15/2029                     | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    790000 | PA      | $769904.14    | 0.15%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING, LLC                                             | PERMIAN RESOURCES OPERATING LLC 144A 7.000000% 01/15/2032                    | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196744.05    | 0.04%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                               | TRANSDIGM INC 4.625000% 01/15/2029                                           | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88427.16     | 0.02%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                        | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 9.250000% 01/29/2039              | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    200000 | PA      | $196000.00    | 0.04%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COMSYS Holdings Corporation                                                  | COMSYS HOLDINGS CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: 529900BXEDA1UA6QX260       | Long             | EC               |  | JP        |      5729 | NS      | $182676.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET GROUP, LLC                                                       | JANE STREET GROUP / JSG FINANCE INC 144A 6.125000% 11/01/2032                | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    580000 | PA      | $573555.45    | 0.11%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co., Ltd.                                             | CTBC FINANCIAL HOLDING CO LT COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300IWDYIFW6JXM387       | Long             | EC               |  | TW        |    234543 | NS      | $381160.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                     | COLT 2024-INV3 MORTGAGE LOAN TRUST COLT 2024-INV3 M1                         | CUSIP: 196919AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $749115.30    | 0.15%             | 2069-09-25      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| B3 S.A - Brasil, Bolsa, Balcao                                               | B3 SA - BRASIL BOLSA BALCAO 144A 4.125000% 09/20/2031                        | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | NUSS              | BR        |    300000 | PA      | $276375.00    | 0.05%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNERS LLC                                                | KRAKEN OIL & GAS PARTNERS LLC 144A 7.625000% 08/15/2029                      | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25529.20     | 0.01%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GENTING SINGAPORE LIMITED                                                    | GENTING SINGAPORE LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               |  | SG        |    319207 | NS      | $167885.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APH SOMERSET INVESTOR 2 LLC                                                  | APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVEST 7.875000% 11/01/2029      | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $651074.40    | 0.13%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO, LLC                                                 | BEACH ACQUISITION BIDCO LLC 5.250000% 07/15/2032                             | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | NUSS              | US        |    258000 | PA      | $285108.53    | 0.06%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO., INC.                                              | MSC INDUSTRIAL DIRECT CO-A COMMON STOCK                                      | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               |  | US        |      2343 | NS      | $216188.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                              | MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 5.000000% 10/15/2027         | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    255000 | PA      | $237362.94    | 0.05%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-7 DS                       | CUSIP: 38380UM67<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1804106 | PA      | $199198.59    | 0.04%             | 2048-01-20      | Floating      | 1.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 2.956000% 05/13/2031                                     | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $214307.93    | 0.04%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP, INC.                                                   | CLOUD SOFTWARE GROUP INC 144A 6.500000% 03/31/2029                           | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    910000 | PA      | $887768.97    | 0.18%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                 | PETROLEOS DE VENEZUELA SA VARIABLE RATE 04/12/2037                           | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |    130000 | PA      | $43446.00     | 0.01%             | 2037-04-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil, S.A.                                             | INDUSTRIA DE DISENO TEXTIL COMMON STOCK                                      | CUSIP: E6282N100<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               |  | ES        |     29226 | NS      | $1695847.53   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORPORATION                                                           | AVIENT CORP 144A 7.125000% 08/01/2030                                        | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    335000 | PA      | $340410.92    | 0.07%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS, INC.                                                   | TEAM HEALTH HOLDINGS INC 144A 13.500000% 06/30/2028                          | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |   1300798 | PA      | $1346325.93   | 0.27%             | 2028-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| STRIKE ACCEPTANCE AUTO FUNDING TRUST                                         | STRIKE ACCEPTANCE AUTO FUNDING TRUST 2025-1 STRKE 2025-1A C                  | CUSIP: 86332RAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $499130.70    | 0.10%             | 2032-04-15      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| PT Bank Rakyat Indonesia (Persero) Tbk                                       | BANK RAKYAT INDONESIA PERSER COMMON STOCK                                    | CUSIP: N/A<br>LEI: 254900HB6S4B12GBNP64       | Long             | EC               |  | ID        |   3900562 | NS      | $779414.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER, LP                                                         | MEDLINE BORROWER LP 144A 5.250000% 10/01/2029                                | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    570000 | PA      | $564980.18    | 0.11%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                | STARWOOD PROPERTY TRUST INC 144A 5.750000% 01/15/2031                        | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    365000 | PA      | $360437.83    | 0.07%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THE MICHAELS COMPANIES, INC.                                                 | MICHAELS COS INC/THE 144A 11.000000% 03/15/2034                              | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    386000 | PA      | $359444.13    | 0.07%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS, LLC                                                  | AXALTA COATING SYSTEMS LLC 144A 3.375000% 02/15/2029                         | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    642000 | PA      | $607438.82    | 0.12%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                | VISTRA OPERATIONS CO LLC 144A 6.875000% 04/15/2032                           | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196640.00    | 0.04%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-122 SE                     | CUSIP: 38380YR23<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    312513 | PA      | $36773.20     | 0.01%             | 2048-09-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS, INC.                                                   | TEAM HEALTH HOLDINGS INC 144A 8.375000% 06/30/2028                           | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    154000 | PA      | $151776.57    | 0.03%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Haier Smart Home Co., Ltd.                                                   | HAIER SMART HOME CO LTD-H COMMON STOCK                                       | CUSIP: N/A<br>LEI: 3003002BYTNGNJTWSH07       | Long             | EC               |  | HK        |    125696 | NS      | $336776.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                          | POST HOLDINGS INC 144A 6.375000% 03/01/2033                                  | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    685000 | PA      | $674822.75    | 0.13%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | FIDUS RE LTD 144A VARIABLE RATE 01/08/2037                                   | CUSIP: 316502AE3<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    900000 | PA      | $899798.85    | 0.18%             | 2037-01-08      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2017-104 SB                                            | CUSIP: 3136B0LQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    678470 | PA      | $76894.64     | 0.02%             | 2048-01-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES, INC.                                                       | ROCKET COS INC 144A 6.125000% 08/01/2030                                     | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $327998.78    | 0.07%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Far EasTone Telecommunications Co., Ltd.                                     | FAR EASTONE TELECOMM CO LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: 529900L7W7BWDLVZL253       | Long             | EC               |  | TW        |     77795 | NS      | $224701.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MIWD HOLDCO II LLC                                                           | MIWD HOLDCO II LLC / MIWD FINANCE CORP 144A 5.500000% 02/01/2030             | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |    160000 | PA      | $138196.35    | 0.03%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 6.700000% 02/04/2056                                             | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278431.06    | 0.06%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                   | VERUS SECURITIZATION TRUST 2026-3 VERUS 2026-3 A2                            | CUSIP: 92490HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $497428.89    | 0.10%             | 2071-03-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                    | MATADOR RESOURCES CO 144A 6.250000% 04/15/2033                               | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    353000 | PA      | $353331.82    | 0.07%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTIA SERVICES GROUP LIMITED                                                | VENTIA SERVICES GROUP PTY LT COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     43270 | NS      | $156394.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KAMAN/RUBY/ARXIS 1/25 DELAYED TL                                             | KAMAN/RUBY/ARXIS 1/25 DELAYED TL 1/30/2032                                   | CUSIP: 03234TBB3<br>LEI: N/A                  | Long             | LON              |  | US        |   1262218 | PA      | $1252524.22   | 0.25%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| INFOSYS LIMITED                                                              | INFOSYS LTD COMMON STOCK                                                     | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               |  | IN        |    144695 | NS      | $1951623.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Ukraine                                                          | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 4.500000% 02/01/2029              | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    318301 | PA      | $224009.12    | 0.04%             | 2029-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                       | PNC FINANCIAL SERVICES GROUP INC/THE 6.200000% MATURITY: PERPETUAL           | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1262797.20   | 0.25%             | 2174-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CINEWORLD/REGAL 6/25 COV-LITE                                                | CINEWORLD/REGAL 6/25 COV-LITE 12/2/2031                                      | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              |  | US        |    594015 | PA      | $587237.29    | 0.12%             | 2031-12-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                      | SASOL FINANCING USA LLC 5.500000% 03/18/2031                                 | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |    240000 | PA      | $216474.07    | 0.04%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                          | KINETIK HOLDINGS LP 144A 5.875000% 06/15/2030                                | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    510000 | PA      | $511876.29    | 0.10%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RISEWELL HOMES INC.                                                          | RISEWELL HOMES INC 144A 8.500000% 11/01/2030                                 | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    770000 | PA      | $752922.40    | 0.15%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NOBLE CORPORATION PLC                                                        | NOBLE CORP PLC WT EXPIRATION: 02/04/28                                       | CUSIP: G65431150<br>LEI: 549300I3HBUNXO0OG954 | N/A              | DE               |  | US        |      2787 | NC      | $73298.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TATA CONSULTANCY SERVICES LIMITED                                            | TATA CONSULTANCY SVCS LTD COMMON STOCK                                       | CUSIP: Y85279100<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               |  | IN        |     44782 | NS      | $1127640.34   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Go Daddy 12/24 B8 TLB                                                        | Go Daddy 12/24 B8 TLB 11/9/2029                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    773038 | PA      | $760800.78    | 0.15%             | 2029-11-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM, LLC                                                  | BKV UPSTREAM MIDSTREAM LLC 144A 7.500000% 10/15/2030                         | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283033.24    | 0.06%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                                                | ASBURY AUTOMOTIVE GROUP INC 144A 4.625000% 11/15/2029                        | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    340000 | PA      | $328688.34    | 0.07%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASURION, LLC                                                                 | ASURION LLC/ ASURION CO-ISSUER INC 144A 8.375000% 02/01/2034                 | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    490000 | PA      | $475722.59    | 0.09%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORPORATION                                                 | FREEDOM MORTGAGE CORP 144A 6.625000% 01/15/2027                              | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    665000 | PA      | $664104.84    | 0.13%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM 1/25 TLB                                                      | ORYX MIDSTREAM 1/25 TLB 10/5/2028                                            | CUSIP: 68764JAJ0<br>LEI: N/A                  | Long             | LON              |  | US        |   1563159 | PA      | $1563596.83   | 0.31%             | 2028-10-05      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                            | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.750000% 03/01/2030       | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $469692.71    | 0.09%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEREX CORPORATION                                                            | TEREX CORP 144A 6.250000% 10/15/2032                                         | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191238.47    | 0.04%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                                             | MEDTRONIC PLC COMMON STOCK                                                   | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               |  | US        |     16578 | NS      | $1436483.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                       | VERTICAL BRIDGE CC LLC VBTOW 2025-1A A                                       | CUSIP: 92535VAQ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $995799.10    | 0.20%             | 2055-08-16      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc                                                              | GRAY MEDIA INC 144A 4.750000% 10/15/2030                                     | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    113000 | PA      | $87188.19     | 0.02%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                          | CONNECTICUT AVENUE SECURITIES TRUST 2022-R05 CAS 2022-R05 2M2                | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    386000 | PA      | $391487.76    | 0.08%             | 2042-04-25      | Floating      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| SEMPRA                                                                       | SEMPRA 3.400000% 02/01/2028                                                  | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    699000 | PA      | $685898.10    | 0.14%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING, LLC                                                       | DIRECTV FINANCING, LLC 8/2/2027                                              | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              |  | US        |     37307 | PA      | $37365.37     | 0.01%             | 2027-08-02      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                   | HUNTSMAN INTERNATIONAL LLC 4.500000% 05/01/2029                              | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    335000 | PA      | $313261.54    | 0.06%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                     | FOUNDATION FINANCE TRUST 2024-1 FFIN 2024-1A D                               | CUSIP: 349941AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    742764 | PA      | $778130.71    | 0.15%             | 2049-12-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                      | BAYER US FINANCE II LLC 144A 4.375000% 12/15/2028                            | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $296990.65    | 0.06%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRE-PAID LEGAL SERVICES TL 1L 4.80957% 12/15/2028                            | PRE-PAID LEGAL SERVICES TL 1L 4.80957% 12/15/2028 12/15/2028                 | CUSIP: 74006LAS1<br>LEI: N/A                  | Long             | LON              |  | US        |         0 | PA      | $0.01         | 0.00%             | 2028-12-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE, LLC                                                    | WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CO 7.125000% 02/15/2031      | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $68135.93     | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                                | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FI 6.750000% 03/15/2034      | CUSIP: 87470LAM3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286427.00    | 0.06%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                | COMMONBOND STUDENT LOAN TRUST 2021-B-GS CBSLT 2021-BGS B                     | CUSIP: 20268AAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1087347 | PA      | $895223.15    | 0.18%             | 2051-09-25      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST                                               | MSWF COMMERCIAL MORTGAGE TRUST 2023-2 MSWF 2023-2 C                          | CUSIP: 55361AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    290000 | PA      | $305814.66    | 0.06%             | 2056-12-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTAINMENT, INC.                                         | SEAWORLD PARKS & ENTERTAINMENT INC 144A 5.250000% 08/15/2029                 | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    582000 | PA      | $555888.10    | 0.11%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                                           | UNITI SERVICES LLC 144A 7.500000% 10/15/2033                                 | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    515000 | PA      | $535420.60    | 0.11%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                       | GENERAL MOTORS FINANCIAL CO INC 5.650000% 01/17/2029                         | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168760.62    | 0.03%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC.                                                            | PITNEY BOWES INC. 3/19/2032                                                  | CUSIP: 72448FAW5<br>LEI: N/A                  | Long             | LON              |  | US        |    816597 | PA      | $809795.21    | 0.16%             | 2032-03-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                               | ZF NORTH AMERICA CAPITAL INC 144A 6.875000% 04/23/2032                       | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | DE        |    310000 | PA      | $294531.93    | 0.06%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                                       | VCC 2025-MC1 TRUST VCC 2025-MC1 A1                                           | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    700420 | PA      | $697601.80    | 0.14%             | 2055-05-25      | Fixed         | 8.16%                 | Yes           |                  2 | On Loan: No      |
| ARCOSA, INC.                                                                 | ARCOSA INC 144A 4.375000% 04/15/2029                                         | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    335000 | PA      | $323187.97    | 0.06%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                             | REPUBLIC OF IRAQ 01/15/2028 5.8%                                             | CUSIP: N/A<br>LEI: 2549004N3P710UQ9X454       | Long             | DBT              | NUSS              | IQ        |     70000 | PA      | $67984.26     | 0.01%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | BNP PARIBAS SA 144A 7.750000% MATURITY: PERPETUAL                            | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |    270000 | PA      | $278501.76    | 0.06%             | 2175-02-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC.                                                         | VICI PROPERTIES INC REIT                                                     | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     55223 | NS      | $1508692.36   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                     | CELANESE US HOLDINGS LLC 6.500000% 04/15/2030                                | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112254.23    | 0.02%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                    | OBX 2024-NQM8 TRUST OBX 2024-NQM8 A2                                         | CUSIP: 67119CAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    553488 | PA      | $557814.28    | 0.11%             | 2064-05-25      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| OXFORD FINANCE CREDIT FUND III LP                                            | OXFORD FINANCE CREDIT FUND III 2024-A LP OXFINF 2024-A A2                    | CUSIP: 69145DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    394304 | PA      | $396152.82    | 0.08%             | 2032-01-14      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                          | DOMINICAN REPUBLIC 4.875000% 09/23/2032                                      | CUSIP: P3579ECH8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    260000 | PA      | $239304.00    | 0.05%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                    | Credit Default Swap                                                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DCR              |  | US        |   -390000 | NC      | $1644.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC                                             | PLANET FITNESS MASTER ISSUER LLC PLNT 2024-1A A2I                            | CUSIP: 72703PAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    985000 | PA      | $991303.31    | 0.20%             | 2054-06-05      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| JANE STREET GROUP, LLC                                                       | JANE STREET GROUP / JSG FINANCE INC 144A 7.125000% 04/30/2031                | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    290000 | PA      | $298107.24    | 0.06%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                     | COLT 2024-INV3 MORTGAGE LOAN TRUST COLT 2024-INV3 A3                         | CUSIP: 196919AC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    550277 | PA      | $551321.69    | 0.11%             | 2069-09-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Republica del Ecuador                                                        | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 5.000000% 07/31/2040              | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    357580 | PA      | $279806.35    | 0.06%             | 2040-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM, LLC                                                    | BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP 7.250000% 07/15/2032      | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $311634.90    | 0.06%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                              | WESTERN MIDSTREAM OPERATING LP 144A 7.250000% 04/01/2030                     | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    340000 | PA      | $358025.78    | 0.07%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                     | STATE STREET CORP COMMON STOCK                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               |  | US        |        20 | NS      | $2531.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                                            | JOHNSON & JOHNSON COMMON STOCK                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     11240 | NS      | $2747505.60   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARITEV CORPORATION                                                         | CLARITEV CORP 144A 6.000000% 10/15/2027                                      | CUSIP: 17144CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $280875.00    | 0.06%             | 2027-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST                                                                  | FIGRE TRUST 2026-HE1 FIGRE 2026-HE1 C                                        | CUSIP: 30249NAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    481042 | PA      | $476148.09    | 0.09%             | 2056-01-25      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| DEEP BLUE 9/25 TL                                                            | DEEP BLUE 9/25 TL 10/1/2032                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    725000 | PA      | $726812.50    | 0.14%             | 2032-10-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, INC.                                                  | HOST HOTELS & RESORTS INC REIT                                               | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     36699 | NS      | $703152.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                       | GENERAL MOTORS CO 5.950000% 04/01/2049                                       | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33685.87     | 0.01%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL B.V                                                             | MV24 CAPITAL BV 144A 6.748000% 06/01/2034                                    | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    138806 | PA      | $138392.41    | 0.03%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Industrial & Infrastructure Fund Investment Corporation                      | INDUSTRIAL & INFRASTRUCTURE REIT                                             | CUSIP: N/A<br>LEI: 353800WCHFY04YKYCI19       | Long             | EC               |  | JP        |       131 | NS      | $116726.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                                             | STACK INFRASTRUCTURE ISSUER LLC SIDC 2023-2A A2                              | CUSIP: 85236KAH5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $501142.35    | 0.10%             | 2048-07-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| STAPLES, INC.                                                                | STAPLES INC 144A 12.750000% 01/15/2030                                       | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20275.51     | 0.00%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-124 SN                     | CUSIP: 38380Y2Z7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1012063 | PA      | $115623.10    | 0.02%             | 2048-09-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO, LLC                                                 | BEACH ACQUISITION BIDCO LLC 144A 5.250000% 07/15/2032                        | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |    156000 | PA      | $172391.20    | 0.03%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LLC                                                  | TRANSMONTAIGNE PARTNERS LLC 144A 8.500000% 06/15/2030                        | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $970503.36    | 0.19%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | PETROLEOS MEXICANOS 5.950000% 01/28/2031                                     | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    370000 | PA      | $353747.02    | 0.07%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                  | VERIZON COMMUNICATIONS INC COMMON STOCK                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |     42461 | NS      | $2131542.20   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| METHANEX US OPERATIONS INC.                                                  | METHANEX US OPERATIONS INC 144A 6.250000% 03/15/2032                         | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $296689.14    | 0.06%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC 5.850000% 05/17/2027                                | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |    343000 | PA      | $345526.80    | 0.07%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST, INC.                                      | ESSENTIAL PROPERTIES REALTY REIT                                             | CUSIP: N/A<br>LEI: 2549009LXQLVYCGLZO50       | Long             | EC               |  | US        |      8312 | NS      | $252352.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopetrol S.A.                                                               | ECOPETROL SA 6.875000% 04/29/2030                                            | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    810000 | PA      | $810776.79    | 0.16%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                                       | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-2 VCC 2024-3 M1                  | CUSIP: 92259QAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    677088 | PA      | $685494.19    | 0.14%             | 2054-06-25      | Floating      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| PT Telkom Indonesia (Persero) Tbk                                            | TELKOM INDONESIA PERSERO TBK COMMON STOCK                                    | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               |  | ID        |   2563281 | NS      | $463446.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                                                   | AMGEN INC 5.250000% 03/02/2033                                               | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    652000 | PA      | $669100.62    | 0.13%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                              | Credit Default Swap                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DCR              |  | US        |   -210000 | NC      | $3703.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE CLOROX COMPANY                                                           | CLOROX COMPANY COMMON STOCK                                                  | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               |  | US        |      6176 | NS      | $640018.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Luna 2.5 S.a r.l.                                                            | LUNA 2 5SARL 144A 5.500000% 07/01/2032                                       | CUSIP: N/A<br>LEI: 894500N8J2QVEYP0UI86       | Long             | DBT              | NUSS              | LU        |    224000 | PA      | $253863.18    | 0.05%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                     | CHORD ENERGY CORP 144A 6.000000% 10/01/2030                                  | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    385000 | PA      | $390108.95    | 0.08%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                         | M & T BANK CORP COMMON STOCK                                                 | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               |  | US        |      7973 | NS      | $1648178.56   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND SPORTS NET, LLC                                                      | DIAMOND SPORTS NET, LLC 1/2/2028                                             | CUSIP: 25277EAB8<br>LEI: N/A                  | Long             | LON              |  | US        |     23578 | PA      | $3890.34      | 0.00%             | 2028-01-02      | Floating      | 15.00%                | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION, INC.                                                     | WESCO DISTRIBUTION INC 5.500000% 04/15/2034                                  | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177272.82    | 0.04%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | AUDACY CAP LLC *                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     10238 | NS      | $28154.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                    | CNX MIDSTREAM PARTNERS LP 144A 4.750000% 04/15/2030                          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $266207.65    | 0.05%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                                          | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND 5.000000% 06/01/2029      | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |    665000 | PA      | $631444.03    | 0.13%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                   | VERUS SECURITIZATION TRUST 2024-4 VERUS 2024-4 A3                            | CUSIP: 92540GAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    582219 | PA      | $587151.53    | 0.12%             | 2069-06-25      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| PRKCM TRUST                                                                  | PRKCM 2023-AFC1 TRUST PRKCM 2023-AFC1 A3                                     | CUSIP: 693981AC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    141680 | PA      | $141243.46    | 0.03%             | 2058-02-25      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                                     | DISH NETWORK CORP 144A 11.750000% 11/15/2027                                 | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    495000 | PA      | $509971.28    | 0.10%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Novartis AG                                                                  | NOVARTIS AG-REG COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               |  | CH        |     16053 | NS      | $2451933.72   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                                                          | NAVIENT CORP 9.375000% 07/25/2030                                            | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    395000 | PA      | $385063.14    | 0.08%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NOBLE CORPORATION PLC                                                        | NOBLE CORP PLC WT EXPIRATION: 02/04/28                                       | CUSIP: G65431135<br>LEI: 549300I3HBUNXO0OG954 | N/A              | DE               |  | US        |      2787 | NC      | $85198.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                        | BANCO SANTANDER SA 6.921000% 08/08/2033                                      | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |    600000 | PA      | $647574.52    | 0.13%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS GROUP AG 144A 3.875000% MATURITY: PERPETUAL                              | CUSIP: 902613AG3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   1232000 | PA      | $1226925.88   | 0.24%             | 2174-12-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST                                               | MARINER FINANCE ISSUANCE TRUST 2024-A MFIT 2024-AA C                         | CUSIP: 567928AC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1013883.70   | 0.20%             | 2036-09-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                    | OBX 2024-NQM16 TRUST OBX 2024-NQM16 A3                                       | CUSIP: 67120GAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    605440 | PA      | $608435.46    | 0.12%             | 2064-10-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST                                             | VISTA POINT SECURITIZATION TRUST 2025-CES3 VSTA 2025-CES3 A2                 | CUSIP: 92842MAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    300000 | PA      | $299135.40    | 0.06%             | 2055-11-25      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| ROCK TRUST                                                                   | ROCK TRUST 2024-CNTR ROCC 2024-CNTR A                                        | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1050000 | PA      | $1067417.19   | 0.21%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | US 5YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -254 | NC      | $-27477640.63 | -5.45%            |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC.                                                                    | SNAP INC 144A 6.875000% 03/15/2034                                           | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    780000 | PA      | $733643.66    | 0.15%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                             | SMB PRIVATE EDUCATION LOAN TRUST 2026-B SMB 2026-B B                         | CUSIP: 78451PAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $499627.60    | 0.10%             | 2056-03-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS, LP                                                 | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINA 8.625000% 03/15/2029      | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    265000 | PA      | $274213.75    | 0.05%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC.                                                            | ARCHES BUYER INC 144A 6.125000% 12/01/2028                                   | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     79000 | PA      | $75658.89     | 0.02%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| THOR LLC                                                                     | THOR 2024-A LLC THOR 2024-A B                                                | CUSIP: 88517QAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    185880 | PA      | $185571.12    | 0.04%             | 2041-08-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS PLC                                                     | GLOBAL AUTO HOLDINGS LTD/AAG FH UK LTD 144A 8.750000% 01/15/2032             | CUSIP: 00033GAB1<br>LEI: 984500ADEF1BB0584352 | Long             | DBT              | NUSS              | GB        |    260000 | PA      | $222589.59    | 0.04%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS, INC.                                                      | QUIKRETE HOLDINGS, INC. 2/10/2032                                            | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              |  | US        |    940500 | PA      | $938148.75    | 0.19%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                    | KRAFT HEINZ FOODS CO 4.375000% 06/01/2046                                    | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1561000 | PA      | $1220455.39   | 0.24%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELM TRUST                                                                    | ELM TRUST 2024-ELM ELM 2024-ELM C15                                          | CUSIP: 26860XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1002148.40   | 0.20%             | 2039-06-10      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HOLDINGS PLC                                               | ANGLOGOLD ASHANTI HOLDINGS PLC 3.750000% 10/01/2030                          | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | NUSS              | AU        |    730000 | PA      | $705702.07    | 0.14%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS, L.P.                                                       | BUCKEYE PARTNERS LP 144A 6.750000% 02/01/2030                                | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196082.09    | 0.04%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TORY COMMERCIAL MORTGAGE TRUST                                               | TORY COMMERCIAL MORTGAGE TRUST 2026-HGTS TORY 2026-HGTS B                    | CUSIP: 89148WAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $488000.10    | 0.10%             | 2046-01-13      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                            | BERKSHIRE HATHAWAY ENERGY CO 4.250000% 10/15/2050                            | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    165000 | PA      | $128385.14    | 0.03%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                              | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2022-1 M             | CUSIP: 35563PC80<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    320000 | PA      | $297845.73    | 0.06%             | 2061-11-25      | Floating      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                           | ALTRIA GROUP INC COMMON STOCK                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |     40436 | NS      | $2668371.64   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-112 SJ                     | CUSIP: 38380TZK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    811672 | PA      | $76244.41     | 0.02%             | 2047-07-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| BOSIDENG INTERNATIONAL HOLDINGS LIMITED                                      | BOSIDENG INTL HLDGS LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 254900G7F1RDM4B3S169       | Long             | EC               |  | HK        |    174520 | NS      | $89842.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republica Argentina                                                          | REPUBLIC OF ARGENTINA 0.500000% 07/09/2029                                   | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |      3935 | PA      | $3908.15      | 0.00%             | 2029-07-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                        | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.750000% 02/15/2028      | CUSIP: 161175BJ2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    610000 | PA      | $599337.34    | 0.12%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S.I. 12/24 (2029) COV-LITE TLD                                             | U.S.I. 12/24 (2029) COV-LITE TLD 11/21/2029                                  | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              |  | US        |   1263551 | PA      | $1259609.19   | 0.25%             | 2029-11-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-122 HS                     | CUSIP: 38380YR64<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    218866 | PA      | $26049.53     | 0.01%             | 2048-09-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE, LLC                                                  | ALLIANT ENERGY FINANCE LLC 144A 4.250000% 06/15/2028                         | CUSIP: 01882YAB2<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114258.58    | 0.02%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROBERT HALF INC.                                                             | ROBERT HALF INC COMMON STOCK                                                 | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               |  | US        |      5671 | NS      | $144043.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republique du Benin                                                          | BENIN GOVERNMENT INTERNATIONAL BOND 144A 4.875000% 01/19/2032                | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |    478000 | PA      | $517515.09    | 0.10%             | 2032-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                         | NAVIENT REFINANCE LOAN TRUST 2025-A NAVRL 2025-A C                           | CUSIP: 63943FAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1011573.50   | 0.20%             | 2055-02-16      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                 | ROYAL CARIBBEAN CRUISES LTD 144A 6.000000% 02/01/2033                        | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | NUSS              | US        |    250000 | PA      | $252497.76    | 0.05%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                                     | AZUL SECURED FINANCE LLP 144A 9.875000% 02/15/2031                           | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    400000 | PA      | $365750.00    | 0.07%             | 2031-02-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ASR Nederland N.V.                                                           | ASR NEDERLAND NV COMMON STOCK                                                | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               |  | NL        |      8265 | NS      | $567225.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PARTNERS LP                                                           | GLOBAL PARTNERS LP / GLP FINANCE CORP 6.875000% 01/15/2029                   | CUSIP: 37954FAJ3<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    355000 | PA      | $355264.83    | 0.07%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                       | DBS GROUP HOLDINGS LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               |  | SG        |     59282 | NS      | $2628957.39   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO MTN 4.897000% 07/25/2033                                    | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1149093.42   | 0.23%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Logista Integral, S.A.                                                       | LOGISTA INTEGRAL SA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               |  | ES        |      3462 | NS      | $129151.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNLOCK HEA TRUST                                                             | UNLOCK HEA TRUST 2024-2 UNLOK 2024-2 B                                       | CUSIP: 91528AAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $490987.85    | 0.10%             | 2039-10-25      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                                      | INVESCO SENIOR LOAN ETF MUTUAL FUND                                          | CUSIP: 46138G508<br>LEI: N/A                  | Long             | EC               | RF                | US        |    146255 | NS      | $2985064.55   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| HARVEST COMMERCIAL CAPITAL LOAN TRUST                                        | HARVEST COMMERCIAL CAPITAL LOAN TRUST 2025-1 HCCLT 2025-1 M3                 | CUSIP: 41757CAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    296221 | PA      | $303328.28    | 0.06%             | 2057-06-25      | Floating      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC.                                                      | CACI INTERNATIONAL INC 144A 6.375000% 06/15/2033                             | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366453.36    | 0.07%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GAZTRANSPORT ET TECHNIGAZ SA                                                 | GAZTRANSPORT ET TECHNIGA SA COMMON STOCK                                     | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               |  | FR        |      1784 | NS      | $418262.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI SA                                                                    | SANOFI COMMON STOCK                                                          | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               |  | FR        |     11540 | NS      | $1110902.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust and HKT Limited                                                    | HKT TRUST AND HKT LTD-SS UNIT                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    187486 | NS      | $293020.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DOOSAN BOBCAT NORTH AMERICA, INC.                                            | DOOSAN BOBCAT NORTH AMERICA, INC. 4/20/2029                                  | CUSIP: 18143EAL3<br>LEI: N/A                  | Long             | LON              |  | US        |     84481 | PA      | $84322.57     | 0.02%             | 2029-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                        | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A ZERO COUPON 07/31/2030            | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    296294 | PA      | $246996.94    | 0.05%             | 2030-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                                            | MERCK & CO. INC. COMMON STOCK                                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |     18295 | NS      | $2200705.55   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC.                                                       | GFL ENVIRONMENTAL INC 144A 6.750000% 01/15/2031                              | CUSIP: 36168QAQ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    195000 | PA      | $201791.33    | 0.04%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| International Games System Co Ltd                                            | INTERNATIONAL GAMES SYSTEM C COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     11160 | NS      | $266578.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                    | TORONTO-DOMINION BANK/THE 8.125000% 10/31/2082                               | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $206333.20    | 0.04%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                         | GLOBAL PAYMENTS INC 5.550000% 11/15/2035                                     | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    455000 | PA      | $438455.61    | 0.09%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GardaWorld Security Corporation                                              | GARDA WORLD SECURITY CORP 144A 7.750000% 02/15/2028                          | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | NUSS              | CA        |    165000 | PA      | $167849.06    | 0.03%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                        | BELRON UK FINANCE PLC 144A 5.750000% 10/15/2029                              | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | NUSS              | GB        |    215000 | PA      | $216357.73    | 0.04%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II, LLC                                             | LCM INVESTMENTS HOLDINGS II LLC 144A 4.875000% 05/01/2029                    | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    795000 | PA      | $773619.56    | 0.15%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY, LLC                                                    | COUGAR JV SUBSIDIARY LLC 144A 8.000000% 05/15/2032                           | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    578000 | PA      | $597683.21    | 0.12%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| USI, INC.                                                                    | USI INC/NY 144A 7.500000% 01/15/2032                                         | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217829.19    | 0.04%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORPORATION                                                         | INGEVITY CORP 144A 3.875000% 11/01/2028                                      | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    485000 | PA      | $465575.31    | 0.09%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US 10YR NOTE (CBT)JUN26 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -113 | NC      | $-12548296.88 | -2.49%            |  |  |  | No            |                  1 | On Loan: No      |
| ARDONAGH GROUP FINANCE LIMITED                                               | ARDONAGH GROUP FINANCE LTD 144A 8.875000% 02/15/2032                         | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | NUSS              | GB        |   1371000 | PA      | $1343254.35   | 0.27%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                         | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2023-B E            | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    548401 | PA      | $559453.04    | 0.11%             | 2033-12-15      | Fixed         | 8.41%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | US ULTRA BOND CBT JUN26 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -35 | NC      | $-4079687.50  | -0.81%            |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK SERVICES, L.P.                                                      | ARCHROCK SERVICES LP / ARCHROCK PARTNERS FINANCE C 6.000000% 02/01/2034      | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $247515.77    | 0.05%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                          | COMCAST CORP-CLASS A COMMON STOCK                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |     68371 | NS      | $1962931.41   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Chunghwa Telecom Co., Ltd.                                                   | CHUNGHWA TELECOM CO LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |    193869 | NS      | $808203.49    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2026-2 EART 2026-2A D                    | CUSIP: 30166WAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $499376.10    | 0.10%             | 2032-08-16      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                                                      | GSK PLC COMMON STOCK                                                         | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               |  | GB        |     87869 | NS      | $2411441.49   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean International Limited                                             | TRANSOCEAN INTERNATIONAL LTD 144A 8.500000% 05/15/2031                       | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | NUSS              | US        |    115000 | PA      | $120611.77    | 0.02%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST                                               | MARINER FINANCE ISSUANCE TRUST 2024-A MFIT 2024-AA D                         | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1016373.80   | 0.20%             | 2036-09-22      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP, INC.                                               | AMERICAN FINANCIAL GROUP INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300AFOM7IVKIU1G39       | Long             | EC               |  | US        |      3829 | NS      | $489001.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                   | JP MORGAN MORTGAGE TRUST SERIES 2024-5 JPMMT 2024-5 A9A                      | CUSIP: 46658RAK4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    502175 | PA      | $505313.16    | 0.10%             | 2054-11-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                              | MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 14 8.500000% 02/15/2032      | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25345.30     | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                            | WBI OPERATING LLC 144A 6.500000% 10/15/2033                                  | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    370000 | PA      | $367173.20    | 0.07%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET 12/24 TLB                                                        | JANE STREET 12/24 TLB 12/15/2031                                             | CUSIP: 47077DAM2<br>LEI: N/A                  | Long             | LON              |  | US        |    987013 | PA      | $967835.33    | 0.19%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| OSB GROUP PLC                                                                | OSB GROUP PLC COMMON STOCK                                                   | CUSIP: N/A<br>LEI: 213800ZBKL9BHSL2K459       | Long             | EC               |  | GB        |     21542 | NS      | $149310.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                              | BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM2 BRAVO 2022-NQM2 A1                 | CUSIP: 10568KAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    694527 | PA      | $692205.89    | 0.14%             | 2061-11-25      | Floating      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Kidde Global 1/26 TLB                                                        | Kidde Global 1/26 TLB 12/2/2031                                              | CUSIP: 50221UAE1<br>LEI: N/A                  | Long             | LON              |  | US        |    461475 | PA      | $461474.77    | 0.09%             | 2031-12-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA, INC.                                                            | IHEARTMEDIA INC - CLASS A COMMON STOCK                                       | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               |  | US        |    168843 | NS      | $493021.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGI GROUP, LLC                                                              | ANGI GROUP LLC 144A 3.875000% 08/15/2028                                     | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477000 | PA      | $424577.78    | 0.08%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                            | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.750000% 02/01/2032       | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1070000 | PA      | $967458.69    | 0.19%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                               | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2024-2A D                     | CUSIP: 05377RKK9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1015178.30   | 0.20%             | 2028-10-20      | Fixed         | 7.43%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | US LONG BOND(CBT) JUN26 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -14 | NC      | $-1594250.00  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| AETHON UNITED BR LP                                                          | AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 1 7.500000% 10/01/2029      | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182518.88    | 0.04%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS, INC.                                                   | IHEARTCOMMUNICATIONS INC 144A 9.125000% 05/01/2029                           | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     61500 | PA      | $55848.15     | 0.01%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH, LLC                                                             | ADAPTHEALTH LLC 144A 5.125000% 03/01/2030                                    | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $239530.50    | 0.05%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WIPRO LIMITED                                                                | WIPRO LTD COMMON STOCK                                                       | CUSIP: N/A<br>LEI: 335800IFS1IJHESG8362       | Long             | EC               |  | IN        |    135802 | NS      | $273411.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                                            | NATWEST GROUP PLC 4.500000% MATURITY: PERPETUAL                              | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | NUSS              | GB        |    760000 | PA      | $953477.69    | 0.19%             | 2175-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                           | EFMT 2026-NQM3 EFMT 2026-NQM3 A2                                             | CUSIP: 26846JAJ0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $497415.36    | 0.10%             | 2071-03-25      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 5012 DI                                               | CUSIP: 3137FW6P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    415018 | PA      | $88415.19     | 0.02%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 5.193000% 02/05/2037                                     | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    310000 | PA      | $304626.46    | 0.06%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                | COMMONBOND STUDENT LOAN TRUST 2020-1 CBSLT 2020-1 B                          | CUSIP: 20268BAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    647342 | PA      | $575504.32    | 0.11%             | 2051-10-25      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST                                             | VISTA POINT SECURITIZATION TRUST 2024-CES1 VSTA 2024-CES1 M1                 | CUSIP: 92839HAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1015702.30   | 0.20%             | 2054-05-25      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| FIGRE TRUST                                                                  | FIGRE TRUST 2025-HE1 FIGRE 2025-HE1 A                                        | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    380888 | PA      | $383275.63    | 0.08%             | 2055-01-25      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| OSAIC HOLDINGS, INC.                                                         | OSAIC HOLDINGS INC 144A 8.000000% 08/01/2033                                 | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13820.83     | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS, INC.                                | BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC 144A 7.500000% 02/01/2032        | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    437000 | PA      | $441569.71    | 0.09%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                               | TRANSDIGM INC 144A 6.625000% 03/01/2032                                      | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239669.45    | 0.05%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | INTELSAT CVR                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     22561 | NS      | $328082.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan                                                       | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND MTN 3.700000% 11/25/2030           | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    460000 | PA      | $418091.32    | 0.08%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                           | EFMT 2026-INV2 EFMT 2026-INV2 A3                                             | CUSIP: 26846TAK5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    497205 | PA      | $490881.42    | 0.10%             | 2071-02-25      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| REF: EUR006M INDEX                                                           | REF: EUR006M INDEX BRK: CITADEL SECURITIES                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    370000 | NC      | $-12885.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LIMITED                                                   | ESKOM HOLDINGS MTN 6.350000% 08/10/2028                                      | CUSIP: S25221AV4<br>LEI: 3789001900ED06F65111 | Long             | DBT              | NUSS              | ZA        |    300000 | PA      | $301519.69    | 0.06%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LIMITED PARTNERSHIP                                        | EXCELERATE ENERGY LP 144A 8.000000% 05/15/2030                               | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    453000 | PA      | $474112.52    | 0.09%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| US 10YR ULTRA FUT JUN26                                                      | US 10YR ULTRA FUT JUN26 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -24 | NC      | $-2724375.00  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| RUBIS SCA                                                                    | RUBIS COMMON STOCK                                                           | CUSIP: N/A<br>LEI: 969500MGFIKUGLTC9742       | Long             | EC               |  | FR        |      3932 | NS      | $158831.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCIS 1/25 COV-LITE                                                          | ARCIS 1/25 COV-LITE 11/24/2028                                               | CUSIP: 03958MAF4<br>LEI: N/A                  | Long             | LON              |  | US        |    676224 | PA      | $675663.01    | 0.13%             | 2028-11-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| PHINIA INC.                                                                  | PHINIA INC 144A 6.750000% 04/15/2029                                         | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    580000 | PA      | $590470.74    | 0.12%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                  | CRESCENT ENERGY FINANCE LLC 144A 7.375000% 01/15/2033                        | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1044738.02   | 0.21%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-151 NI                     | CUSIP: 38382BDB6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1466005 | PA      | $254280.37    | 0.05%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                        | NEXTERA ENERGY CAPITAL HOLDINGS INC 6.375000% 08/15/2055                     | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285250.56    | 0.06%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2024-CES3 TPMT 2024-CES3 A1                        | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    554783 | PA      | $559254.53    | 0.11%             | 2064-05-25      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC BANK BHD                                                              | PUBLIC BANK BERHAD COMMON STOCK                                              | CUSIP: N/A<br>LEI: 549300L2RSQCVMOHGM20       | Long             | EC               |  | MY        |    754054 | NS      | $875525.79    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                             | SMB PRIVATE EDUCATION LOAN TRUST 2026-B SMB 2026-B C                         | CUSIP: 78451PAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $489329.85    | 0.10%             | 2056-03-15      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | REF: SONIO INDEX BRK: ROYAL BANK OF CANADA                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DIR              |  | GB        |    330000 | NC      | $7332.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCK TRUST                                                                   | ROCK TRUST 2024-CNTR ROCC 2024-CNTR D                                        | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    650000 | PA      | $675469.99    | 0.13%             | 2041-11-13      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | PETROLEOS MEXICANOS 6.950000% 01/28/2060                                     | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    207000 | PA      | $163095.30    | 0.03%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                  | SWEDBANK AB - A SHARES COMMON STOCK                                          | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               |  | SE        |     44188 | NS      | $1496660.15   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PRAIRIE ACQUIROR/Tallgrass Energy 01/26                                      | PRAIRIE ACQUIROR/Tallgrass Energy 01/26 8/1/2029                             | CUSIP: 73955HAG9<br>LEI: N/A                  | Long             | LON              |  | US        |    812682 | PA      | $813291.15    | 0.16%             | 2029-08-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CQS US CLO LTD                                                               | CQS US CLO 2021-1 LTD CQS 2021-1A D1R                                        | CUSIP: 12659UAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1820044.80   | 0.36%             | 2035-01-20      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER, LLC                                                 | OLYMPUS WATER US HOLDING CORP 144A 6.750000% 08/01/2032                      | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    550000 | PA      | $523777.98    | 0.10%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                               | VFH PARENT LLC / VALOR CO-ISSUER INC 144A 7.500000% 06/15/2031               | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |    265000 | PA      | $272289.62    | 0.05%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                          | PRAIRIE ACQUIROR LP 144A 9.000000% 08/01/2029                                | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    625000 | PA      | $645616.25    | 0.13%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH, INC.                                                       | LIFEPOINT HEALTH INC 144A 5.375000% 01/15/2029                               | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    490000 | PA      | $472533.07    | 0.09%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA, INC.                                                           | CINEMARK USA INC 144A 5.250000% 07/15/2028                                   | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    344000 | PA      | $341059.04    | 0.07%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HNNT LLC                                                                     | HINNT 2024-A LLC HINTT 2024-A D                                              | CUSIP: 40472QAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    420690 | PA      | $419990.97    | 0.08%             | 2043-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                                              | AUTOMATIC DATA PROCESSING COMMON STOCK                                       | CUSIP: N/A<br>LEI: HGBOLILQXWER4SAL2I23       | Long             | EC               |  | US        |      9772 | NS      | $1985474.96   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR S.A.                                         | MILLICOM INTERNATIONAL CELLULAR SA 144A 4.500000% 04/27/2031                 | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | NUSS              | GT        |    219000 | PA      | $199607.48    | 0.04%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                                                | US BANK NA USCLN 2025-SUP1 D                                                 | CUSIP: 90357PBG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    536830 | PA      | $536827.45    | 0.11%             | 2032-02-25      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                                        | COCA-COLA CO/THE COMMON STOCK                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |     27495 | NS      | $2090994.75   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MCAFEE 12/24 TLB                                                             | MCAFEE 12/24 TLB 3/1/2029                                                    | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              |  | US        |    518687 | PA      | $461631.31    | 0.09%             | 2029-03-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC.                                             | STANDARD BUILDING SOLUTIONS INC 144A 6.500000% 08/15/2032                    | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    540000 | PA      | $540279.18    | 0.11%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC.                                                     | ILLINOIS TOOL WORKS COMMON STOCK                                             | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               |  | US        |       417 | NS      | $108540.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 3.500000% 06/01/2041                                                | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    330000 | PA      | $255973.81    | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORPORATION                                                 | PEMBINA PIPELINE CORP COMMON STOCK                                           | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               |  | CA        |     28675 | NS      | $1279489.99   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                                                   | AMGEN INC COMMON STOCK                                                       | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | EC               |  | US        |      5257 | NS      | $1849675.45   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER, LP                                                         | MEDLINE BORROWER LP 144A 3.875000% 04/01/2029                                | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    420000 | PA      | $406291.96    | 0.08%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI ANONIM SIRKETI                                         | YAPI VE KREDI BANKASI AS 144A 9.250000% 01/17/2034                           | CUSIP: 984848AR2<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | NUSS              | TR        |    340000 | PA      | $346964.88    | 0.07%             | 2034-01-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC.                                                        | NEPTUNE BIDCO US INC 144A 9.500000% 02/15/2033                               | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    410000 | PA      | $397797.99    | 0.08%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                                          | GAMING AND LEISURE PROPERTIE REIT                                            | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |     13340 | NS      | $591895.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TIF FUNDING III LLC                                                          | TIF FUNDING III LLC TIF 2024-2A A                                            | CUSIP: 88655AAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    435292 | PA      | $437020.08    | 0.09%             | 2049-07-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | US LONG BOND(CBT) JUN26 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -47 | NC      | $-5352125.00  | -1.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Hotel REIT Investment Corporation                                      | JAPAN HOTEL REIT INVESTMENT REIT                                             | CUSIP: N/A<br>LEI: 353800L8KG849FP1JI68       | Long             | EC               |  | JP        |       211 | NS      | $99899.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre, Inc.                                                           | MERCADOLIBRE INC 3.125000% 01/14/2031                                        | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | BR        |    240000 | PA      | $218884.75    | 0.04%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 5.572000% 04/22/2036                                     | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    330000 | PA      | $340059.68    | 0.07%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                  | ONEOK INC 6.350000% 01/15/2031                                               | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    305000 | PA      | $324064.90    | 0.06%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS, L.P.                                                       | BUCKEYE PARTNERS LP 144A 6.875000% 07/01/2029                                | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    405000 | PA      | $416838.15    | 0.08%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                     | NXP BV / NXP FUNDING LLC / NXP USA INC 3.400000% 05/01/2030                  | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | NUSS              | NL        |    215000 | PA      | $204961.48    | 0.04%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY FINANCE CORP.                                                | BEACON MOBILITY CORP 144A 7.250000% 08/01/2030                               | CUSIP: 073644AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $330549.12    | 0.07%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                            | SM ENERGY CO 144A 9.625000% 06/15/2033                                       | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $231991.41    | 0.05%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD.                                                         | NCL CORP LTD 144A 5.875000% 01/15/2031                                       | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | NUSS              | US        |    347000 | PA      | $337133.34    | 0.07%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| freenet AG                                                                   | FREENET AG COMMON STOCK                                                      | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               |  | DE        |      6710 | NS      | $205955.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REF: EUR006M INDEX                                                           | REF: EUR006M INDEX BRK: CITADEL SECURITIES                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    170000 | NC      | $-5745.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                   | VERUS SECURITIZATION TRUST 2023-8 VERUS 2023-8 A3                            | CUSIP: 92540DAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    156194 | PA      | $157221.54    | 0.03%             | 2068-12-25      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                                                 | HILTON GRAND VACATIONS TRUST 2024-3 HGVT 2024-3A C                           | CUSIP: 43283NAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    831305 | PA      | $836680.37    | 0.17%             | 2040-08-27      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST                                   | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2 ESART 2025-2 E             | CUSIP: 30185EAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    690000 | PA      | $674491.28    | 0.13%             | 2033-02-15      | Fixed         | 6.87%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST                                                              | REACH ABS TRUST 2025-1 REACH 2025-1A B                                       | CUSIP: 75525PAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $503789.25    | 0.10%             | 2032-08-16      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| H & R BLOCK, INC.                                                            | H&R BLOCK INC COMMON STOCK                                                   | CUSIP: N/A<br>LEI: 549300CE3KUCWLZBG404       | Long             | EC               |  | US        |      5423 | NS      | $172126.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC HONG KONG (HOLDINGS) LIMITED                                             | BOC HONG KONG HOLDINGS LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               |  | HK        |    190145 | NS      | $1049164.97   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDS CHINA LTD.                                                             | SANDS CHINA LTD 3.250000% 08/08/2031                                         | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | NUSS              | MO        |    200000 | PA      | $180842.46    | 0.04%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                                | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FI 7.375000% 02/15/2029      | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    340000 | PA      | $349770.58    | 0.07%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ORIENT OVERSEAS (INTERNATIONAL) LIMITED                                      | ORIENT OVERSEAS INTL LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               |  | HK        |      6811 | NS      | $121485.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR Blackstone Senior Loan ETF                                 | STATE STREET SPDR BLACKSTONE SENIOR LOAN MUTUAL FUND                         | CUSIP: 78467V608<br>LEI: N/A                  | Long             | EC               | RF                | US        |    149326 | NS      | $5993945.64   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                                                | ASBURY AUTOMOTIVE GROUP INC 144A 5.000000% 02/15/2032                        | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175197.24    | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                     | CELANESE US HOLDINGS LLC 6.750000% 04/15/2033                                | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159024.25    | 0.03%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                             | NRG ENERGY INC 144A 6.000000% 01/15/2036                                     | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    410000 | PA      | $406271.91    | 0.08%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| XPO, INC.                                                                    | XPO INC 144A 7.125000% 02/01/2032                                            | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263011.08    | 0.05%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LANDMARK DATA CENTERS                                                        | LMDV ISSUER CO LLC LMDV 2025-1A C                                            | CUSIP: 538908AE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1004319.80   | 0.20%             | 2055-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Nissan Chemical Corporation                                                  | NISSAN CHEMICAL CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               |  | JP        |      6272 | NS      | $243304.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REF: CAONREPO INDEX                                                          | REF: CAONREPO INDEX BRK: WELLS FARGO BANK, NATIONAL ASSOCIATION              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |   1630000 | NC      | $2853.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 2.950000% 04/01/2030                                             | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     98000 | PA      | $89458.02     | 0.02%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                    | REGAL REXNORD CORP 6.300000% 02/15/2030                                      | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    535000 | PA      | $560557.99    | 0.11%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TENARIS S.A.                                                                 | TENARIS SA COMMON STOCK                                                      | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               |  | IT        |     18865 | NS      | $549729.23    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OAK STREET INVESTMENT GRADE NET LEASE FUND LLC.                              | OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES OAKIG 2020-1A A1           | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    769733 | PA      | $700678.81    | 0.14%             | 2050-11-20      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                                                | US BANK C&I CREDIT-LINKED NOTES SERIES 2025-2 USCLN 2025-SUP2 E              | CUSIP: 90355PAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    822556 | PA      | $824349.20    | 0.16%             | 2032-09-25      | Floating      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                           | BOEING CO/THE 3.450000% 11/01/2028                                           | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    355000 | PA      | $346551.42    | 0.07%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                   | VERUS SECURITIZATION TRUST 2024-1 VERUS 2024-1 A3                            | CUSIP: 92540EAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    314402 | PA      | $315131.02    | 0.06%             | 2069-01-25      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES, INC.                                              | PRIME HEALTHCARE SERVICES INC 144A 9.375000% 09/01/2029                      | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $300730.00    | 0.06%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                                   | AMNEAL PHARMACEUTICALS LLC 144A 6.875000% 08/01/2032                         | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    126000 | PA      | $129710.45    | 0.03%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                      | EXXON MOBIL CORP COMMON STOCK                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |     11526 | NS      | $1955501.16   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                               | ZF NORTH AMERICA CAPITAL INC 144A 7.125000% 04/14/2030                       | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | DE        |    280000 | PA      | $276069.39    | 0.05%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST 144A ZERO COUPON 09/30/2027                         | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40940.79     | 0.01%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GODDARD FUNDING LLC                                                          | GODDARD FUNDING LLC GDRD 2024-1A A2                                          | CUSIP: 380241AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    987500 | PA      | $1000711.66   | 0.20%             | 2054-10-30      | Fixed         | 6.83%                 | Yes           |                  2 | On Loan: No      |
| WASTE PRO USA, INC.                                                          | WASTE PRO USA INC 144A 7.000000% 02/01/2033                                  | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217418.97    | 0.04%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORPORATION                                                          | VIRTUSA CORPORATION 2/15/2029                                                | CUSIP: 92828KAP7<br>LEI: N/A                  | Long             | LON              |  | US        |    139896 | PA      | $125381.85    | 0.02%             | 2029-02-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                            | ALTICE FRANCE SA 144A 6.875000% 07/15/2032                                   | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | NUSS              | FR        |    220274 | PA      | $208715.89    | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR QF4924                                                   | CUSIP: 3133BSPH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     48963 | PA      | $49910.97     | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST                                                                   | BAHA TRUST 2024-MAR BAHA 2024-MAR B                                          | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1030389.90   | 0.20%             | 2041-12-10      | Floating      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS, INC.                                              | ADVANCED DRAINAGE SYSTEMS INC 144A 5.375000% 03/01/2034                      | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150833.72    | 0.03%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                           | NEWELL BRANDS INC 144A 8.500000% 06/01/2028                                  | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201279.00    | 0.04%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC.                                             | STANDARD INDUSTRIES INC/NY 144A 4.375000% 07/15/2030                         | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    425000 | PA      | $400590.08    | 0.08%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 4.125000% 07/25/2028                                           | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1348577.21   | 0.27%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                          | STARWOOD MORTGAGE RESIDENTIAL TRUST 2022-3 STAR 2022-3 A1                    | CUSIP: 85571RAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    709122 | PA      | $706526.69    | 0.14%             | 2067-03-25      | Floating      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS, INC.                                            | INSTALLED BUILDING PRODUCTS INC 144A 5.625000% 02/01/2034                    | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151248.38    | 0.03%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANGI INC.                                                                    | ANGI INC COMMON STOCK                                                        | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               |  | US        |     18146 | NS      | $124300.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                           | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A ABCLN 2024-A E              | CUSIP: 02007GZ89<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    414068 | PA      | $422428.01    | 0.08%             | 2032-05-17      | Fixed         | 7.92%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                               | PAGAYA AI DEBT GRANTOR TRUST 2024-10 PAID 2024-10 E                          | CUSIP: 69546UAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    649721 | PA      | $661558.56    | 0.13%             | 2032-06-15      | Fixed         | 10.41%                | Yes           |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS                                             | REF: EUR006M INDEX BRK: NOMURA INTERNATIONAL PLC                             | CUSIP: N/A<br>LEI: 0Z3VO5H2G7GRS05BHJ91       | N/A              | DIR              |  | XX        |   3410000 | NC      | $-70557.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                             | CIFC FUNDING 2017-III LTD CIFC 2017-3A D1R                                   | CUSIP: 12548JAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    210000 | PA      | $210003.78    | 0.04%             | 2037-04-20      | Floating      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                   | SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 3.350000% 03/15/2033            | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    333230 | PA      | $278122.09    | 0.06%             | 2033-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                          | PENFED AUTO RECEIVABLES OWNER TRUST PNFED 2024-A D                           | CUSIP: 70687FAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    685000 | PA      | $694524.86    | 0.14%             | 2032-09-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                              | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2020-2 M             | CUSIP: 35563PRE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    673381 | PA      | $654727.30    | 0.13%             | 2059-11-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                         | KONINKLIJKE KPN NV COMMON STOCK                                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               |  | NL        |    198498 | NS      | $1102866.23   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| United Group B.V.                                                            | UNITED GROUP BV 144A 4.625000% 08/15/2028                                    | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | NUSS              | SI        |    450000 | PA      | $515774.05    | 0.10%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | PETROLEOS MEXICANOS 6.700000% 02/16/2032                                     | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     70000 | PA      | $68507.62     | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GBX LEASING LLC                                                              | GBX LEASING 2023-1 LLC GBXL 2023-1A A                                        | CUSIP: 361528AC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    956579 | PA      | $981601.59    | 0.19%             | 2053-11-20      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                                          | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 6.125000% 12/15/2030                 | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241680.11    | 0.05%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                                 | PROCTER & GAMBLE CO/THE COMMON STOCK                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |     12258 | NS      | $1770545.52   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                                         | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A 7.750000% 04/15/2028                 | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60284.70     | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHAMBERLAIN/CHARIOT BUYER 7/25 TLB                                           | CHAMBERLAIN/CHARIOT BUYER 7/25 TLB 9/8/2032                                  | CUSIP: 15963CAE6<br>LEI: N/A                  | Long             | LON              |  | US        |    800085 | PA      | $791796.41    | 0.16%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-110 SD                     | CUSIP: 38381YXM1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    431820 | PA      | $47286.09     | 0.01%             | 2049-09-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                           | BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 05/18/2034               | CUSIP: 05675M2J2<br>LEI: 54930065PJIB53WWMP12 | Long             | DBT              | NUSS              | BH        |    740000 | PA      | $653326.83    | 0.13%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                          | RAKUTEN GROUP INC 144A 8.125000% MATURITY: PERPETUAL                         | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | NUSS              | JP        |    270000 | PA      | $267764.05    | 0.05%             | 2174-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | ONEMAIN FINANCE CORP 6.750000% 09/15/2033                                    | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    495000 | PA      | $474632.04    | 0.09%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                                             | TRANSOCEAN INTERNATIONAL LTD 144A 8.750000% 02/15/2030                       | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | NUSS              | US        |     45500 | PA      | $47328.78     | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                      | SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT 2025-A D                       | CUSIP: 81378RAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    273121 | PA      | $278348.92    | 0.06%             | 2031-07-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                          | REPUBLIC OF TURKIYE 7.625000% 04/26/2029                                     | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    560000 | PA      | $578120.39    | 0.11%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II, LLC                                                 | MATCH GROUP HOLDINGS II LLC 144A 5.625000% 02/15/2029                        | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143179.10    | 0.03%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 2.875000% 03/25/2031                                             | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    510000 | PA      | $452979.24    | 0.09%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 4.500000% 04/15/2050                                        | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1143296.84   | 0.23%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZOZO, Inc.                                                                   | ZOZO INC COMMON STOCK                                                        | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               |  | JP        |     20553 | NS      | $143582.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE, INC.                                                        | AXON ENTERPRISE INC 144A 6.125000% 03/15/2030                                | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177895.55    | 0.04%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC.                                                           | NEXSTAR MEDIA INC 144A 7.250000% 04/15/2034                                  | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501488.34    | 0.10%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CULLEN/FROST BANKERS, INC.                                                   | CULLEN/FROST BANKERS INC COMMON STOCK                                        | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               |  | US        |       997 | NS      | $136668.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                                                          | NAVIENT CORP 5.500000% 03/15/2029                                            | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    309000 | PA      | $283214.63    | 0.06%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                     | PRPM 2026-NQM1 TRUST PRPM 2026-NQM1 A2                                       | CUSIP: 74391DAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    300000 | PA      | $297828.96    | 0.06%             | 2071-02-25      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                           | SOUTHERN CALIFORNIA EDISON CO 4.200000% 03/01/2029                           | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    420000 | PA      | $415252.58    | 0.08%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-124 CS                     | CUSIP: 38378WUZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     80152 | PA      | $7715.59      | 0.00%             | 2043-08-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY, L.P.                                                         | GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 7.875000% 05/15/2032         | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    465000 | PA      | $478210.65    | 0.09%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FINECOBANK BANCA FINECO S.P.A.                                               | FINECOBANK SPA COMMON STOCK                                                  | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               |  | IT        |     32216 | NS      | $714505.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Invincible Investment Corporation                                            | INVINCIBLE INVESTMENT CORP REIT                                              | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               |  | JP        |       399 | NS      | $149760.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INCORPORATED                                                         | SNAP-ON INC COMMON STOCK                                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               |  | US        |      2648 | NS      | $961806.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Angola                                                          | ANGOLAN GOVERNMENT INTERNATIONAL BOND 144A 8.750000% 04/14/2032              | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    210000 | PA      | $204029.26    | 0.04%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS, INC.                                                          | GENERAL MILLS INC COMMON STOCK                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |     19018 | NS      | $707849.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR LLC                                                                     | THOR 2024-A LLC THOR 2024-A C                                                | CUSIP: 88517QAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    185880 | PA      | $186752.48    | 0.04%             | 2041-08-15      | Fixed         | 7.66%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC.                                         | GLOBAL INFRASTRUCTURE SOLUTIONS INC 144A 7.500000% 04/15/2032                | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312767.10    | 0.06%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS, INC.                                              | DISCOVERY GLOBAL HOLDINGS INC 5.050000% 03/15/2042                           | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    395000 | PA      | $260228.26    | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE, LLC                                               | UNITED WHOLESALE MORTGAGE LLC 144A 5.500000% 04/15/2029                      | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    421000 | PA      | $394050.15    | 0.08%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                           | METRONET INFRASTRUCTURE ISSUER LLC MNET 2025-4A A2                           | CUSIP: 59170JBD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    200000 | PA      | $199072.66    | 0.04%             | 2055-12-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS, INC.                                                   | IHEARTCOMMUNICATIONS INC 144A 10.875000% 05/01/2030                          | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    442000 | PA      | $283238.02    | 0.06%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST                                             | VISTA POINT SECURITIZATION TRUST 2025-CES2 VSTA 2025-CES2 A1                 | CUSIP: 92842UAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    861126 | PA      | $862500.47    | 0.17%             | 2055-08-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | PETROLEOS MEXICANOS 6.840000% 01/23/2030                                     | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    740000 | PA      | $741633.92    | 0.15%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS, INC.                                                           | VAIL RESORTS INC 144A 5.625000% 07/15/2030                                   | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    340000 | PA      | $337187.35    | 0.07%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                                           | AQUA FINANCE ISSUER TRUST 2026-A AQFIT 2026-A C                              | CUSIP: 038410AC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $496924.95    | 0.10%             | 2051-04-17      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-67 PS                      | CUSIP: 38380W4A4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    944189 | PA      | $108981.46    | 0.02%             | 2048-05-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2024-BIO2 BX 2024-BIO2 B                        | CUSIP: 05613GAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $992530.40    | 0.20%             | 2041-08-13      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| OXFORD FINANCE LLC                                                           | OXFORD FINANCE LLC / OXFORD FINANCE CO-ISSUER II I 6.375000% 02/01/2027      | CUSIP: 69145LAC8<br>LEI: 549300LDNS0EYYWL5V49 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307251.94    | 0.06%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EASTGROUP PROPERTIES, INC.                                                   | EASTGROUP PROPERTIES INC REIT                                                | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |      2483 | NS      | $459578.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMES TRUST                                                                  | HOMES 2025-AFC1 TRUST HOMES 2025-AFC1 A1                                     | CUSIP: 403969AC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    386873 | PA      | $388586.26    | 0.08%             | 2060-01-25      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Partners Group Holding AG                                                    | PARTNERS GROUP HOLDING AG COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               |  | CH        |      1139 | NS      | $1221625.98   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDONAGH FINCO LIMITED                                                       | ARDONAGH FINCO LTD 6.875000% 02/15/2031                                      | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | NUSS              | GB        |    255000 | PA      | $291785.84    | 0.06%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| USQ RAIL I LLC                                                               | USQ RAIL I LLC STEAM 2021-1A A                                               | CUSIP: 90352WAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    790333 | PA      | $748950.25    | 0.15%             | 2051-02-28      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| GCAT TRUST                                                                   | GCAT 2024-INV2 TRUST GCAT 2024-INV2 A14                                      | CUSIP: 36170KAP8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    581579 | PA      | $585213.53    | 0.12%             | 2054-06-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                                              | STREAM INNOVATIONS 2026-1 ISSUER TRUST STRE 2026-1A B                        | CUSIP: 86325MAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $494250.95    | 0.10%             | 2046-08-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORPORATION                                                    | CNX RESOURCES CORP 144A 7.250000% 03/01/2032                                 | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    410000 | PA      | $422486.96    | 0.08%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                          | REPUBLIC OF TURKIYE 6.875000% 03/17/2036                                     | CUSIP: 900123AY6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     60000 | PA      | $57458.94     | 0.01%             | 2036-03-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS, LLC                                        | HOWARD MIDSTREAM ENERGY PARTNERS LLC 144A 6.625000% 01/15/2034               | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $406539.81    | 0.08%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARCLIGHT GCX 12/25 TLB                                                       | ARCLIGHT GCX 12/25 TLB 12/17/2032                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    175000 | PA      | $174835.50    | 0.03%             | 2032-12-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ONEMAIN HOLDINGS, INC.                                                       | ONEMAIN HOLDINGS INC COMMON STOCK                                            | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               |  | US        |      5690 | NS      | $304358.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SV RNO PROPERTY OWNER 1, LLC                                                 | SV RNO PROPERTY OWNER 1 LLC 144A 5.875000% 03/01/2031                        | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $627692.78    | 0.12%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOME BANCSHARES, INC.                                                        | HOME BANCSHARES INC COMMON STOCK                                             | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               |  | US        |      9722 | NS      | $261813.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC.                                                              | BOMBARDIER INC 144A 6.750000% 06/15/2033                                     | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | NUSS              | CA        |     30000 | PA      | $30981.24     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                             | OCCIDENTAL PETROLEUM CORP 7.950000% 06/15/2039                               | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $703141.80    | 0.14%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                             | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 4.100000% 10/01/2046          | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | NUSS              | IL        |    655000 | PA      | $485539.12    | 0.10%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                                     | STONEX ESCROW ISSUER LLC 144A 6.875000% 07/15/2032                           | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $192019.13    | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                                          | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 6.500000% 06/15/2034                 | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $255033.24    | 0.05%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                               | ANYWHERE REAL ESTATE GROUP LLC / REALOGY CO-ISSUER 5.750000% 01/15/2029      | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    295000 | PA      | $284303.58    | 0.06%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                    | EXPAND ENERGY CORP 4.750000% 02/01/2032                                      | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    865000 | PA      | $842828.54    | 0.17%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO 7.625000% MATURITY: PERPETUAL                               | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525241.50    | 0.10%             | 2174-09-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                      | BANK OF NEW YORK MELLON CORP/THE 5.625000% MATURITY: PERPETUAL               | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    560000 | PA      | $548413.54    | 0.11%             | 2174-06-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY MTN 1.794000% 02/13/2032                                      | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    585000 | PA      | $506573.95    | 0.10%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                  | HUDSON YARDS 2025-SPRL MORTGAGE TRUST HY 2025-SPRL D                         | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350000 | PA      | $359135.25    | 0.07%             | 2040-01-13      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| MV24 CAPITAL B.V                                                             | MV24 CAPITAL BV 6.748000% 06/01/2034                                         | CUSIP: N53766AA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |   1589329 | PA      | $1584593.14   | 0.31%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                                             | UNLOCK HEA TRUST 2024-2 UNLOK 2024-2 C                                       | CUSIP: 91528AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $387249.20    | 0.08%             | 2039-10-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HESTIA I ISSUER LLC                                                  | SUNNOVA HESTIA II ISSUER LLC SNVA 2024-GRID1 1A                              | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    891723 | PA      | $863932.57    | 0.17%             | 2051-07-20      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| COMMERZBANK Aktiengesellschaft.                                              | COMMERZBANK AG MTN 7.500000% MATURITY: PERPETUAL                             | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | NUSS              | DE        |    600000 | PA      | $608334.00    | 0.12%             | 2174-04-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                    | OBX 2024-NQM8 TRUST OBX 2024-NQM8 A3                                         | CUSIP: 67119CAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    553488 | PA      | $557925.47    | 0.11%             | 2064-05-25      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| KODIAK GAS SERVICES, LLC                                                     | KODIAK GAS SERVICES LLC 144A 7.250000% 02/15/2029                            | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    578000 | PA      | $598839.79    | 0.12%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PT Bank Central Asia Tbk                                                     | BANK CENTRAL ASIA TBK PT COMMON STOCK                                        | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               |  | ID        |   2873216 | NS      | $1109868.78   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                   | VERUS SECURITIZATION TRUST 2024-4 VERUS 2024-4 A2                            | CUSIP: 92540GAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    582219 | PA      | $587278.86    | 0.12%             | 2069-06-25      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Prosus N.V.                                                                  | PROSUS NV MTN 3.061000% 07/13/2031                                           | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |    300000 | PA      | $268829.91    | 0.05%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ITC LIMITED                                                                  | ITC LTD COMMON STOCK                                                         | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               |  | IN        |    170074 | NS      | $519698.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Ltd.                                               | WEATHERFORD INTERNATIONAL LTD 144A 6.750000% 10/15/2033                      | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | NUSS              | US        |    300000 | PA      | $306530.70    | 0.06%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                  | BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018-TALL A                             | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1100000 | PA      | $1042290.26   | 0.21%             | 2037-03-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Duravant 11/25 (USD) Cov-Lite TL                                             | Duravant 11/25 (USD) Cov-Lite TL 11/26/2032                                  | CUSIP: 26658NAT6<br>LEI: N/A                  | Long             | LON              |  | US        |    690874 | PA      | $692773.54    | 0.14%             | 2032-11-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Republique du Benin                                                          | BENIN GOVERNMENT INTERNATIONAL BOND 144A 8.375000% 01/23/2041                | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    800000 | PA      | $788620.78    | 0.16%             | 2041-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                     | SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC SRFC 2025-2A D               | CUSIP: 82653HAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    652652 | PA      | $655250.26    | 0.13%             | 2044-04-20      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP, INC.                                              | SINCLAIR TELEVISION GROUP INC 144A 8.125000% 02/15/2033                      | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    875000 | PA      | $889494.38    | 0.18%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Madison IAQ/Madison Air 10/25 TL                                             | Madison IAQ/Madison Air 10/25 TL 11/8/2032                                   | CUSIP: 55759VAE8<br>LEI: N/A                  | Long             | LON              |  | US        |   1050331 | PA      | $1051728.43   | 0.21%             | 2032-11-08      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                  | SCCU AUTO RECEIVABLES TRUST 2024-1 SCCU 2024-1A D                            | CUSIP: 78436RAN0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1011306.50   | 0.20%             | 2032-07-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                            | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 144A 6.750000% 09/15/2032          | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | NUSS              | US        |     95000 | PA      | $95760.00     | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                 | ROYAL CARIBBEAN CRUISES LTD 144A 5.625000% 09/30/2031                        | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | NUSS              | US        |    500000 | PA      | $504928.79    | 0.10%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US 2YR NOTE (CBT) JUN26                                                      | US 2YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -69 | NC      | $-14313726.56 | -2.84%            |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                    | MATADOR RESOURCES CO 144A 6.500000% 04/15/2032                               | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247668.06    | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                 | FX Forward Contract: USD/EUR SETTLE 2026-05-22                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $104287.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Transocean International Limited                                             | TRANSOCEAN INTERNATIONAL LTD 144A 7.875000% 10/15/2032                       | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | NUSS              | US        |    160000 | PA      | $170960.00    | 0.03%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                                           | A&D MORTGAGE TRUST 2026-NQM2 ADMT 2026-NQM2 A2                               | CUSIP: 00038TAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    497485 | PA      | $491220.63    | 0.10%             | 2071-03-25      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| TPG TRUST                                                                    | TPG TRUST 2024-WLSC TPG 2024-WLSC A                                          | CUSIP: 872973AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $398060.52    | 0.08%             | 2029-11-15      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORPORATION                                                | CHAMP ACQUISITION CORP 144A 8.375000% 12/01/2031                             | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $953797.39    | 0.19%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                   | VERUS SECURITIZATION TRUST 2024-4 VERUS 2024-4 B1                            | CUSIP: 92540GAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    360000 | PA      | $363136.36    | 0.07%             | 2069-06-25      | Floating      | 7.64%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                     | SVENSKA HANDELSBANKEN-A SHS COMMON STOCK                                     | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               |  | SE        |     72184 | NS      | $945700.02    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 4.912000% 07/25/2033                                     | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    530000 | PA      | $530365.70    | 0.11%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER, LP                                                         | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 144A 6.250000% 04/01/2029          | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117183.03    | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                          | CONNECTICUT AVENUE SECURITIES TRUST 2019-R05 CAS 2019-R05 1B1                | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    352354 | PA      | $355210.47    | 0.07%             | 2039-07-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | ONEMAIN FINANCE CORP 7.125000% 09/15/2032                                    | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    820000 | PA      | $807582.24    | 0.16%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2024-BIO2 BX 2024-BIO2 C                        | CUSIP: 05613GAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1004277.20   | 0.20%             | 2041-08-13      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | ONEMAIN FINANCE CORP 6.625000% 05/15/2029                                    | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400388.40    | 0.08%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-111 IM                     | CUSIP: 38379MNK6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    901971 | PA      | $146992.40    | 0.03%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Brands 10/25 DIP Roll Up PIK TLB                                       | First Brands 10/25 DIP Roll Up PIK TLB 6/29/2026                             | CUSIP: 31935HAN7<br>LEI: N/A                  | Long             | LON              |  | US        |      4490 | PA      | $3.01         | 0.00%             | 2026-06-29      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS, INC.                                              | DISCOVERY GLOBAL HOLDINGS INC 4.279000% 03/15/2032                           | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    165000 | PA      | $146025.00    | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON ANONIM SIRKETI                                         | TURK TELEKOMUNIKASYON AS 144A 7.375000% 05/20/2029                           | CUSIP: 90011QAD2<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $303081.22    | 0.06%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | DIAMOND SPORTS GROUP LLC *                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      1122 | NS      | $210.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                                   | FDJ UNITED COMMON STOCK                                                      | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               |  | FR        |      5069 | NS      | $148704.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PETRONAS DAGANGAN BERHAD                                                     | PETRONAS DAGANGAN BHD COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |     14738 | NS      | $79693.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                               | SOFI PROFESSIONAL LOAN PROGRAM 2020-ATRUST SOFI 2020-A BFX                   | CUSIP: 83406TAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    360000 | PA      | $325178.39    | 0.06%             | 2046-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                 | BRISTOL-MYERS SQUIBB CO COMMON STOCK                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |     36473 | NS      | $2212087.45   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MCAFEE CORP.                                                                 | MCAFEE CORP 144A 7.375000% 02/15/2030                                        | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    542000 | PA      | $447795.68    | 0.09%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | Oracle Corp PREFERRED STOCK                                                  | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               |  | US        |      6132 | NS      | $276001.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                  | PFIZER INC COMMON STOCK                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |     76402 | NS      | $2145368.16   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCLATCHY MEDIA COMPANY, LLC                                                 | MCCLATCHY MEDIA CO LLC 144A 8.000000% 03/01/2028                             | CUSIP: 00456LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1166588.04   | 0.23%             | 2028-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOLDINGS (US), INC.                                        | GFL ENVIRONMENTAL HOLDINGS US INC 144A 5.500000% 02/01/2034                  | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $436454.18    | 0.09%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC.                                                        | NEPTUNE BIDCO US INC 144A 10.375000% 05/15/2031                              | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282522.24    | 0.06%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| HARBOR FREIGHT TOOLS USA, INC.                                               | HARBOR FREIGHT TOOLS USA, INC. 6/11/2031                                     | CUSIP: 41151PAR6<br>LEI: N/A                  | Long             | LON              |  | US        |    346981 | PA      | $342983.91    | 0.07%             | 2031-06-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                          | REPUBLIC OF ARGENTINA 4.125000% 07/09/2035                                   | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1245672 | PA      | $896883.84    | 0.18%             | 2035-07-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARCTIC CANADIAN DIAMOND COMPANY LTD.                                         | ARCTIC CANADIAN DIAMOND COMPANY LTD. 6/30/2026                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    863839 | PA      | $655653.63    | 0.13%             | 2026-06-30      | Floating      | 4.26%                 | No            |                  3 | On Loan: No      |
| US 10YR ULTRA FUT JUN26                                                      | US 10YR ULTRA FUT JUN26 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -42 | NC      | $-4767656.25  | -0.95%            |  |  |  | No            |                  1 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND TRUST                                        | BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC BVCLN 2025-EDU1 C          | CUSIP: 07337GAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    835439 | PA      | $836953.87    | 0.17%             | 2048-07-27      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Japan Real Estate Investment Corporation                                     | JAPAN REAL ESTATE INVESTMENT REIT                                            | CUSIP: N/A<br>LEI: 3538003YAIR3CBGJJ928       | Long             | EC               |  | JP        |       134 | NS      | $98426.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEAMSYSTEM S.P.A.                                                            | TEAMSYSTEM SPA 144A 3.500000% 02/15/2028                                     | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | NUSS              | IT        |    300000 | PA      | $338070.50    | 0.07%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                     | STATE STREET CORP 6.700000% MATURITY: PERPETUAL                              | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101610.20    | 0.02%             | 2174-06-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                                | NYC COMMERCIAL MORTGAGE TRUST 2025-3BP NYC 2025-3BP B                        | CUSIP: 67120UAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    550000 | PA      | $549864.76    | 0.11%             | 2042-02-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS, LLC                                                | FOCUS FINANCIAL PARTNERS LLC 144A 6.750000% 09/15/2031                       | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    917000 | PA      | $910715.28    | 0.18%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MALAYAN BANKING BERHAD                                                       | MALAYAN BANKING BHD COMMON STOCK                                             | CUSIP: N/A<br>LEI: 5493004OT3TOY404V310       | Long             | EC               |  | MY        |    312908 | NS      | $880735.71    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING, INC.                                          | AMERICAN AXLE & MANUFACTURING INC 144A 6.375000% 10/15/2032                  | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197948.60    | 0.04%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                        | AIR LEASE CORP 4.125000% MATURITY: PERPETUAL                                 | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    435000 | PA      | $422669.84    | 0.08%             | 2174-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                      | BLACK PEARL COMPUTE LLC 144A 6.125000% 02/15/2031                            | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1160288.58   | 0.23%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SNAP INC.                                                                    | SNAP INC 144A 6.875000% 03/01/2033                                           | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165247.29    | 0.03%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                                            | AFFIRM ASSET SECURITIZATION TRUST 2024-X2 AFFRM 2024-X2 D                    | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $501253.65    | 0.10%             | 2029-12-17      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| AIRBNB, INC.                                                                 | AIRBNB INC 5.250000% 03/16/2036                                              | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    415000 | PA      | $415420.24    | 0.08%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                   | JP MORGAN MORTGAGE TRUST SERIES 2026-NQX1 JPMMT 2026-NQX1 A3                 | CUSIP: 46594QAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $501015.00    | 0.10%             | 2066-07-25      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| WH GROUP LIMITED                                                             | WH GROUP LTD COMMON STOCK                                                    | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               |  | HK        |    457356 | NS      | $601242.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG, INC.                                                     | VENTURE GLOBAL LNG INC 144A 9.875000% 02/01/2032                             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    205000 | PA      | $220167.54    | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2024-AIRC BX 2024-AIRC C                        | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    867251 | PA      | $868064.23    | 0.17%             | 2041-08-15      | Floating      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                | STARWOOD PROPERTY TRUST INC 144A 6.500000% 07/01/2030                        | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    495000 | PA      | $505528.16    | 0.10%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3, INC.                                                           | WAND NEWCO 3 INC 144A 7.625000% 01/30/2032                                   | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1048059.39   | 0.21%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                  | FCCU AUTO RECEIVABLES TRUST 2024-1 FCCU 2024-1A C                            | CUSIP: 30336CAL9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1024633.80   | 0.20%             | 2030-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST                                                                    | ELM TRUST 2024-ELM ELM 2024-ELM D15                                          | CUSIP: 26860XAL5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1000225.60   | 0.20%             | 2039-06-10      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| PROSPERITY BANCSHARES, INC.                                                  | PROSPERITY BANCSHARES INC COMMON STOCK                                       | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               |  | US        |      1158 | NS      | $77794.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IRV TRUST                                                                    | IRV TRUST 2025-200P IRV 2025-200P A                                          | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $806287.04    | 0.16%             | 2047-03-14      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| BHMS MORTGAGE TRUST                                                          | BHMS COMMERCIAL MORTGAGE TRUST 2025-ATLS BHMS 2025-ATLS A                    | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $800513.92    | 0.16%             | 2042-08-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                                           | WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANC 8.250000% 10/01/2031      | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219482.97    | 0.04%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES, INC.                                                     | FRANKLIN RESOURCES INC COMMON STOCK                                          | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               |  | US        |     12587 | NS      | $297304.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS, LLC                                           | VENTURE GLOBAL CALCASIEU PASS LLC 144A 4.125000% 08/15/2031                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    445000 | PA      | $412784.45    | 0.08%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                                            | ADMIRAL GROUP PLC COMMON STOCK                                               | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               |  | GB        |     13198 | NS      | $549974.73    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                         | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-F NAVSL 2020-FA B             | CUSIP: 63941XAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    320000 | PA      | $276634.02    | 0.05%             | 2069-07-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC.                                                              | BOMBARDIER INC 144A 7.000000% 06/01/2032                                     | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | NUSS              | CA        |    265000 | PA      | $275028.13    | 0.05%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORPORATION                                       | CLARIVATE SCIENCE HOLDINGS CORP 144A 4.875000% 07/01/2029                    | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    581000 | PA      | $504125.62    | 0.10%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                 | PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 6.000000% 04/08/2026              | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    340000 | PA      | $339574.96    | 0.07%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                             | SALESFORCE INC 4.900000% 09/15/2031                                          | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1248229.63   | 0.25%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS GROUP AG 144A 7.750000% MATURITY: PERPETUAL                              | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    270000 | PA      | $278213.67    | 0.06%             | 2174-04-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                         | OLYMPUS WATER US HOLDING CORP 144A 7.250000% 02/15/2033                      | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1159232.96   | 0.23%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PVONE LLC                                                                    | PVONE 2023-1 LLC PVONE 2023-1A A                                             | CUSIP: 693696AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     69839 | PA      | $69892.19     | 0.01%             | 2035-07-16      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                   | SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 3.600000% 06/15/2035            | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    225008 | PA      | $169820.66    | 0.03%             | 2035-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                                | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLD 7.875000% 05/01/2027      | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | NUSS              | CH        |    675000 | PA      | $666212.45    | 0.13%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT, LLC                                                           | ONESKY FLIGHT LLC 144A 8.875000% 12/15/2029                                  | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    580000 | PA      | $598684.70    | 0.12%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| USS Co., Ltd.                                                                | USS CO LTD COMMON STOCK                                                      | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               |  | JP        |     21124 | NS      | $221661.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUSA CORPORATION                                                          | VIRTUSA CORP 144A 7.125000% 12/15/2028                                       | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    193000 | PA      | $148635.07    | 0.03%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                                | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLD 9.500000% 06/01/2028      | CUSIP: 92841HAA0<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | NUSS              | CH        |    283000 | PA      | $276476.09    | 0.05%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PHINIA INC.                                                                  | PHINIA INC 144A 6.625000% 10/15/2032                                         | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79278.50     | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                                 | TENET HEALTHCARE CORP 6.125000% 06/15/2030                                   | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    291000 | PA      | $292892.08    | 0.06%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE, INC.                                                        | AXON ENTERPRISE INC 144A 6.250000% 03/15/2033                                | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183734.28    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                     | RETAINED VANTAGE DATA CENTERS ISSUER LLC VDCR 2024-1A B                      | CUSIP: 76134KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $969526.90    | 0.19%             | 2049-09-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS, LLC                                                       | AHEAD DB HOLDINGS LLC 144A 6.625000% 05/01/2028                              | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1046607.87   | 0.21%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES, INC.                                            | PENNYMAC FINANCIAL SERVICES INC 144A 6.875000% 05/15/2032                    | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    405000 | PA      | $390821.90    | 0.08%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                 | ROCKIES EXPRESS PIPELINE LLC 144A 6.750000% 03/15/2033                       | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    330000 | PA      | $339698.04    | 0.07%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 4.910000% 05/24/2033                                           | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    535000 | PA      | $532577.93    | 0.11%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                           | NEWELL BRANDS INC 6.375000% 09/15/2027                                       | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65317.79     | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER, LLC                                              | RIVERS ENTERPRISE BORROWER LLC / RIVERS ENTERPRISE 6.625000% 02/01/2033      | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    562000 | PA      | $557769.15    | 0.11%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                   | LAD AUTO RECEIVABLES TRUST 2024-2 LADAR 2024-2A D                            | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1200000 | PA      | $1232303.52   | 0.24%             | 2031-10-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                | BROADCOM INC 3.419000% 04/15/2033                                            | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $987577.51    | 0.20%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP 144A 6.250000% 07/01/2033                                          | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286241.75    | 0.06%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                    | NELNET STUDENT LOAN TRUST 2025-C NSLT 2025-CA C                              | CUSIP: 64035UAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $976035.90    | 0.19%             | 2065-06-22      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| ADAPTHEALTH, LLC                                                             | ADAPTHEALTH LLC 144A 6.125000% 08/01/2028                                    | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $444050.24    | 0.09%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                              | EQT CORP 7.500000% 06/01/2030                                                | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $174236.58    | 0.03%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 144A 2.277000% 01/20/2032                                            | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |    375000 | PA      | $330574.23    | 0.07%             | 2032-01-20      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                                           | UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CS 4.750000% 04/15/2028      | CUSIP: 91327BAB6<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    370000 | PA      | $368075.85    | 0.07%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                           | MARS INC 144A 5.200000% 03/01/2035                                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    925000 | PA      | $933806.69    | 0.19%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS, INC.                                                         | OSAIC HOLDINGS INC 144A 6.750000% 08/01/2032                                 | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    269000 | PA      | $269033.60    | 0.05%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONO PHARMACEUTICAL CO., LTD.                                                 | ONO PHARMACEUTICAL CO LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               |  | JP        |     19404 | NS      | $310680.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                                                             | SALESFORCE INC 5.550000% 03/15/2036                                          | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1116516.11   | 0.22%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                             | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A D1                        | CUSIP: 78448YAF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    233747 | PA      | $211137.40    | 0.04%             | 2053-01-15      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LIMITED                                                | MELCO RESORTS FINANCE LTD 144A 7.625000% 04/17/2032                          | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | NUSS              | HK        |    525000 | PA      | $532730.82    | 0.11%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING, LLC                                             | PERMIAN RESOURCES OPERATING LLC 144A 6.250000% 02/01/2033                    | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269938.54    | 0.05%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 2.550000% 12/01/2033                                                | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1132265.59   | 0.22%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| POSTE ITALIANE - SOCIETA PER AZIONI                                          | POSTE ITALIANE SPA COMMON STOCK                                              | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               |  | IT        |     26894 | NS      | $631055.67    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Games Workshop Group PLC                                                     | GAMES WORKSHOP GROUP PLC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               |  | GB        |      1721 | NS      | $405334.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BOEING COMPANY                                                           | BOEING CO/THE 5.805000% 05/01/2050                                           | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    330000 | PA      | $319019.71    | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS, LLC                                                  | SOTERA HEALTH HOLDINGS LLC 144A 7.375000% 06/01/2031                         | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    280000 | PA      | $289232.44    | 0.06%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                                 | BAUSCH HEALTH COS INC 144A 5.000000% 01/30/2028                              | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | NUSS              | CA        |    115000 | PA      | $97175.00     | 0.02%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONG LEONG BANK BERHAD                                                       | HONG LEONG BANK BERHAD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 549300BUPYUQGB5BFX94       | Long             | EC               |  | MY        |     33677 | NS      | $183027.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | ARCTIC CANADIAN DIAMOND COMPANY *                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |       824 | NS      | $48126.13     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                     | COLUMBIA PIPELINES OPERATING CO LLC 144A 6.036000% 11/15/2033                | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $626930.84    | 0.12%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| 0EDELMAN FINANCIAL 12/24 TL                                                  | 0EDELMAN FINANCIAL 12/24 TL 4/7/2028                                         | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              |  | US        |   1240602 | PA      | $1238579.33   | 0.25%             | 2028-04-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                                  | PRKCM 2024-HOME1 TRUST PRKCM 2024-HOME1 A3                                   | CUSIP: 69391XAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    593392 | PA      | $599045.03    | 0.12%             | 2059-05-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSUER TRUST                                                | MIDCAP FINANCIAL ISSUER TRUST 144A 6.500000% 05/01/2028                      | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1159609.00   | 0.23%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA, INC.                                                           | CINEMARK USA INC 144A 7.000000% 08/01/2032                                   | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195222.53    | 0.04%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                       | CVS HEALTH CORP 4.300000% 03/25/2028                                         | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    890000 | PA      | $886845.56    | 0.18%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | SIRIUS XM RADIO LLC 144A 4.000000% 07/15/2028                                | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    755000 | PA      | $728771.98    | 0.14%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STAPLES, INC.                                                                | STAPLES INC 144A 10.750000% 09/01/2029                                       | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64737.35     | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC.                                         | GLOBAL INFRASTRUCTURE SOLUTIONS INC 144A 5.625000% 06/01/2029                | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    580000 | PA      | $569099.94    | 0.11%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                                       | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2019-3 VCC 2019-3 M5                  | CUSIP: 92257HAF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    997783 | PA      | $869195.93    | 0.17%             | 2049-10-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| CATCHER TECHNOLOGY CO., LTD.                                                 | CATCHER TECHNOLOGY CO LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 5299006PRSCU66N5JF55       | Long             | EC               |  | TW        |     31704 | NS      | $187733.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO, INC.                                                                 | WATSCO INC COMMON STOCK                                                      | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               |  | US        |       687 | NS      | $249923.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DAE AVIATION (STANDARD AERO) 10/24 TLB1                                      | DAE AVIATION (STANDARD AERO) 10/24 TLB1 10/31/2031                           | CUSIP: 26812CAN6<br>LEI: N/A                  | Long             | LON              |  | US        |    858467 | PA      | $858080.35    | 0.17%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CALATLANTIC GROUP, LLC                                                       | CALATLANTIC GROUP LLC 5.250000% 06/01/2026                                   | CUSIP: 128195AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $329185.80    | 0.07%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                     | OCTANE RECEIVABLES TRUST 2024-2 OCTL 2024-2A C                               | CUSIP: 67578YAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1016561.10   | 0.20%             | 2032-07-20      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| HAYFIN US LTD                                                                | HAYFIN US XV LTD HAYFN 2024-15A D1                                           | CUSIP: 420916AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300322.80    | 0.06%             | 2037-04-28      | Floating      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYUNDAI CAPITAL AMERICA 144A 6.200000% 09/21/2030                            | CUSIP: 44891ACP0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    735000 | PA      | $770240.37    | 0.15%             | 2030-09-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                | BROADCOM INC 144A 3.187000% 11/15/2036                                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     53000 | PA      | $44289.92     | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| OSMOSIS BUYER LTD                                                            | OSMOSIS BUYER LTD 7/30/2028                                                  | CUSIP: 00132UAQ7<br>LEI: N/A                  | Long             | LON              |  | US        |   1091750 | PA      | $1088507.50   | 0.22%             | 2028-07-30      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | EGYPT GOVERNMENT INTERNATIONAL BOND 144A 8.700200% 03/01/2049                | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    320000 | PA      | $279890.20    | 0.06%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING, LLC                                             | PERMIAN RESOURCES OPERATING LLC 144A 9.875000% 07/15/2031                    | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    296000 | PA      | $314143.02    | 0.06%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL ECONOMIC ZONE LIMITED                                | ADANI PORTS & SPECIAL ECONOMIC ZONE LTD 4.000000% 07/30/2027                 | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | NUSS              | IN        |   1825000 | PA      | $1789021.38   | 0.35%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONNECTWISE, LLC                                                             | CONNECTWISE, LLC 9/29/2028                                                   | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              |  | US        |    215310 | PA      | $198263.99    | 0.04%             | 2028-09-29      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| ACUREN DELAWARE HOLDCO, INC.                                                 | ACUREN DELAWARE HOLDCO, INC. 7/30/2031                                       | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              |  | US        |    837277 | PA      | $835442.91    | 0.17%             | 2031-07-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| US 2YR NOTE (CBT) JUN26                                                      | US 2YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        57 | NC      | $11824382.81  | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS COMPANY                                                      | GRAHAM HOLDINGS CO 144A 5.625000% 12/01/2033                                 | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    740000 | PA      | $724923.02    | 0.14%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                  | CRESCENT ENERGY FINANCE LLC 144A 7.625000% 04/01/2032                        | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167446.79    | 0.03%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP 144A 7.875000% MATURITY: PERPETUAL                                 | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    755000 | PA      | $770874.63    | 0.15%             | 2175-03-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                              | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2020-3 M             | CUSIP: 35563PTU3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    640000 | PA      | $625836.03    | 0.12%             | 2060-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE, LLC                                                                | ACRISURE LLC / ACRISURE FINANCE INC 144A 6.750000% 07/01/2032                | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    255000 | PA      | $245723.89    | 0.05%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                           | VIKING CRUISES LTD 144A 5.875000% 10/15/2033                                 | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | NUSS              | US        |    455000 | PA      | $449226.89    | 0.09%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| THE MICHAELS COMPANIES, INC.                                                 | MICHAELS COS INC/THE 144A 8.500000% 03/15/2033                               | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    650000 | PA      | $632771.10    | 0.13%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GENTING NEW YORK LLC                                                         | GENTING NEW YORK LLC / GENNY CAPITAL INC 144A 7.250000% 10/01/2029           | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $863461.22    | 0.17%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                             | OCCIDENTAL PETROLEUM CORP 4.400000% 08/15/2049                               | CUSIP: 674599CY9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14604.00     | 0.00%             | 2049-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HARVEST COMMERCIAL CAPITAL LOAN TRUST                                        | HARVEST COMMERCIAL CAPITAL LOAN TRUST 2024-1 HCCLT 2024-1 M1                 | CUSIP: 417927AB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    893825 | PA      | $904147.35    | 0.18%             | 2056-10-25      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | INTESA SANPAOLO SPA 144A 7.800000% 11/28/2053                                | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | NUSS              | IT        |    530000 | PA      | $619134.93    | 0.12%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| GCI, LLC                                                                     | GCI LLC 144A 4.750000% 10/15/2028                                            | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1006480.96   | 0.20%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.875000% 02/16/2031                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    430000 | PA      | $395319.61    | 0.08%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                          | DOMINICAN REPUBLIC 4.500000% 01/30/2030                                      | CUSIP: P3579ECF2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    550000 | PA      | $521977.50    | 0.10%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INVESTEC PLC                                                                 | INVESTEC PLC COMMON STOCK                                                    | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | EC               |  | GB        |     30055 | NS      | $230795.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FINANCING, LLC                                                       | DIRECTV FINANCING LLC 144A 8.875000% 02/01/2030                              | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $254432.70    | 0.05%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-110 SE                     | CUSIP: 38381YXT6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    575578 | PA      | $64698.71     | 0.01%             | 2049-09-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ENERGY TRANSFER LP 7.125000% MATURITY: PERPETUAL                             | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50891.25     | 0.01%             | 2174-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO., INC.                                                           | BEST BUY CO INC COMMON STOCK                                                 | CUSIP: N/A<br>LEI: HL5XPTVRV0O8TUN5LL90       | Long             | EC               |  | US        |     10405 | NS      | $668001.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP, INC.                                                           | COSTAR GROUP INC 144A 2.800000% 07/15/2030                                   | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |    585000 | PA      | $529009.14    | 0.10%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ALLIANT INSURANCE 7/25 COV-LITE TLB                                          | ALLIANT INSURANCE 7/25 COV-LITE TLB 9/19/2031                                | CUSIP: 01881UAN5<br>LEI: N/A                  | Long             | LON              |  | US        |    618754 | PA      | $613407.91    | 0.12%             | 2031-09-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                 | Petroleos de Venezuela SA 6.000000% 11/15/2026                               | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |   1110000 | PA      | $379176.00    | 0.08%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                         | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2024-A NAVSL 2024-A B              | CUSIP: 63943CAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1011542.10   | 0.20%             | 2072-10-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                           | VIKING CRUISES LTD 144A 9.125000% 07/15/2031                                 | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | NUSS              | US        |    345000 | PA      | $363956.03    | 0.07%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| CARS DB                                                                      | CARS-DB7 LP CAUTO 2023-1A B                                                  | CUSIP: 12510HAU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1300000 | PA      | $1304662.97   | 0.26%             | 2053-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD.                                                   | AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD 14 5.750000% 04/20/2029      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    481000 | PA      | $478369.07    | 0.09%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                                | PAYCHEX INC COMMON STOCK                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               |  | US        |     16175 | NS      | $1490041.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC.                                                               | TRANSDIGM INC 4.875000% 05/01/2029                                           | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    449000 | PA      | $442286.82    | 0.09%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST                                    | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2024-1 GDLP 2024-1A B              | CUSIP: 381935AB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    397175 | PA      | $405537.90    | 0.08%             | 2046-10-20      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL, LLC                                                  | AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE I 8.375000% 06/15/2032      | CUSIP: 053773BK2<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179012.18    | 0.04%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                 | PETROLEOS DE VENEZUELA SA 6.000000% 05/16/2024                               | CUSIP: P7807HAT2<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |   3790000 | PA      | $1295043.00   | 0.26%             | 2026-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                         | OLYMPUS WATER US HOLDING CORP 144A 7.250000% 06/15/2031                      | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    365000 | PA      | $356496.52    | 0.07%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                          | CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 CAS 2021-R03 1B1                | CUSIP: 20754AAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    680000 | PA      | $687284.16    | 0.14%             | 2041-12-25      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| PT Bank Mandiri (Persero) Tbk                                                | BANK MANDIRI PERSERO TBK PT COMMON STOCK                                     | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               |  | ID        |   1933665 | NS      | $542784.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                                         | META PLATFORMS INC 5.625000% 11/15/2055                                      | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1101433.68   | 0.22%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Elastic N.V.                                                                 | ELASTIC NV 144A 4.125000% 07/15/2029                                         | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | NUSS              | US        |    455000 | PA      | $426822.94    | 0.08%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO LTD                                                          | BIRCH GROVE CLO LTD BGCLO 19A D1RR                                           | CUSIP: 09075JBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    220000 | PA      | $220377.96    | 0.04%             | 2037-07-17      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                   | VERUS SECURITIZATION TRUST 2024-INV2 VERUS 2024-INV2 M1                      | CUSIP: 92540NAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $998388.40    | 0.20%             | 2069-08-26      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST                                               | TESLA SUSTAINABLE ENERGY TRUST 2024-1 TSET 2024-1A C                         | CUSIP: 88164AAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $743838.15    | 0.15%             | 2050-06-21      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                           | PLAINS ALL AMERICAN PIPELINE LP MATURITY: PERPETUAL                          | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    560000 | PA      | $558695.09    | 0.11%             | 2174-11-15      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                             | OCCIDENTAL PETROLEUM CORP 6.625000% 09/01/2030                               | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    463000 | PA      | $497878.40    | 0.10%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORPORATION LIMITED                                  | OVERSEA-CHINESE BANKING CORP COMMON STOCK                                    | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               |  | SG        |     30710 | NS      | $524179.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC.                                             | SOLSTICE ADVANCED MATERIALS INC 144A 5.625000% 09/30/2033                    | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73953.17     | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORPORATION                                                         | ECHOSTAR CORP 6.750000% 11/30/2030                                           | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    186682 | PA      | $188504.15    | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                | FREEDOM MORTGAGE HOLDINGS LLC 144A 9.250000% 02/01/2029                      | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228057.75    | 0.05%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE S.A.                                               | BANCO MERCANTIL DEL NORTE SA/GRAND CAYMAN 144A 7.500000% MATURITY: PERPETUAL | CUSIP: 05971PAB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    570000 | PA      | $569899.22    | 0.11%             | 2174-09-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS GROUP AG 144A 2.746000% 02/11/2033                                       | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    340000 | PA      | $300686.22    | 0.06%             | 2033-02-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                  | NATIONWIDE BUILDING SOCIETY 144A 3.960000% 07/18/2030                        | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |    450000 | PA      | $439870.19    | 0.09%             | 2030-07-18      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE, INC.                                                | GLOBAL MEDICAL RESPONSE INC 144A 7.375000% 10/01/2032                        | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    203000 | PA      | $210803.32    | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO 6.850000% MATURITY: PERPETUAL                               | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $440557.13    | 0.09%             | 2174-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Royaume du Maroc                                                             | MOROCCO GOVERNMENT INTERNATIONAL BOND 144A 3.000000% 12/15/2032              | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    730000 | PA      | $626811.73    | 0.12%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2, INC.                                  | DG INVESTMENT INTERMEDIATE HOLDINGS 2, INC. 7/9/2032                         | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              |  | US        |    945170 | PA      | $943988.55    | 0.19%             | 2032-07-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO, LLC                                                 | BEACH ACQUISITION BIDCO LLC 144A 10.000000% 07/15/2033                       | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    379457 | PA      | $404128.27    | 0.08%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                                       | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2026-1 VCC 2026-1 M2                  | CUSIP: 92262WAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    497448 | PA      | $490572.47    | 0.10%             | 2056-02-25      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                | COLLEGE AVE STUDENT LOANS 2018-A LLC CASL 2018-A C                           | CUSIP: 19423DAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    640965 | PA      | $635234.96    | 0.13%             | 2047-12-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRV TRUST                                                                    | IRV TRUST 2025-200P IRV 2025-200P D                                          | CUSIP: 45006HAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $250038.85    | 0.05%             | 2047-03-14      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP 144A 7.250000% 05/01/2032                                          | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222453.84    | 0.04%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS, L.P.                                                       | NUSTAR LOGISTICS LP 6.375000% 10/01/2030                                     | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    445000 | PA      | $460128.67    | 0.09%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS, LP                                                 | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINA 7.375000% 06/30/2033      | CUSIP: 24665FAE2<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    625000 | PA      | $630166.88    | 0.12%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BELRON 1/26                                                                  | BELRON 1/26 10/16/2031                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |   1237523 | PA      | $1236285.92   | 0.25%             | 2031-10-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                 | TRUIST FINANCIAL CORP 6.669000% MATURITY: PERPETUAL                          | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1023194.77   | 0.20%             | 2175-03-01      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                                        | ALEXANDRIA REAL ESTATE EQUITIES INC 3.375000% 08/15/2031                     | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    355000 | PA      | $327410.59    | 0.06%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                                         | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A 7.875000% 04/01/2030                 | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    743000 | PA      | $777551.73    | 0.15%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL, INC.                                         | LIGHT & WONDER INTERNATIONAL INC 144A 6.250000% 10/01/2033                   | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    373000 | PA      | $365424.37    | 0.07%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE, LLC                                                                | ACRISURE LLC / ACRISURE FINANCE INC 144A 8.250000% 02/01/2029                | CUSIP: 00489LAK9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177946.49    | 0.04%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HARVEST COMMERCIAL CAPITAL LOAN TRUST                                        | HARVEST COMMERCIAL CAPITAL LOAN TRUST 2024-1 HCCLT 2024-1 A                  | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    799880 | PA      | $813187.89    | 0.16%             | 2056-10-25      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete, LLC                                               | SMYRNA READY MIX CONCRETE LLC 144A 8.875000% 11/15/2031                      | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1109571.20   | 0.22%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                                          | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 6.500000% 01/15/2034                 | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $344006.61    | 0.07%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** SEI INSTITUTIONAL MANAGED TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer