# EDGAR Filing Document

**Accession Number:** 0000276463
**File Stem:** 0000940400-26-020796
**Filing Date:** 2026-5
**Character Count:** 4529705
**Document Hash:** 3617330514d8748a6822b4930f70d9c2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-020796.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0000940400-26-020796

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK BOND FUND, INC.
- **CENTRAL INDEX KEY:** 0000276463

**ORGANIZATION NAME:**
- **EIN:** 132949519
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02857
- **FILM NUMBER:** 261017682

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH BOND FUND INC
- **DATE OF NAME CHANGE:** 20030804

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH CORPORATE BOND FUND INC/NY
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH HIGH INCOME FUND INC - CORRECTED NAME CHANGE
- **DATE OF NAME CHANGE:** 19600201

## Series and Classes Contracts Data

### BlackRock Total Return Fund (Series ID: S000004071)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000011387 | Investor A     |  |
| C000011390 | Institutional  |  |
| C000011391 | Class R        |  |
| C000037618 | Investor A1    |  |
| C000037620 | Investor C     |  |
| C000052630 | Service        |  |
| C000052631 | Class K Shares |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Bond Fund, Inc.

- **b. Investment Company Act file number:** 811-02857

- **c. CIK number of Registrant:** 0000276463

- **d. LEI of Registrant:** 54930030AVOSLSPZTH36

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Total Return Fund

- **b. EDGAR series identifier (if any):** S000004071

- **c. LEI of Series:** 549300WQF7SM1NEFDT68

**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:** $34033239449.66

**Total Liabilities:** $16243143830.12

**Net Assets:** $17790095619.54

**Delayed Delivery Securities:** $506072804.94

**Stand-by Commitments:** $8419215773.31

**Cash Not Reported:** $203927800.07

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 549402.02000000 | **1-Year:** 167315.59000000 | **5-Year:** 3077140.34000000 | **10-Year:** 1240429.25000000 | **30-Year:** 1112203.94000000

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

- **3-Month:** 522817.45000000 | **1-Year:** 319331.46000000 | **5-Year:** 378395.63000000 | **10-Year:** 19229.26000000 | **30-Year:** 159864.58000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000052630 | 0.43%                | 1.71%                | -2.30%               |
| Class ID C000011387 | 0.43%                | 1.71%                | -2.40%               |
| Class ID C000037618 | 0.44%                | 1.72%                | -2.39%               |
| Class ID C000037620 | 0.37%                | 1.66%                | -2.46%               |
| Class ID C000011390 | 0.46%                | 1.74%                | -2.28%               |
| Class ID C000052631 | 0.46%                | 1.74%                | -2.27%               |
| Class ID C000011391 | 0.41%                | 1.69%                | -2.42%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $25614768.74             | $11081631.60                               |
| Month 2  | $-14758656.99            | $199293951.43                              |
| Month 3  | $-27688605.58            | $-371405464.35                             |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK 5.558 07/09/34                                                                                                                               | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1108000 | PA      | $1135455.40     | 0.01%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD ARISTA NETWORKS INC                                                                                                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-23901.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-GPA3 B                                                                                                                                      | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1371435 | PA      | $1371434.74     | 0.01%             | 2039-12-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5574 FB                                                                                                                                         | CUSIP: 3137HMZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     5179550 | PA      | $5219799.51     | 0.03%             | 2055-09-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-OA16                                                                 | CWALT 2006-OA16 A4C                                                                                                                                 | CUSIP: 23242GAZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2793270 | PA      | $2428400.90     | 0.01%             | 2046-10-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD USS LTD                                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-29060.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA0519                                                                                                                                           | CUSIP: 31417YSH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3426 | PA      | $3509.61        | 0.00%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                                                | MVMHU 6.5 03/13/31                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |     6120000 | PA      | $6315075.00     | 0.04%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 3.375 02/14/42                                                                                                                                  | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1307000 | PA      | $1011845.46     | 0.01%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA8758                                                                                                                                           | CUSIP: 3133KQWT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8249498 | PA      | $8373466.71     | 0.05%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Ltd.                                                    | VDCUK 2024-1X A2                                                                                                                                    | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |     4114000 | PA      | $5457357.16     | 0.03%             | 2039-05-28      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/ZAR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-183176.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                                                     | KIKO 180 1                                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | NUSS              | JP        |    80672000 | PA      | $373623.41      | 0.00%             | 2057-05-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 740886                                                                                                                                           | CUSIP: 31402XCX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36219 | PA      | $35731.49       | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BWAY 2013-1515 MORTGAGE TRUST                                                                    | BWAY 2013-1515 E                                                                                                                                    | CUSIP: 05604FAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $218910.20      | 0.00%             | 2033-03-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AC0787                                                                                                                                           | CUSIP: 31417J2V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16262 | PA      | $16578.23       | 0.00%             | 2039-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD COLOPLAST A/S                                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-141308.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 6.55 09/15/43                                                                                                                                    | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1446000 | PA      | $1549482.60     | 0.01%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0702                                                                                                                                           | CUSIP: 3132DMX75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10084367 | PA      | $8729031.89     | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                                              | CHDN 5.5 04/01/27 144A                                                                                                                              | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23969.40       | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD BRENNTAG                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15218.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD SWECO AB                                                                                                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-51535.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CML THE BEN 9-MAR-31:TL LOAN/TERM                                                                | CML THE BEN 9-MAR-31:TL LOAN/TERM                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3384522 | PA      | $3352368.78     | 0.02%             | 2031-03-09      | Floating      | 9.68%                 | No            |                  3 | On Loan: No      |
| MAIN TRUST 2026-OLAS                                                                             | MAIN 2026-OLAS C                                                                                                                                    | CUSIP: 56036BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      910000 | PA      | $909993.72      | 0.01%             | 2041-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ARES XLIII CLO LTD                                                                               | ARES 2017-43A A1R2                                                                                                                                  | CUSIP: 04016PAS7<br>LEI: 549300ECLIGB6OZRBA51 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250073.43      | 0.00%             | 2038-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Trust                                                                            | PRK 2017-280P E                                                                                                                                     | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7007175 | PA      | $6867031.50     | 0.04%             | 2034-09-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QB1479                                                                                                                                           | CUSIP: 3133A7UC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      675708 | PA      | $610790.00      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HoustonCenter(B)Loan/Term                                                                        | HoustonCenter(B)Loan/Term                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7132076 | PA      | $0.71           | 0.00%             | 2030-05-09      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 2.8 02/14/32                                                                                                                                    | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      191000 | PA      | $173693.18      | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                    | ENBCN 4.2 11/20/28                                                                                                                                  | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      633000 | PA      | $628557.99      | 0.00%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NTE OHIO LLC                                                                                     | OHIO POWER PARTNERS LLC                                                                                                                             | CUSIP: 67742MAB9<br>LEI: 549300Z0YR6RZJ5V9548 | Long             | LON              | CORP              | US        |     1328009 | PA      | $1331329.06     | 0.01%             | 2032-11-12      | Floating      | 6.42%                 | No            |                  3 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2022-4                                                    | VCC 2022-4 M2                                                                                                                                       | CUSIP: 92259KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      747580 | PA      | $748998.09      | 0.00%             | 2052-08-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                                        | VNOM 4.9 08/01/30                                                                                                                                   | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    13287000 | PA      | $13278230.58    | 0.07%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding Clo III Designated Activity Company                                        | CIFCE 3X DR                                                                                                                                         | CUSIP: 000000000<br>LEI: 5493000EF0244RPYUG32 | Long             | ABS-O            | CORP              | IE        |      321000 | PA      | $361720.69      | 0.00%             | 2039-01-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-420K                                                    | CGCMT 2020-420K E                                                                                                                                   | CUSIP: 17328QAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1540000 | PA      | $1322717.24     | 0.01%             | 2042-11-13      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD BANCO DEL BAJIO INSTITUCION DE BAN                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $30710.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                                                             | WY 4 04/15/30                                                                                                                                       | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |      126000 | PA      | $122632.97      | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA5933                                                                                                                                           | CUSIP: 3140QDSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2280693 | PA      | $2114316.73     | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | CRM 6.4 03/15/46                                                                                                                                    | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      369000 | PA      | $371554.54      | 0.00%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                               | TOYOTA 2.76 07/02/29                                                                                                                                | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |      147000 | PA      | $140213.68      | 0.00%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                             | RKT 6.5 08/01/29 144A                                                                                                                               | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      456000 | PA      | $461132.47      | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust                                                               | CMSI 2007-4 1A14                                                                                                                                    | CUSIP: 17312XAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      590750 | PA      | $515609.46      | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUREX FRANKFURT AKTIENGESELLSCHAFT                                                               | EURO STOXX 50 Index Options(OESX) Index Opt                                                                                                         | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DE               | CORP              | DE        |          31 | NC      | $42334.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 5.75 10/01/41                                                                                                                                   | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      429000 | PA      | $429265.77      | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 4.625 06/15/28                                                                                                                                  | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      425000 | PA      | $421195.25      | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC                                                              | MIWIDO 6.75 04/01/32 144A                                                                                                                           | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       52000 | PA      | $49803.17       | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD VISIONAL INC                                                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $382.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                           | FR SD0496                                                                                                                                           | CUSIP: 3132DMRR8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |    15257594 | PA      | $13888877.14    | 0.08%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | BRL CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |   -20087262 | NC      | $-215099.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 3.85 06/01/60                                                                                                                                     | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     8180000 | PA      | $5503576.56     | 0.03%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.5 12/15/35                                                                                                                                    | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      205000 | PA      | $201603.95      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD COOPER INC                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-28953.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 4.8 02/15/36                                                                                                                                   | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      956000 | PA      | $932038.52      | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q45079                                                                                                                                           | CUSIP: 3132WJUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      413298 | PA      | $376828.51      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4280                                                                                                                                           | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14149961 | PA      | $10961791.79    | 0.06%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2019-OC11 D                                                                                                                                      | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4000000 | PA      | $3781357.60     | 0.02%             | 2041-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 6.25 04/15/49                                                                                                                                    | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      441000 | PA      | $432500.70      | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                            | PH 4.45 11/21/44 MTN                                                                                                                                | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      132000 | PA      | $114170.31      | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD JEOL LTD                                                                                                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $19602.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AW5433                                                                                                                                           | CUSIP: 3138XVBB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      193285 | PA      | $190835.70      | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International PLC / Tyco Fire & Security Finance S.C.A.                         | JCI 4.9 12/01/32                                                                                                                                    | CUSIP: 47837RAE0<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      321000 | PA      | $322230.64      | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                                    | QCOM 4.65 05/20/35                                                                                                                                  | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      146000 | PA      | $143776.95      | 0.00%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A92666                                                                                                                                           | CUSIP: 3129406B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19310 | PA      | $19825.93       | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-3 LTD                                                                      | BLUEM 2018-3A BR                                                                                                                                    | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11960000 | PA      | $11957775.44    | 0.07%             | 2030-10-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 4.95 10/15/32                                                                                                                                   | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      454000 | PA      | $450322.07      | 0.00%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                                               | MSM 2006-16AX 2A3                                                                                                                                   | CUSIP: 617487AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      993390 | PA      | $270285.89      | 0.00%             | 2036-11-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                          | BNCN 4.7 09/20/47                                                                                                                                   | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $83065.16       | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Company, LLC                                                                    | AEP 2.75 08/15/51 N                                                                                                                                 | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     2295000 | PA      | $1377323.20     | 0.01%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM2 TRUST                                                                             | PRPM 2025-NQM6 B1                                                                                                                                   | CUSIP: 69383RAM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $99209.04       | 0.00%             | 2070-12-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.518 10/25/35                                                                                                                                 | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1673000 | PA      | $1672961.65     | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                                 | GWCN 8.25 08/01/32 144A                                                                                                                             | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      162000 | PA      | $160304.48      | 0.00%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer Inc.                                                       | EMECLI 6.625 12/15/30 144A                                                                                                                          | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |      180000 | PA      | $183070.62      | 0.00%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BB CLEAR CHANNEL OUTDOOR HOLDINGS                                                                | BB CLEAR CHANNEL OUTDOOR HOLDINGS                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205500 | PA      | $205500.00      | 0.00%             | 2026-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO III LTD                                                                             | TREST 2020-3A A1R                                                                                                                                   | CUSIP: 89532TAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4480000 | PA      | $4481412.99     | 0.03%             | 2037-10-20      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPELINE COMPANY LLC                                                        | WMB 4.45 08/01/42                                                                                                                                   | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      653000 | PA      | $559395.11      | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS5405                                                                                                                                           | CUSIP: 3138WFAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48686 | PA      | $47229.51       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EC Finance PLC                                                                                   | EUROCA 3 10/15/26 REGs                                                                                                                              | CUSIP: 000000000<br>LEI: 213800NKPB53RHYDQE45 | Long             | DBT              | CORP              | GB        |      795000 | PA      | $900606.81      | 0.01%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AX3298                                                                                                                                           | CUSIP: 3138Y4UY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42130 | PA      | $41119.52       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J30490                                                                                                                                           | CUSIP: 31307LRK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12501 | PA      | $12094.23       | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD GRIFOLS SA CLASS A                                                                                                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $66270.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS4688                                                                                                                                           | CUSIP: 3138WEF61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      448545 | PA      | $435922.37      | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                            | ARE 1.875 02/01/33                                                                                                                                  | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      377000 | PA      | $305178.94      | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 4.85 04/01/30                                                                                                                                  | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     1136000 | PA      | $1144355.13     | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q18718                                                                                                                                           | CUSIP: 3132JADY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      267553 | PA      | $251996.59      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Partners LP                                                                        | VLO 4.5 03/15/28                                                                                                                                    | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |      177000 | PA      | $177036.56      | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-Cx10 Commercial Mortgage Trust                                                        | CSAIL 2019-C16 XA                                                                                                                                   | CUSIP: 12596WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    28493538 | PA      | $1097360.21     | 0.01%             | 2052-06-17      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V5.884 07/26/35                                                                                                                                 | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      473000 | PA      | $484469.51      | 0.00%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | AUD CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |    -1031900 | NC      | $-3465.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS7305                                                                                                                                           | CUSIP: 3140XPDK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13578589 | PA      | $13453578.80    | 0.08%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                                  | AJAXM 2022-A A3                                                                                                                                     | CUSIP: 009695AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      663700 | PA      | $616256.00      | 0.00%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| V.F. Corp                                                                                        | VFC 4.25 03/07/29 EMTN                                                                                                                              | CUSIP: 918204BE7<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      509000 | PA      | $581848.66      | 0.00%             | 2029-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEERE FUNDING CANADA CORP                                                                        | DE 4.15 10/09/30                                                                                                                                    | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      988000 | PA      | $975285.38      | 0.01%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2006-12                                                           | HVMLT 2006-12 1A1A                                                                                                                                  | CUSIP: 41162DAA7<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-O            | CORP              | US        |     4894180 | PA      | $4109241.11     | 0.02%             | 2036-12-19      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD EXOR NV                                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-46800.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Renew Power Private Ltd.                                                                         | RPVIN 5.875 03/05/27 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |    14000000 | PA      | $13810440.00    | 0.08%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Marble Point Clo Xv Ltd                                                                          | MP15 2019-1A BR2                                                                                                                                    | CUSIP: 56606YBA2<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |     1395300 | PA      | $1389268.82     | 0.01%             | 2032-07-23      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS5623                                                                                                                                           | CUSIP: 3138WFG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      266661 | PA      | $261273.53      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 6.95 06/10/26                                                                                                                                     | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1941000 | PA      | $1945569.89     | 0.01%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/ZAR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-30539.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA2528                                                                                                                                           | CUSIP: 3140Q9Y23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      669602 | PA      | $665874.60      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RSA SECURITY COMMON                                                                              | RSA SECURITY COMMON                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14275 | NS      | $0.14           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                                               | CNP 5.85 01/15/41                                                                                                                                   | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |      246000 | PA      | $251047.19      | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C03811                                                                                                                                           | CUSIP: 31292LGU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      404618 | PA      | $383314.07      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 784439                                                                                                                                           | CUSIP: 3622A24Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1137183 | PA      | $1041916.21     | 0.01%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                                     | CGB 2.11 08/25/34 INBK                                                                                                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    21310000 | PA      | $3182067.68     | 0.02%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                                    | WBD 5 09/20/37 *                                                                                                                                    | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      451000 | PA      | $326063.98      | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | IRS COP                                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $135543.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 3.9 05/15/35                                                                                                                                   | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3662000 | PA      | $3100343.61     | 0.02%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN AB9021                                                                                                                                           | CUSIP: 31417GAX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1472039 | PA      | $1348095.52     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AD2222                                                                                                                                           | CUSIP: 36180DPF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      114550 | PA      | $107568.27      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                      | NTRCN 2.95 05/13/30                                                                                                                                 | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      452000 | PA      | $423620.39      | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc.                                                                             | PYPL 3.25 06/01/50                                                                                                                                  | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      100000 | PA      | $64500.18       | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPR COMMERCIAL MORTGAGE TRUST 2024-PARK                                                          | BPR 2024-PARK A                                                                                                                                     | CUSIP: 05593UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1880000 | PA      | $1899859.94     | 0.01%             | 2039-11-07      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                            | RGCARE 8.375 02/15/32 144A                                                                                                                          | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      336000 | PA      | $358821.79      | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 5.5 11/15/32                                                                                                                                  | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       87000 | PA      | $90353.34       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                                       | BAX 3.5 08/15/46                                                                                                                                    | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $65674.50       | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Company S.A.U.                                                                   | CLNXSM 3.875 01/19/36 EMTN                                                                                                                          | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     1700000 | PA      | $1883612.00     | 0.01%             | 2036-01-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                             | GILD 5.55 10/15/53                                                                                                                                  | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      115000 | PA      | $111824.03      | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB8609                                                                                                                                           | CUSIP: 31417FR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1722843 | PA      | $1571105.93     | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Century Communities Inc                                                                          | CCS 6.625 09/15/33 144A                                                                                                                             | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97964.58       | 0.00%             | 2033-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG V5.188 09/12/36                                                                                                                                | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1293000 | PA      | $1283665.29     | 0.01%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS HUF                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-45802.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pure Industrial Issuer Trust Canada                                                              | BX 2024-PURE A                                                                                                                                      | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     1288262 | PA      | $935242.29      | 0.01%             | 2041-11-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                                              | LIGPLL 7.25 08/15/32 144A                                                                                                                           | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |      117000 | PA      | $121618.90      | 0.00%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                              | AFRMT 2025-1A A                                                                                                                                     | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1882000 | PA      | $1893399.27     | 0.01%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR10 Trust                                                            | PROG 2021-SFR10 E2                                                                                                                                  | CUSIP: 74333WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1763965 | PA      | $1690183.42     | 0.01%             | 2040-12-19      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                                          | KB Home COM                                                                                                                                         | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       10869 | NS      | $562470.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL FINANCE LTD                                                                                  | NCLH 6.125 03/15/28 144A                                                                                                                            | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      135000 | PA      | $136159.92      | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                               | CNQCN 6.5 02/15/37                                                                                                                                  | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      285000 | PA      | $304145.71      | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                                 | KMI 5.8 03/15/35                                                                                                                                    | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     1034000 | PA      | $1072254.67     | 0.01%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 0.5 05/31/27                                                                                                                                      | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        2000 | PA      | $1924.92        | 0.00%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                                           | ARMK 5 02/01/28 144A                                                                                                                                | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |       72000 | PA      | $71575.08       | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6321                                                                                                                                           | CUSIP: 3140QSAX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11439472 | PA      | $11611378.33    | 0.07%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V7.125 10/01/54                                                                                                                                  | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      213000 | PA      | $216337.28      | 0.00%             | 2054-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                         | AJAXM 2017-D B                                                                                                                                      | CUSIP: 00968BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        1443 | PA      | $500.75         | 0.00%             | 2057-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED                                                 | EUR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2661.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                     | NOC 4.95 03/15/53                                                                                                                                   | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      358000 | PA      | $317088.52      | 0.00%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR ZL3217                                                                                                                                           | CUSIP: 3131XJSE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      428683 | PA      | $405611.90      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                           | MSI 5.6 06/01/32                                                                                                                                    | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      579000 | PA      | $599683.89      | 0.00%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.734 01/28/56                                                                                                                                  | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      145000 | PA      | $141567.90      | 0.00%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-NQM1                                                               | JPMMT 2026-NQM1 A1LC                                                                                                                                | CUSIP: 46660DAB1<br>LEI: 529900PEVYDPZXGGUW77 | Long             | ABS-O            | CORP              | US        |     1853192 | PA      | $1837499.91     | 0.01%             | 2066-06-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | USD CALL VERSUS THB PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              | CORP              | GB        |     3690000 | NC      | $67727.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX TRUST 2025-LUNR                                                                               | BX 2025-LUNR A                                                                                                                                      | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900447 | PA      | $901288.34      | 0.01%             | 2040-06-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                                     | SO V6.375 03/15/55 2025                                                                                                                             | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      600000 | PA      | $617127.00      | 0.00%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V4.989 05/26/33                                                                                                                                 | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      786000 | PA      | $781947.15      | 0.00%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD LY CORP                                                                                                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $9486.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4119                                                                                                                                           | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5811364 | PA      | $4727028.80     | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2025-A                                                            | MFIT 2025-AA C                                                                                                                                      | CUSIP: 567920AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1462000 | PA      | $1474974.81     | 0.01%             | 2038-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 4.55 02/12/28                                                                                                                                   | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      121000 | PA      | $121974.21      | 0.00%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.525 11/19/41                                                                                                                                 | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      420000 | PA      | $293484.11      | 0.00%             | 2041-11-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM Energy Co. COM                                                                                                                                   | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |       59813 | NS      | $1864969.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V6.068 06/13/36                                                                                                                              | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      393000 | PA      | $399421.75      | 0.00%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ2677                                                                                                                                           | CUSIP: 3140H36P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      139122 | PA      | $129513.61      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDOGB 8.25 06/15/32 FR58                                                                                                                           | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  2448000000 | PA      | $153841.77      | 0.00%             | 2032-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD T&D HOLDINGS INC                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3779.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNA Financial Corporation                                                                        | CNA 5.2 08/15/35                                                                                                                                    | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97854.27       | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C1 MORTGAGE TRUST                                                                     | DBJPM 2016-C1 A4                                                                                                                                    | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      215607 | PA      | $215273.94      | 0.00%             | 2049-05-12      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 11/30/29                                                                                                                                    | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27032000 | PA      | $27025664.24    | 0.15%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS - THRU TRUST SERIES 2025-ST5                                                 | UMPT 2025-ST5 B                                                                                                                                     | CUSIP: 91535BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $898744.95      | 0.01%             | 2032-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 3.35 04/01/27                                                                                                                                   | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     2892000 | PA      | $2869241.09     | 0.02%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F032658<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   145400000 | PA      | $133132369.36   | 0.75%             | 2056-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Firstcash Inc                                                                                    | FCFS 6.875 03/01/32 144A                                                                                                                            | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      142000 | PA      | $144728.96      | 0.00%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3 02/15/49                                                                                                                                        | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    53681600 | PA      | $39206440.30    | 0.22%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | FITB V6.339 07/27/29                                                                                                                                | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      155000 | PA      | $160683.15      | 0.00%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FBR Securitization Trust                                                                         | FBRSI 2005-5 M2                                                                                                                                     | CUSIP: 30246QCQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2809832 | PA      | $2793742.57     | 0.02%             | 2035-11-26      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| DRYDEN 87 CLO LTD                                                                                | DRSLF 2021-87A BR                                                                                                                                   | CUSIP: 26246GAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1740000 | PA      | $1743262.67     | 0.01%             | 2038-08-20      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB5769                                                                                                                                           | CUSIP: 3140QRMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31878 | PA      | $31598.87       | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MENLO CLO IV LIMITED                                                                             | MENLO 2026-1A A1                                                                                                                                    | CUSIP: 58682QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1130000 | PA      | $1127953.80     | 0.01%             | 2039-03-21      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                                        | WTW 4.55 03/15/31                                                                                                                                   | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      137000 | PA      | $134990.02      | 0.00%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2019-VI LTD                                                                         | CIFC 2019-6A A1R                                                                                                                                    | CUSIP: 12555XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6170000 | PA      | $6175279.05     | 0.03%             | 2037-07-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM6                                                    | GSMBS 2025-NQM6 B1                                                                                                                                  | CUSIP: 362933AG8<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-O            | CORP              | US        |      750000 | PA      | $742060.13      | 0.00%             | 2066-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 3.95 09/10/28                                                                                                                                   | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1096000 | PA      | $1089906.31     | 0.01%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                                    | MAGN 4.75 11/15/29 144A                                                                                                                             | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      225000 | PA      | $203122.19      | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6322                                                                                                                                           | CUSIP: 3140QSAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2162701 | PA      | $2186661.01     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX TR 2025-NQM3                                                                                 | OBX 2025-NQM3 A1                                                                                                                                    | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-O            | CORP              | US        |     4082452 | PA      | $4104715.30     | 0.02%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | FITB 8.25 03/01/38                                                                                                                                  | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      428000 | PA      | $514531.94      | 0.00%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                                      | GBLATL V7.95 10/15/54 144A                                                                                                                          | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |       63000 | PA      | $60660.30       | 0.00%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                                   | SPGI 2.7 03/01/29                                                                                                                                   | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     2188000 | PA      | $2107393.45     | 0.01%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                                           | FTAI 5.5 05/01/28 144A                                                                                                                              | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12995.41       | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                                          | TLN 8.625 06/01/30 144A                                                                                                                             | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      171000 | PA      | $179392.17      | 0.00%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                              | HNDLIN 6.375 08/15/33 144A                                                                                                                          | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      107000 | PA      | $104955.52      | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                                      | XRX 10.25 10/15/30 144A                                                                                                                             | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     3270000 | PA      | $2452500.00     | 0.01%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G60972                                                                                                                                           | CUSIP: 31335BCH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1052733 | PA      | $1038582.66     | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO V Ltd                                                                | BSP 2018-5BA A1R                                                                                                                                    | CUSIP: 08181JAH5<br>LEI: 549300E7VMVNVKXVY242 | Long             | ABS-CBDO         | CORP              | KY        |     6170000 | PA      | $6169006.01     | 0.03%             | 2037-07-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| LKQ Corporation                                                                                  | LKQ 6.25 06/15/33                                                                                                                                   | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |      257000 | PA      | $264762.56      | 0.00%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2024-27 LTD.                                                                         | OAKCL 2024-27A A2                                                                                                                                   | CUSIP: 67402UAC0<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |      790000 | PA      | $788279.14      | 0.00%             | 2037-10-22      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | MXN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11188.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                | HLT 5.875 03/15/33 144A                                                                                                                             | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      128000 | PA      | $128781.44      | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES TRUST 2006-M1                                                                  | ARSI 2006-M1 A2C                                                                                                                                    | CUSIP: 04012MAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3576104 | PA      | $952352.58      | 0.01%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                                  | CVX 4.687 04/15/30                                                                                                                                  | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     1251000 | PA      | $1270444.71     | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| AREIT 2023-CRE8 LTD                                                                              | AREIT 2023-CRE8 A                                                                                                                                   | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      881921 | PA      | $881679.98      | 0.00%             | 2041-08-19      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 2.9 05/15/30                                                                                                                                    | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      814000 | PA      | $744028.51      | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| 1988 CLO 5 Ltd.                                                                                  | MUZ88 2024-5A A1                                                                                                                                    | CUSIP: 68252PAA4<br>LEI: 254900KAQBAF5XV8IU66 | Long             | ABS-CBDO         | CORP              | KY        |     3675000 | PA      | $3674632.50     | 0.02%             | 2037-07-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| LESSEN INC SR VR 144A NT 28                                                                      | LESSEN INC SR VR 144A NT 28                                                                                                                         | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11328025 | PA      | $8509612.38     | 0.05%             | 2028-01-05      | Floating      | 12.18%                | No            |                  3 | On Loan: No      |
| 280 Park Avenue Trust                                                                            | PRK 2017-280P A                                                                                                                                     | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      951012 | PA      | $946256.94      | 0.01%             | 2034-09-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 4.75 02/15/44                                                                                                                                   | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     4059000 | PA      | $3381872.26     | 0.02%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AGL CLO 42 LTD /LLC                                                                              | AGL 2025-42A A1                                                                                                                                     | CUSIP: 00791YAA6<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |     1850000 | PA      | $1850371.48     | 0.01%             | 2038-07-22      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXII LTD                                                                    | MDPK 2016-22A AR2                                                                                                                                   | CUSIP: 55819XBJ0<br>LEI: 254900YXXBTCF4NGD347 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2999238.00     | 0.02%             | 2038-01-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                                                          | BECN 6.75 04/30/32 144A                                                                                                                             | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      182000 | PA      | $185638.36      | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                           | GM 5.4 10/15/29                                                                                                                                     | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      263000 | PA      | $268922.17      | 0.00%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD MAGELLAN FINANCIAL GROUP LTD                                                                                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $30274.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4176                                                                                                                                           | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      859178 | PA      | $756563.86      | 0.00%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                       | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -567000 | PA      | $-531038.71     | -0.00%            | 2056-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank                                                       | ZION 3.25 10/29/29                                                                                                                                  | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |      705000 | PA      | $653773.85      | 0.00%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED                                                 | USD/ZAR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-29255.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA8636                                                                                                                                           | CUSIP: 3140QGS24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1175548 | PA      | $1128421.49     | 0.01%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 4.9 11/15/35                                                                                                                                    | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96680.99       | 0.00%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 PLC                                                                              | AVIAGP 9.5 01/28/31 144A                                                                                                                            | CUSIP: 05369YAD1<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |     1566000 | PA      | $1439232.30     | 0.01%             | 2031-01-28      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO (TX), CITY OF                                                                        | TX SANUTL 5.81 02/01/2041                                                                                                                           | CUSIP: 796253Y30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4375000 | PA      | $4473906.50     | 0.03%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                                  | AJAXM 2022-A A2                                                                                                                                     | CUSIP: 009695AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1244300 | PA      | $1161960.69     | 0.01%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                           | FR SD0505                                                                                                                                           | CUSIP: 3132DMR23<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |       23208 | PA      | $22349.04       | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP                                              | CSFB 2001-MH29 B1                                                                                                                                   | CUSIP: 22540VHP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      398638 | PA      | $403528.38      | 0.00%             | 2031-09-25      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                           | BARC 2023-NQM3 A3                                                                                                                                   | CUSIP: 06744FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2371760 | PA      | $2393306.76     | 0.01%             | 2063-10-25      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                                        | ORAFP 5.375 01/13/42                                                                                                                                | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      133000 | PA      | $128695.15      | 0.00%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                             | CAT 4.375 08/16/29                                                                                                                                  | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200662.47      | 0.00%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                               | ARCC 5.5 09/01/30                                                                                                                                   | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98216.73       | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EIS GROUP INC LOAN/TERM                                                                          | EIS GROUP INC LOAN/TERM                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    12825582 | PA      | $11623824.97    | 0.07%             | 2028-07-08      | Floating      | 10.67%                | No            |                  3 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST 2025-                                                              | CHI 2025-110W A                                                                                                                                     | CUSIP: 12577HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6110000 | PA      | $6068739.17     | 0.03%             | 2040-12-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2004-Ap2                              | NAA 2007-2 A4                                                                                                                                       | CUSIP: 655378AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      215977 | PA      | $181629.20      | 0.00%             | 2037-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                                    | CWENA 4.75 03/15/28 144A                                                                                                                            | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      202000 | PA      | $199304.63      | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERSA NETWORKS INC                                                                               | VERSA NETWORKS INC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     4118274 | NS      | $22032765.90    | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD QUBE HOLDINGS LTD                                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $33331.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO 2023-22 LTD                                                                     | SIXST 2023-22A AR                                                                                                                                   | CUSIP: 83011LAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2625800 | PA      | $2619176.16     | 0.01%             | 2038-04-21      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ9480                                                                                                                                           | CUSIP: 3140HBRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      233343 | PA      | $229762.50      | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                            | ETR 5.15 09/15/34                                                                                                                                   | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |       76000 | PA      | $76556.98       | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Co.                                                                 | NAVOIM 6.7 10/17/28 144A                                                                                                                            | CUSIP: 63890CAA2<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |      376000 | PA      | $382467.20      | 0.00%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2020-I LTD                                                                          | CIFC 2020-1A A1R                                                                                                                                    | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1200000 | PA      | $1200223.68     | 0.01%             | 2036-07-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                                                                   | Sofi Consumer Loan Program 2026-B Trust                                                                                                             | CUSIP: 83407MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17923000 | PA      | $17921420.98    | 0.10%             | 2036-02-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                        | O 4.5 02/01/33                                                                                                                                      | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      962000 | PA      | $937826.81      | 0.01%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-N                                                              | BARC 2025-NQM7 PT2                                                                                                                                  | CUSIP: 06690AAM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    46803393 | PA      | $47657643.37    | 0.27%             | 2064-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                                         | MPC 3.8 04/01/28                                                                                                                                    | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      506000 | PA      | $500096.70      | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kenya (Republic of)                                                                              | KENINT 9.75 02/16/31 144A                                                                                                                           | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      200000 | PA      | $205190.00      | 0.00%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance B.V.                                                                           | ZFFNGR 6.125 03/13/29 EMTN                                                                                                                          | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $812433.77      | 0.00%             | 2029-03-13      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hill FL 2024-2 B.V.                                                                              | HILL 2024-2FL D                                                                                                                                     | CUSIP: 000000000<br>LEI: 724500H2AN902EY7W191 | Long             | ABS-O            | CORP              | NL        |      400640 | PA      | $458465.15      | 0.00%             | 2032-10-18      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| PRKCM 2026-AFC1 TRUST                                                                            | PRKCM 2026-AFC1 A1                                                                                                                                  | CUSIP: 74277KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5173052 | PA      | $5118588.73     | 0.03%             | 2061-02-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA8641                                                                                                                                           | CUSIP: 3140QGS73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2135720 | PA      | $2056455.85     | 0.01%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QB2296                                                                                                                                           | CUSIP: 3133A8RR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1659718 | PA      | $1365996.01     | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 4.625 11/01/29                                                                                                                                   | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      165000 | PA      | $166451.85      | 0.00%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AREIT 2024-CRE9 LTD                                                                              | AREIT 2024-CRE9 A                                                                                                                                   | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2502797 | PA      | $2501556.95     | 0.01%             | 2041-05-17      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Newbridge Park CLO Designated Activity Co.                                                       | NEWBR 1X A                                                                                                                                          | CUSIP: 000000000<br>LEI: 635400MHBRLQFZ1CYD71 | Long             | ABS-O            | CORP              | IE        |      330000 | PA      | $381430.50      | 0.00%             | 2040-04-15      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD SUMITOMO CORP                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $12338.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                                          | NXPI 5 01/15/33                                                                                                                                     | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |      726000 | PA      | $721155.91      | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 4.8 12/15/43                                                                                                                                    | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      129000 | PA      | $116108.27      | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD KERRY PROPERTIES LTD                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18037.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX FRANKFURT AKTIENGESELLSCHAFT                                                               | EURO STOXX Banks Options(OESB) Index Opt                                                                                                            | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DE               | CORP              | DE        |          62 | NC      | $4478.92        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassia 2022-1 S.r.l.                                                                             | CASIA 2022-1A A                                                                                                                                     | CUSIP: 000000000<br>LEI: 815600A9D6ADF4638276 | Long             | ABS-O            | CORP              | IT        |     7561939 | PA      | $8782858.61     | 0.05%             | 2034-05-22      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO V LTD                                                                                 | CARVL 2021-2A E                                                                                                                                     | CUSIP: 14687LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $231721.85      | 0.00%             | 2034-10-16      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2007-BR1                                          | SABR 2007-BR1 A2A                                                                                                                                   | CUSIP: 81378KAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      325747 | PA      | $130170.18      | 0.00%             | 2037-02-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 15 LTD                                                                     | ANCHC 2020-15A A1R2                                                                                                                                 | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |     5340000 | PA      | $5341961.38     | 0.03%             | 2038-07-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELEC AUTH GA                                                                           | GA MELPWR 6.64 04/01/2057                                                                                                                           | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     3139000 | PA      | $3365112.21     | 0.02%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 38 LTD                                                                               | ELM38 2025-1A A                                                                                                                                     | CUSIP: 289908AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4855000 | PA      | $4840485.01     | 0.03%             | 2038-04-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4586                                                                                                                                           | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3195428 | PA      | $3001860.24     | 0.02%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.15 04/23/31                                                                                                                                  | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      936000 | PA      | $951992.42      | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 S.a.r.l.                                                                      | AGKLN 7 05/21/30 144A                                                                                                                               | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |      268000 | PA      | $273905.92      | 0.00%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                                                        | CNX 7.375 01/15/31 144A                                                                                                                             | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       71000 | PA      | $72953.21       | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                                | LEBAN 6.85 03/23/27 10Y                                                                                                                             | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1618000 | PA      | $381039.00      | 0.00%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST                                                                     | COMM 2024-CBM A2                                                                                                                                    | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      830000 | PA      | $832316.86      | 0.00%             | 2041-12-12      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2014-2                                                          | OMFIT 2020-2A C                                                                                                                                     | CUSIP: 682696AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2620000 | PA      | $2544197.11     | 0.01%             | 2035-09-14      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                                       | ZBH 5.05 02/19/30                                                                                                                                   | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      114000 | PA      | $115806.67      | 0.00%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD ZEON JAPAN CORP                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-34518.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | WMB 3.5 10/15/51                                                                                                                                    | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      560000 | PA      | $380716.21      | 0.00%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2013-30 IO                                                                                                                                      | CUSIP: 38378KBK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     2282369 | PA      | $32420.83       | 0.00%             | 2053-09-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Euro-Galaxy III Clo Designated Activity Company                                                  | EGLXY 2013-3A DRRR                                                                                                                                  | CUSIP: 000000000<br>LEI: 635400H1W7SGWXGQOB43 | Long             | ABS-O            | CORP              | IE        |     1585000 | PA      | $1824497.95     | 0.01%             | 2034-04-24      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN 5.294 08/18/27                                                                                                                               | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $201924.45      | 0.00%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                                 | GATX 1.9 06/01/31                                                                                                                                   | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      447000 | PA      | $387054.18      | 0.00%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BC2777                                                                                                                                           | CUSIP: 3140EXCP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54115 | PA      | $52066.10       | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 5.5 01/15/55                                                                                                                                   | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      564000 | PA      | $517259.25      | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | SWOP CDS CDX.NA.HY.45.V2                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |    -2775000 | NC      | $-1613.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos Clo Xxxvii Ltd / Llc                                                                      | APID 2021-37A E                                                                                                                                     | CUSIP: 03769FAA9<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |      455000 | PA      | $451854.86      | 0.00%             | 2034-10-23      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                               | XEL 3.6 09/15/42                                                                                                                                    | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       75000 | PA      | $57847.87       | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2021-2 LTD                                                                           | OAKCL 2021-2A AR                                                                                                                                    | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     2100000 | PA      | $2095614.78     | 0.01%             | 2035-01-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 4 03/01/48                                                                                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1021000 | PA      | $751653.28      | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 2.55 12/01/33                                                                                                                                     | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2211000 | PA      | $1871030.80     | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Co.                                                                 | NAVOIM 6.75 05/14/30 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |      881000 | PA      | $905403.70      | 0.01%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                                     | IDR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2846.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                                                  | TCELLT 7.65 01/24/32 144A                                                                                                                           | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $203252.00      | 0.00%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| TAGUS - Sociedade de Titularizacao de Creditos, S.A.                                             | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2                                                                                 | CUSIP: 000000000<br>LEI: 213800D3OXAL3N7T1S19 | Long             | ABS-O            | CORP              | PT        |      139845 | PA      | $163030.08      | 0.00%             | 2042-10-27      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Bothe Windfarm Development Pvt Ltd./DJ Energy Pvt Ltd.                                           | CGRNEG 7.5 06/26/33 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 335800A71UZ8CXGYVD07 | Long             | DBT              | CORP              | IN        |     9407500 | PA      | $9292728.50     | 0.05%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                                 | PSD 4.224 03/15/32                                                                                                                                  | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      231000 | PA      | $220348.88      | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                                      | IL ILS 5.1 06/01/2033                                                                                                                               | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    15387402 | PA      | $15673733.81    | 0.09%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD CITIC LTD                                                                                                                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1646.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                                             | HEIBOS V2.625 PERP                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $559331.25      | 0.00%             | N/A             | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS IFS USD                                                                                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |           1 | NC      | $144470.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                                       | ARESSI 5.8 09/09/30 144A                                                                                                                            | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      240000 | PA      | $233373.01      | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                | CCI 3.65 09/01/27                                                                                                                                   | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      205000 | PA      | $202546.56      | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 4.5 10/15/32                                                                                                                                    | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1105658.82     | 0.01%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                                          | SPG 4.75 09/26/34                                                                                                                                   | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      564000 | PA      | $551896.33      | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q39288                                                                                                                                           | CUSIP: 3132QWKA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      876546 | PA      | $842901.42      | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS3687                                                                                                                                           | CUSIP: 3140XKCZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47267 | PA      | $47281.88       | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ares Xli Clo Ltd                                                                                 | ARES 2016-41A AR2                                                                                                                                   | CUSIP: 04016DAS4<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | KY        |     1070000 | PA      | $1070054.57     | 0.01%             | 2034-04-17      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 4.875 01/15/28                                                                                                                                  | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      189000 | PA      | $188179.42      | 0.00%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD5007                                                                                                                                           | CUSIP: 3132DSR46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      444175 | PA      | $440355.38      | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD SAFRAN SA                                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-36038.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRKCM 2021-AFC2 TRUST                                                                            | PRKCM 2021-AFC2 A1                                                                                                                                  | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1173496 | PA      | $1039919.88     | 0.01%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                           | FAIRIC 6 05/15/33 144A                                                                                                                              | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98122.14       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                       | AAPL 2.65 05/11/50                                                                                                                                  | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1177000 | PA      | $720174.36      | 0.00%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA0389                                                                                                                                           | CUSIP: 31417YNF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4748 | PA      | $4868.56        | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD PANASONIC HOLDINGS CORP                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-34297.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q21791                                                                                                                                           | CUSIP: 3132JN7C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      435817 | PA      | $430499.07      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 5 03/01/33                                                                                                                                     | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      815000 | PA      | $810423.20      | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD FRANCO NEVADA CORP                                                                                                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-14424.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                                          | DRSLF 2018-64A A                                                                                                                                    | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      211554 | PA      | $211556.43      | 0.00%             | 2031-04-18      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD PHOENIX GROUP HOLDINGS PLC                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $80040.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE EXPERTS ISSUER 2021-1 LLC                                                                | SE 2021-1A A                                                                                                                                        | CUSIP: 81758VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1340375 | PA      | $1318510.85     | 0.01%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XLVI LTD                                                                              | APID 2023-46A A1R                                                                                                                                   | CUSIP: 03770RAN2<br>LEI: 254900XSALC4GJ58ZP29 | Long             | ABS-CBDO         | CORP              | JE        |     1690000 | PA      | $1688342.45     | 0.01%             | 2038-10-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc.                                                                             | PYPL 2.3 06/01/30                                                                                                                                   | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      552000 | PA      | $504901.84      | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 6.532 03/19/32                                                                                                                                    | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      249000 | PA      | $255518.42      | 0.00%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                                           | CMCSA 5.95 04/01/41                                                                                                                                 | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     1214000 | PA      | $1215730.92     | 0.01%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/BRL FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $314350.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 7.008 05/01/64                                                                                                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3041000 | PA      | $3361886.53     | 0.02%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust 2025-DLFN                                                          | SCG 2025-DLFN E                                                                                                                                     | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4046000 | PA      | $4050485.40     | 0.02%             | 2035-03-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corporation                                                                           | MUR 6.5 02/15/34                                                                                                                                    | CUSIP: 626717AQ5<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98756.26       | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 5.6 02/12/65                                                                                                                                    | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      566000 | PA      | $553928.04      | 0.00%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AD7312                                                                                                                                           | CUSIP: 31418VDS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37402 | PA      | $38076.47       | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F062648<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    67566000 | PA      | $69897282.40    | 0.39%             | 2056-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS3221                                                                                                                                           | CUSIP: 3140XJSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2514357 | PA      | $2279618.53     | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK 3.04 07/16/29                                                                                                                                | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      872000 | PA      | $829440.04      | 0.00%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Lune Holdings S.a.r.l.                                                                           | KEMONE 5.625 11/15/28 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 54930003WQ56T0558M33 | Long             | DBT              | CORP              | LU        |      316000 | PA      | $7804.45        | 0.00%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                                | CHTR 8.375 07/15/33                                                                                                                                 | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      676000 | PA      | $765419.44      | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                               | FFHCN 3.375 03/03/31                                                                                                                                | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      540000 | PA      | $502793.99      | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AV5437                                                                                                                                           | CUSIP: 3138XHBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      211231 | PA      | $208588.54      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD PAGAYA TECHNOLOGIES LTD CLASS A                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $349234.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F060642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -731905000 | PA      | $-746051259.84  | -4.19%            | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp/ Aon Global Holdings PLC                                                                | AON 5.35 02/28/33                                                                                                                                   | CUSIP: 03740LAG7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     1276000 | PA      | $1306784.24     | 0.01%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                   | INTNED V5.066 03/25/31                                                                                                                              | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      437000 | PA      | $440697.57      | 0.00%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.4 08/15/54                                                                                                                                   | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     4103000 | PA      | $3716319.70     | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                           | BARC 2023-NQM3 B1                                                                                                                                   | CUSIP: 06744FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1917500 | PA      | $1935234.00     | 0.01%             | 2063-10-25      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| NY COMMERCIAL MORTGAGE TRUST 2025-299P                                                           | NY 2025-299P B                                                                                                                                      | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      908000 | PA      | $931321.53      | 0.01%             | 2047-02-12      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| DRYDEN 49 SENIOR LOAN FUND                                                                       | DRSLF 2017-49A AR                                                                                                                                   | CUSIP: 26244QAN3<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |       36841 | PA      | $36840.66       | 0.00%             | 2030-07-18      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                        | NEE 5.6 02/15/66                                                                                                                                    | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      278000 | PA      | $267810.46      | 0.00%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2025-A                                                            | MFIT 2025-AA A                                                                                                                                      | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10592000 | PA      | $10670821.43    | 0.06%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Mckesson Corp.                                                                                   | MCK 5.25 05/30/35                                                                                                                                   | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101896.84      | 0.00%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                                                                     | Post CLO 2023-1 Ltd                                                                                                                                 | CUSIP: 73743CAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1080000 | PA      | $1069366.32     | 0.01%             | 2038-10-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                                           | BRK 4.2 08/15/48                                                                                                                                    | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      536000 | PA      | $436876.74      | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2014-1                                            | MSRM 2014-1A B3                                                                                                                                     | CUSIP: 61763YAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      322957 | PA      | $325611.03      | 0.00%             | 2044-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 5.5 09/07/30                                                                                                                                     | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1078000 | PA      | $1119423.84     | 0.01%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD YAMAHA MOTOR LTD                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $19724.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V5.836 06/12/34                                                                                                                                 | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1273351.03     | 0.01%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 4 LTD                                                                            | BGCLO 2022-4A A1R                                                                                                                                   | CUSIP: 09077CAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1140000 | PA      | $1140203.49     | 0.01%             | 2037-07-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                           | BARC 2025-NQM2 M1                                                                                                                                   | CUSIP: 066930AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3013000 | PA      | $3037274.84     | 0.02%             | 2065-05-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA9057                                                                                                                                           | CUSIP: 3133KRB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      376228 | PA      | $372584.65      | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                                           | LNC 7 06/15/40                                                                                                                                      | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      270000 | PA      | $292166.48      | 0.00%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.045 02/06/37                                                                                                                                 | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2476000 | PA      | $2443063.48     | 0.01%             | 2037-02-06      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc.                                                          | IFF 4.45 09/26/28                                                                                                                                   | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      358000 | PA      | $356894.46      | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL5                                                | GRADE 2024-RTL5 A1                                                                                                                                  | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5768000 | PA      | $5761221.45     | 0.03%             | 2030-04-25      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-3 L                                                              | PSTAT 2024-3A A2R                                                                                                                                   | CUSIP: 69690EAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3465000 | PA      | $3451482.00     | 0.02%             | 2032-08-08      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 4.375 11/15/41                                                                                                                                   | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       69000 | PA      | $59900.18       | 0.00%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                                                | VTR 5.7 09/30/43                                                                                                                                    | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |       34000 | PA      | $33596.96       | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISIO 2022-1 TRUST                                                                               | VISIO 2022-1 B1                                                                                                                                     | CUSIP: 92838CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2429000 | PA      | $2418839.74     | 0.01%             | 2057-08-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CONSECO FINANCE SECURITIZATIONS CORP                                                             | CNF 2000-4 A6                                                                                                                                       | CUSIP: 20846QDV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1224374 | PA      | $144508.85      | 0.00%             | 2032-05-01      | Fixed         | 8.31%                 | No            |                  2 | On Loan: No      |
| Vivion Investments S.a.r.l                                                                       | VIVION 8.25 08/31/28 EMTN                                                                                                                           | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      158085 | PA      | $182484.56      | 0.00%             | 2028-08-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I INC TRUST 2007-SEA1                                                 | MSAC 2007-SEA1 2A1                                                                                                                                  | CUSIP: 61757MAC2<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-O            | CORP              | US        |      141809 | PA      | $138807.44      | 0.00%             | 2047-02-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | MXN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-60821.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                                     | ENTG 4.75 04/15/29 144A                                                                                                                             | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98853.12       | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 5.375 05/29/27 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      780000 | PA      | $907212.82      | 0.01%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 4.25 06/01/29                                                                                                                                   | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      191000 | PA      | $185203.37      | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                                      | PEP 4.2 07/18/52                                                                                                                                    | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      100000 | PA      | $80460.03       | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A90778                                                                                                                                           | CUSIP: 3129382K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1746 | PA      | $1767.26        | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RSA SECURITY PREF A                                                                              | RSA SECURITY PREF A                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      137119 | NS      | $1.37           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Darling Ingredients, Inc                                                                         | DAR 5.25 04/15/27 144A                                                                                                                              | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |       81000 | PA      | $80831.99       | 0.00%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG1829                                                                                                                                           | CUSIP: 3133C2A65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      338668 | PA      | $334525.79      | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V7.953 11/15/33                                                                                                                              | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      459000 | PA      | $522892.75      | 0.00%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Trust 2018-Rpl5                                                                  | LMAT 2019-SL2 A                                                                                                                                     | CUSIP: 52473FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1733519 | PA      | $1694619.60     | 0.01%             | 2059-02-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7550                                                                                                                                           | CUSIP: 3132DVL78<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     1695418 | PA      | $1519130.25     | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                                         | IHRT 9.125 05/01/29 144A                                                                                                                            | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90810.00       | 0.00%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Stellantis N.V                                                                                   | STLA V8.25 PERP                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      780000 | PA      | $986622.73      | 0.01%             | N/A             | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 3 Ltd. / Silver Point CLO 3 LLC                                                 | SPCLO 2023-3A A1R                                                                                                                                   | CUSIP: 827925AL2<br>LEI: 5493000HU7LKTSD3BK48 | Long             | ABS-CBDO         | CORP              | JE        |     1530000 | PA      | $1528660.64     | 0.01%             | 2039-01-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 7 09/03/26 M                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   211927600 | PA      | $11827793.70    | 0.07%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS5480                                                                                                                                           | CUSIP: 3138WFCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1674436 | PA      | $1651934.92     | 0.01%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.95 09/26/55                                                                                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    33488000 | PA      | $28172473.20    | 0.16%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.375 08/31/28                                                                                                                                    | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26800300 | PA      | $27135303.75    | 0.15%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA2303                                                                                                                                           | CUSIP: 36179QRY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3837825 | PA      | $3613137.39     | 0.02%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                                      | LMT 4.45 05/15/28                                                                                                                                   | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     1718000 | PA      | $1728228.94     | 0.01%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-Af1                              | NAA 2006-AF1 1A4                                                                                                                                    | CUSIP: 65536PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      497200 | PA      | $85240.71       | 0.00%             | 2036-05-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.125 09/30/27                                                                                                                                    | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27294000 | PA      | $27405947.98    | 0.15%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-8                                                                | VERUS 2021-8 A1                                                                                                                                     | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1831412 | PA      | $1676813.73     | 0.01%             | 2066-11-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/BRL FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $56096.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turquoise V Trust                                                                                | TURQU 2026-1 C                                                                                                                                      | CUSIP: 000000000<br>LEI: 984500CEX647S2BG1C12 | Long             | ABS-O            | CORP              | AU        |     1890000 | PA      | $1299611.52     | 0.01%             | 2067-06-12      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AC3738                                                                                                                                           | CUSIP: 36179DEK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      169165 | PA      | $159533.55      | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | MXN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $28385.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 889974                                                                                                                                           | CUSIP: 31410KXB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      118733 | PA      | $119425.90      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD8027                                                                                                                                           | CUSIP: 3132DV4L6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |      376341 | PA      | $367952.28      | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                                 | SEE 4 12/01/27 144A                                                                                                                                 | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249374.56      | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                                        | BHI 5.125 09/15/40                                                                                                                                  | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |      277000 | PA      | $265065.98      | 0.00%             | 2040-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                                 | HACLN 2024-2 B2                                                                                                                                     | CUSIP: 44644NAH2<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |     3053228 | PA      | $3057568.87     | 0.02%             | 2032-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II PLC                                                            | MODULA 6.125 11/30/28 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      151000 | PA      | $186847.25      | 0.00%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                                          | UDR 2.1 06/15/33 MTN                                                                                                                                | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      278000 | PA      | $228672.48      | 0.00%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Rali Series 2006-Qa10 Trust                                                                      | RALI 2006-QA10 A2                                                                                                                                   | CUSIP: 74922NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2036140 | PA      | $1859328.50     | 0.01%             | 2036-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                                       | CDW 5.1 03/01/30                                                                                                                                    | CUSIP: 12513GBK4<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |      241000 | PA      | $240629.74      | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 6 Ltd.                                                                          | SPCLO 2025-13A A1                                                                                                                                   | CUSIP: 82809RAA9<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-O            | CORP              | KY        |     5260000 | PA      | $5257730.31     | 0.03%             | 2038-10-15      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                                    | VCC 2025-P2 M1                                                                                                                                      | CUSIP: 92262XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      678416 | PA      | $671770.26      | 0.00%             | 2055-10-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   -80370000 | NC      | $-2287693.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD VANGUARD INTERMEDIATE-TERM CORPORATE BOND ETF                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $119926.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP                                              | CSFB 2005-10 10A1                                                                                                                                   | CUSIP: 225470FK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1190770 | PA      | $228893.73      | 0.00%             | 2035-11-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BETHPAGE PARK CLO LTD                                                                            | BETHP 2021-1A D                                                                                                                                     | CUSIP: 087598AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      580000 | PA      | $555338.52      | 0.00%             | 2036-10-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 6.125 07/15/38                                                                                                                                  | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      110000 | PA      | $118315.37      | 0.00%             | 2038-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2018-1 LLC                                                                            | CLVR 2018-1A A1RR                                                                                                                                   | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4120000 | PA      | $4121089.33     | 0.02%             | 2037-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Axis Specialty Finance LLC                                                                       | AXS V4.9 01/15/40                                                                                                                                   | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      822000 | PA      | $788471.03      | 0.00%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                            | IBM 4.25 05/15/49                                                                                                                                   | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      196000 | PA      | $151044.12      | 0.00%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR                                                                              | BAHA 2024-MAR C                                                                                                                                     | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2452000 | PA      | $2522129.16     | 0.01%             | 2041-12-12      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | EUR CALL VERSUS BRL PUT                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | GB        |    -2992820 | NC      | $-1625.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOMES 2024-NQM2 TRUST                                                                            | HOMES 2024-NQM2 A1                                                                                                                                  | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-O            | CORP              | US        |     3680799 | PA      | $3697919.91     | 0.02%             | 2069-10-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                                 | YUM 5.375 04/01/32                                                                                                                                  | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       88000 | PA      | $87298.57       | 0.00%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sg Mortgage Securities Trust 2006-fre2                                                           | SGMS 2006-FRE2 A2C                                                                                                                                  | CUSIP: 784208AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      853222 | PA      | $174505.22      | 0.00%             | 2036-07-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5468 WF                                                                                                                                         | CUSIP: 3137HHC58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     6979550 | PA      | $7000554.14     | 0.04%             | 2054-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2026-P1                                                     | LENDR 2026-P1 E                                                                                                                                     | CUSIP: 52611WAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      199836 | PA      | $179755.29      | 0.00%             | 2037-08-15      | Fixed         | 1.00%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | SWOP CDS CDX.NA.HY.45.V2                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |     2775000 | NC      | $8275.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.75 01/31/34 144a                                                                                                                              | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      118000 | PA      | $119546.39      | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                                   | COP 5.9 05/15/38                                                                                                                                    | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |      434000 | PA      | $458228.82      | 0.00%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                    | FREMOR 7.875 04/01/33 144A                                                                                                                          | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       86000 | PA      | $80631.29       | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J32204                                                                                                                                           | CUSIP: 31307NNV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       97121 | PA      | $94094.04       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD CVB FINANCIAL CORP                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $227.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                                      | PFE 4.125 12/15/46                                                                                                                                  | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      325000 | PA      | $261691.96      | 0.00%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD TERADYNE INC                                                                                                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2510.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | USD CALL VERSUS COP PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              | CORP              | GB        |    -2658000 | NC      | $-10879.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA8388                                                                                                                                           | CUSIP: 3140QGKA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9813070 | PA      | $9321772.54     | 0.05%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIX LTD 2021-29                                                                    | SYMP 2021-29A BR                                                                                                                                    | CUSIP: 87168GAQ2<br>LEI: 254900H6EAUOGL2U2U64 | Long             | ABS-CBDO         | CORP              | KY        |     2600000 | PA      | $2598569.74     | 0.01%             | 2035-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   -39709000 | NC      | $-1284560.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ViaSat, Inc.                                                                                     | VSAT 5.625 04/15/27 144A                                                                                                                            | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      328000 | PA      | $325784.33      | 0.00%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                              | VLO 7.5 04/15/32                                                                                                                                    | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      652000 | PA      | $737895.28      | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.85 04/06/30                                                                                                                                    | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       39000 | PA      | $40366.34       | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AR8630                                                                                                                                           | CUSIP: 3138W6SU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      292347 | PA      | $267454.22      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CWHEQ HOME EQUITY LOAN TRUST SERIES 2005-B                                                       | CWHEL 2005-B 2A                                                                                                                                     | CUSIP: 126685AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        9064 | PA      | $9043.94        | 0.00%             | 2035-05-15      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Avient Corporation                                                                               | AVNT 7.125 08/01/30 144A                                                                                                                            | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      170000 | PA      | $172745.84      | 0.00%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM1                                                                                   | EFMT 2026-NQM1 A1LC                                                                                                                                 | CUSIP: 26846GAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      647032 | PA      | $642895.33      | 0.00%             | 2071-02-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 10-Year T-Note Options                                                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          33 | NC      | $6703.13        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A&D MORTGAGE TRUST 2023-NQM5                                                                     | ADMT 2023-NQM5 A1                                                                                                                                   | CUSIP: 00249XAA6<br>LEI: 984500L072D83D1AA637 | Long             | ABS-O            | CORP              | US        |     6496319 | PA      | $6545871.36     | 0.04%             | 2068-11-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| St. Paul's CLO XII Designated Activity Company                                                   | SPAUL 12X B1                                                                                                                                        | CUSIP: 000000000<br>LEI: 635400TG25DYCKV8CW74 | Long             | ABS-O            | CORP              | IE        |     1420000 | PA      | $1630841.53     | 0.01%             | 2033-04-15      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 AX4343                                                                                                                                           | CUSIP: 36196FZG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      220524 | PA      | $204582.25      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AZ2297                                                                                                                                           | CUSIP: 3138YTRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36106 | PA      | $35058.07       | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Demire Deutsche Mittelstand Real Estate AG                                                       | DMREGR 5 12/31/27                                                                                                                                   | CUSIP: 000000000<br>LEI: 391200FHEFGXUKL2BO93 | Long             | DBT              | CORP              | DE        |      792682 | PA      | $837350.00      | 0.00%             | 2027-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                           | FR SD0489                                                                                                                                           | CUSIP: 3132DMRJ6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |     5766014 | PA      | $5485503.32     | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BC2631                                                                                                                                           | CUSIP: 3140EW4R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17797 | PA      | $17141.99       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Company                                                                           | AEE 3.5 03/15/29                                                                                                                                    | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      468000 | PA      | $457497.05      | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                             | OTIS 2.565 02/15/30                                                                                                                                 | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      462000 | PA      | $428894.69      | 0.00%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 2.65 08/15/62                                                                                                                                 | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1828000 | PA      | $903273.59      | 0.01%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS MYR                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-564.97        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 4.65 08/15/62                                                                                                                                  | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     5588000 | PA      | $4326133.04     | 0.02%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | CDS ITRAXX.XO.42.V3                                                                                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $20418.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AX9700                                                                                                                                           | CUSIP: 3138YBX65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57302 | PA      | $55981.31       | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 3.65 07/21/27                                                                                                                                   | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     2193000 | PA      | $2169565.73     | 0.01%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                                     | NVDA 2 06/15/31                                                                                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      210000 | PA      | $188101.45      | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-5                                                    | VCC 2024-5 M4                                                                                                                                       | CUSIP: 92261AAM0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      707633 | PA      | $707530.67      | 0.00%             | 2054-10-25      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Company                                                                 | EXC 5.45 06/01/35                                                                                                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      111000 | PA      | $113807.73      | 0.00%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 7.375 05/13/55                                                                                                                                  | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2225000 | PA      | $2336250.00     | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                            | SO 2.65 09/15/29 B                                                                                                                                  | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94685.68       | 0.00%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Moodys Corp.                                                                                     | MCO 2.75 08/19/41                                                                                                                                   | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $70475.21       | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                       | VMED 4.75 07/15/31 144A                                                                                                                             | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $172073.26      | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | USD CALL VERSUS CNH PUT                                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | FR        |    -6789000 | NC      | $-22771.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 5.7 06/01/34                                                                                                                                    | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102769.37      | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AJ3120                                                                                                                                           | CUSIP: 3138AUPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      129290 | PA      | $127952.41      | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance B.V.                                                                           | ZFFNGR 5.5 02/17/32 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $654284.23      | 0.00%             | 2032-02-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                               | CAG 8.25 09/15/30                                                                                                                                   | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      431000 | PA      | $484661.82      | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 4.8 07/15/28                                                                                                                                   | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1337675.40     | 0.01%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 2.375 03/15/31                                                                                                                                   | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      111000 | PA      | $99732.52       | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM3784                                                                                                                                           | CUSIP: 3140J8F24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      291401 | PA      | $294324.29      | 0.00%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 5.375 06/07/33 144A                                                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      194000 | PA      | $217929.41      | 0.00%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5563 FA                                                                                                                                         | CUSIP: 3137HMKA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    10846966 | PA      | $10924481.87    | 0.06%             | 2055-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 7 LTD                                                                            | SPEAK 2019-1A BR                                                                                                                                    | CUSIP: 82671EAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270510.89      | 0.00%             | 2037-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                           | ROP 4.9 10/15/34                                                                                                                                    | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      450000 | PA      | $434495.63      | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAMISEA SA / PLUSPETROL LOTE 56 SA                                                    | PLUSCM 6.24 07/03/36 144A                                                                                                                           | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |       68000 | PA      | $70465.00       | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC / Vantage Data Centers Cda Qc4 Ltd.                     | VDCR 2025-1A A2A                                                                                                                                    | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     6786000 | PA      | $6635458.02     | 0.04%             | 2050-08-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Ozlm Xviii Limited                                                                               | OZLM 2018-18A B                                                                                                                                     | CUSIP: 67112GAC2<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |     2126445 | PA      | $2121368.68     | 0.01%             | 2031-04-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Oceanica Lux                                                                                     | OENCBZ 13 10/02/29 144A                                                                                                                             | CUSIP: 67525AAA0<br>LEI: 635400VU48WVABC1TO64 | Long             | DBT              | CORP              | LU        |      201000 | PA      | $211445.31      | 0.00%             | 2029-10-02      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2017-2                                                      | DRMT 2025-CES1 A1A                                                                                                                                  | CUSIP: 24380WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2827704 | PA      | $2823769.33     | 0.02%             | 2055-10-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| OHS ISSUER LLC                                                                                   | OHS 2026-1 A2                                                                                                                                       | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8737712 | PA      | $8566645.55     | 0.05%             | 2061-02-25      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                                       | UNM 5.75 08/15/42                                                                                                                                   | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97266.68       | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 5.2 05/01/36                                                                                                                                    | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      744000 | PA      | $725123.40      | 0.00%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD JD.COM INC                                                                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $31323.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 5.2 11/15/32                                                                                                                                    | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      493000 | PA      | $478558.30      | 0.00%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 5-Year T-Note Futures, Jun-2026,ETH                                                                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        5534 | NC      | $977657.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS 2025-2 DAC                                                             | FORTA 2025-2 E                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400FJ7YX914D6HX74 | Long             | ABS-O            | CORP              | IE        |      600000 | PA      | $691076.47      | 0.00%             | 2035-10-18      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                                 | CYH 9.75 01/15/34 144A                                                                                                                              | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      446000 | PA      | $462889.18      | 0.00%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                                    | MLM 5.15 12/01/34                                                                                                                                   | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100035.96      | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SAGARD- HALSEYPOINT CLO 10 LTD                                                                   | HLSY 2025-10A A1                                                                                                                                    | CUSIP: 78663BAA7<br>LEI: 254900N7LSI0GVY3UO19 | Long             | ABS-CBDO         | CORP              | KY        |    13510000 | PA      | $13521671.29    | 0.08%             | 2038-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                    | ENBCN 3.4 08/01/51                                                                                                                                  | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      188000 | PA      | $126105.89      | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C7                                                            | UBSCM 2017-C7 A4                                                                                                                                    | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      880000 | PA      | $868390.78      | 0.00%             | 2050-12-16      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                        | NEE 4.125 02/01/42                                                                                                                                  | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      252000 | PA      | $214370.14      | 0.00%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | INR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1983.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4465                                                                                                                                           | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    57977512 | PA      | $46971339.24    | 0.26%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XIV LTD                                                                         | SIXST 2019-14A A1R2                                                                                                                                 | CUSIP: 83013NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1570000 | PA      | $1565682.50     | 0.01%             | 2038-01-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY 4.24 08/03/27 GMTN                                                                                                                               | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     3768000 | PA      | $3766651.36     | 0.02%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 4.4 11/01/34                                                                                                                                     | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      977000 | PA      | $930071.99      | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                               | ELM 2024-ELM E10                                                                                                                                    | CUSIP: 26860XBG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6375000 | PA      | $6381554.14     | 0.04%             | 2039-06-10      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA2892                                                                                                                                           | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4129722 | PA      | $3888369.89     | 0.02%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                              | SYK 4.25 09/11/29                                                                                                                                   | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      159000 | PA      | $158408.41      | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QE4965                                                                                                                                           | CUSIP: 3133BEQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      361892 | PA      | $361898.20      | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TVC DSCR_21-1: A                                                                                 | TVC DSCR_21-1: A                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12066135 | PA      | $11389558.30    | 0.06%             | 2028-03-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                               | VOD 5 05/30/38                                                                                                                                      | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      284000 | PA      | $277319.79      | 0.00%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAD CLO 23 LTD                                                                                   | RAD 2024-23A B1                                                                                                                                     | CUSIP: 75009CAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1398397.42     | 0.01%             | 2037-04-20      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 5.95 08/15/52                                                                                                                                   | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       51000 | PA      | $46930.38       | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                                                     | WLNFP 5.5 06/10/30 EMTn                                                                                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $593581.58      | 0.00%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO 38 LTD                                                                              | AGL 2025-38A A1                                                                                                                                     | CUSIP: 00852QAA9<br>LEI: 254900ZPMRHE5M6S8F18 | Long             | ABS-CBDO         | CORP              | KY        |     3370000 | PA      | $3367340.40     | 0.02%             | 2038-01-22      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Hermitage 2024 PLC                                                                               | HRMTG 2024-1 C                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |      335019 | PA      | $443617.15      | 0.00%             | 2033-04-21      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2020-C                                                                  | AJAXM 2020-C C                                                                                                                                      | CUSIP: 00969HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       69477 | PA      | $1389.53        | 0.00%             | 2060-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL0305                                                                                                                                           | CUSIP: 31427MKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4163022 | PA      | $4258297.31     | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                                       | NDAQ 2.5 12/21/40                                                                                                                                   | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      148000 | PA      | $102879.79      | 0.00%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Company                                                                      | EXC 5.3 02/01/53                                                                                                                                    | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92732.47       | 0.00%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energean PLC                                                                                     | ENOGLN 5.625 05/12/31 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $281136.79      | 0.00%             | 2031-05-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2006-AR5                                          | SAMI 2006-AR5 2A1                                                                                                                                   | CUSIP: 86360JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      275253 | PA      | $194936.85      | 0.00%             | 2046-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AY0743                                                                                                                                           | CUSIP: 3138YDZH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70486 | PA      | $68502.32       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | ZAR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28403.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4945                                                                                                                                             | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9587 | PA      | $9226.36        | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q17123                                                                                                                                           | CUSIP: 3132J8LD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       64499 | PA      | $59140.39       | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AQ4132                                                                                                                                           | CUSIP: 3138MKSW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10601 | PA      | $10445.43       | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES SERIES 2006-MH1                                   | CBASS 2006-CB7 A4                                                                                                                                   | CUSIP: 12479DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      324884 | PA      | $227499.63      | 0.00%             | 2036-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2024-Nqm3                                                    | NRZT 2024-NQM3 B1                                                                                                                                   | CUSIP: 647910AG3<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-O            | CORP              | US        |      781000 | PA      | $789499.54      | 0.00%             | 2064-11-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS CNY                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1786.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bosphorus 2015 LLC                                                                               | THYAO 4.2 03/15/27 144A                                                                                                                             | CUSIP: 10010YAA0<br>LEI: 549300PE1HRXLP6MPQ94 | Long             | ABS-O            | CORP              | US        |      288545 | PA      | $282205.33      | 0.00%             | 2027-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.85 06/15/44                                                                                                                                  | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      611000 | PA      | $555344.04      | 0.00%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                             | NOMURA 5.386 07/06/27                                                                                                                               | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      380000 | PA      | $383901.13      | 0.00%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                         | AJAXM 2021-F B                                                                                                                                      | CUSIP: 00971FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13238379 | PA      | $13161548.84    | 0.07%             | 2061-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY 5.2 08/01/28 GMTN                                                                                                                                | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1333000 | PA      | $1359415.02     | 0.01%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | Fifth Third Bancorp COM                                                                                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       10965 | NS      | $509433.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD8082                                                                                                                                           | CUSIP: 3132DV6T7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    11590984 | PA      | $8965566.30     | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | CLP CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |    -1338000 | NC      | $-19406.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J20464                                                                                                                                           | CUSIP: 31306XQR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4724 | PA      | $4675.92        | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                                                   | TCBI V4 05/06/31                                                                                                                                    | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     4001000 | PA      | $3994386.71     | 0.02%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN V4.175 03/24/28                                                                                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $1991189.20     | 0.01%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 7.15 01/15/51                                                                                                                                   | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      451000 | PA      | $486349.19      | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                         | AJAXM 2021-F C                                                                                                                                      | CUSIP: 00971FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18829406 | PA      | $18743246.37    | 0.11%             | 2061-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 16-R LTD                                                                      | OAKC 2023-16RA A1                                                                                                                                   | CUSIP: 67122KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     1720000 | PA      | $1718281.55     | 0.01%             | 2038-10-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG V5.472 09/13/33                                                                                                                                | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $205546.84      | 0.00%             | 2033-09-13      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 4.625 01/15/29                                                                                                                                  | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      109000 | PA      | $107095.12      | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                                        | CRBG 3.65 04/05/27                                                                                                                                  | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      292000 | PA      | $289352.30      | 0.00%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2025-SPOT A                                                                                                                                      | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2030878 | PA      | $2031194.12     | 0.01%             | 2040-04-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                                               | BX 2026-XL6 E                                                                                                                                       | CUSIP: 12433NAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      770000 | PA      | $765201.51      | 0.00%             | 2043-03-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MORTGAGE LOAN RESEC 2009-RS1                                                                     | MLRT 2009-RS1 A85                                                                                                                                   | CUSIP: 61914WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1052909 | PA      | $1038039.38     | 0.01%             | 2036-04-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBM) Bobl Futures                                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -261 | NC      | $408007.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding XXX Ltd                                                                     | MDPK 2018-30A A1R                                                                                                                                   | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |     1780000 | PA      | $1780640.44     | 0.01%             | 2037-07-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM1036                                                                                                                                           | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88688 | PA      | $85476.66       | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 5.65 02/15/56                                                                                                                                 | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    11861000 | PA      | $11822848.86    | 0.07%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | PHP/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3520.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REGATTA 30 FUNDING LTD                                                                           | REG30 2024-4A A1                                                                                                                                    | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5320000 | PA      | $5321530.03     | 0.03%             | 2038-01-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 5.875 02/01/29 144A                                                                                                                             | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     4042000 | PA      | $4044682.43     | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc.                                                                                | EVRG 5.125 08/15/35                                                                                                                                 | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |      251000 | PA      | $249747.05      | 0.00%             | 2035-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V6.491 10/23/34                                                                                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1348000 | PA      | $1459552.22     | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA4837                                                                                                                                           | CUSIP: 3140QCLT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      736548 | PA      | $724453.35      | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG1876                                                                                                                                           | CUSIP: 3133C2CM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      432250 | PA      | $428277.81      | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 6 Ltd                                                                      | ANCHC 2015-6A BR4                                                                                                                                   | CUSIP: 03328QBY6<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |     2539348 | PA      | $2540847.74     | 0.01%             | 2038-07-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Methanex Corporation                                                                             | Methanex Corporation COM                                                                                                                            | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |       32177 | NS      | $1915818.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 3.15 03/22/30                                                                                                                                    | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      709000 | PA      | $675276.42      | 0.00%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 3.625 02/15/31 144A                                                                                                                             | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      142000 | PA      | $130760.90      | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST                                                               | FFML 2006-FFH1 M2                                                                                                                                   | CUSIP: 32027NZN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2883495 | PA      | $2640514.11     | 0.01%             | 2036-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                              | MTH 5.65 03/15/35                                                                                                                                   | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      116000 | PA      | $115873.52      | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 4.5 02/01/36 144A                                                                                                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       79700 | PA      | $40726.70       | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM 2025-167G MORTGAGE TRUST                                                                    | COMM 2025-167G F                                                                                                                                    | CUSIP: 12674VAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1389000 | PA      | $1382560.46     | 0.01%             | 2040-08-10      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                   | BCRED 6 11/22/34                                                                                                                                    | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      375000 | PA      | $350569.29      | 0.00%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                                              | LNG 5.65 04/15/34                                                                                                                                   | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      510000 | PA      | $525058.63      | 0.00%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS 2019-30HY MORTGAGE TRUST                                                            | HY 2019-30HY A                                                                                                                                      | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      195000 | PA      | $185331.43      | 0.00%             | 2039-07-12      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co LLC                                                                    | BX 5 12/06/34                                                                                                                                       | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97892.21       | 0.00%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BB FMC CORPORATION 3.2                                                                           | BB FMC CORPORATION 3.2                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      991762 | PA      | $991762.50      | 0.01%             | 2026-10-01      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                                       | ARESSI 5.15 01/15/31 144A                                                                                                                           | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     1214000 | PA      | $1146586.41     | 0.01%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | IRM 5.25 03/15/28 144A                                                                                                                              | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      140000 | PA      | $139208.94      | 0.00%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4746                                                                                                                                             | CUSIP: 36202FHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25021 | PA      | $24812.80       | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VIII DAC                                                  | VMED 8.875 07/15/33 REGs                                                                                                                            | CUSIP: 000000000<br>LEI: 9845005B6BA02AB5D715 | Long             | DBT              | CORP              | IE        |      179000 | PA      | $209066.98      | 0.00%             | 2033-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD GEN DIGITAL INC                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $144950.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WHITEBOX CLO II LTD                                                                              | WBOX 2020-2A A1R2                                                                                                                                   | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |     8644534 | PA      | $8649906.58     | 0.05%             | 2037-10-26      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN 5.127 11/06/35                                                                                                                               | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $194975.94      | 0.00%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 8 LLC                                                                    | ARESDL 2025-4A A1                                                                                                                                   | CUSIP: 039933AA4<br>LEI: 2549008VI9L2AN96MC59 | Long             | ABS-CBDO         | CORP              | US        |      950000 | PA      | $951653.86      | 0.01%             | 2039-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V5.874 11/18/35                                                                                                                                | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      632000 | PA      | $640187.19      | 0.00%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD VOLTRONIC POWER TECHNOLOGY CORP                                                                                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-129894.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS1406                                                                                                                                           | CUSIP: 3140XGR43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2236345 | PA      | $1807500.24     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3310                                                                                                                                           | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2295205 | PA      | $2157737.09     | 0.01%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 5.125 11/01/27                                                                                                                                  | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      159000 | PA      | $158844.37      | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3333                                                                                                                                           | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      461650 | PA      | $439076.81      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                                    | VCC 2025-P2 M2                                                                                                                                      | CUSIP: 92262XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      757863 | PA      | $749964.57      | 0.00%             | 2055-10-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                  | MSFT 3.95 08/08/56                                                                                                                                  | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     2209000 | PA      | $1688661.15     | 0.01%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SC GERMANY SA COMPARTMENT CONSUMER 2024-2                                                        | SCGC 2024-2 D                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |      500000 | PA      | $579123.04      | 0.00%             | 2038-05-17      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS THYSSENKRUPP AG                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1686.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                            | ARE 4.9 12/15/30                                                                                                                                    | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      602000 | PA      | $603289.59      | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V3.973 05/22/30                                                                                                                                | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      291000 | PA      | $284912.32      | 0.00%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                            | FCX 4.25 03/01/30                                                                                                                                   | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      393000 | PA      | $384960.29      | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                                                                                   | BARDT 2019-2A ARR                                                                                                                                   | CUSIP: 06744NBQ9<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |     1100361 | PA      | $1098430.78     | 0.01%             | 2032-10-22      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4598                                                                                                                                             | CUSIP: 36202FDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       34781 | PA      | $34491.46       | 0.00%             | 2039-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV3                                                                                   | EFMT 2025-INV3 A1                                                                                                                                   | CUSIP: 26847NAA9<br>LEI: 254900C1B6ZW3SK54M36 | Long             | ABS-O            | CORP              | US        |     5725748 | PA      | $5737169.53     | 0.03%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                                  | CAT 4.3 05/15/44                                                                                                                                    | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86190.62       | 0.00%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                           | GFLCN 4.75 06/15/29 144A                                                                                                                            | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      293000 | PA      | $287477.98      | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2023-2                                                                    | LFT 2024-1A C                                                                                                                                       | CUSIP: 52603DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      818000 | PA      | $826616.73      | 0.00%             | 2032-06-21      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA1088                                                                                                                                           | CUSIP: 3133KGF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      290574 | PA      | $284127.05      | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                                    | MLM 2.4 07/15/31                                                                                                                                    | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      755000 | PA      | $671970.64      | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J38060                                                                                                                                           | CUSIP: 31307U5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      197253 | PA      | $191594.15      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q16673                                                                                                                                           | CUSIP: 3132J72F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      641266 | PA      | $588088.63      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 14 LTD                                                                             | BALLY 2020-14A A2R                                                                                                                                  | CUSIP: 05874XAQ2<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2498474.75     | 0.01%             | 2037-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Goto Group Inc.                                                                                  | LOGM 5.5 05/01/28 144a                                                                                                                              | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $539000.00      | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS PLN                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $95.64          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                                  | CSX 3.25 06/01/27                                                                                                                                   | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      916000 | PA      | $905704.78      | 0.01%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 4.25 02/01/31 144A                                                                                                                             | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      179000 | PA      | $163150.37      | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Teamsystem S.p.A                                                                                 | TITANL 5 07/01/31 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      318000 | PA      | $339239.63      | 0.00%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                                              | ARDGRP 7.75 02/15/31 144A                                                                                                                           | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      221000 | PA      | $223589.46      | 0.00%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GOLDEN TREE LN MGMT US 2021-11                                                                   | GLM 2021-11A ER                                                                                                                                     | CUSIP: 38138RAJ4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $245430.15      | 0.00%             | 2034-10-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2 LTD                                                                              | VOYA 2019-2A AR                                                                                                                                     | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      559793 | PA      | $559811.06      | 0.00%             | 2032-07-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SC0111                                                                                                                                           | CUSIP: 3132D9DQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5545825 | PA      | $5210387.97     | 0.03%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                            | WSTP V5.405 08/10/33                                                                                                                                | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      559000 | PA      | $566276.11      | 0.00%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc.                                                                             | LEG 4.4 03/15/29                                                                                                                                    | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |      922000 | PA      | $900127.78      | 0.01%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | MRSH 5.45 03/15/53                                                                                                                                  | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      448000 | PA      | $422972.96      | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2021-67 QI                                                                                                                                      | CUSIP: 38382R3Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     3032294 | PA      | $507386.74      | 0.00%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 5.125 04/30/36                                                                                                                                    | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1863000 | PA      | $1840647.35     | 0.01%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS IFS USD                                                                                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |           1 | NC      | $-371975.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 3.5 10/15/32 GG                                                                                                                                 | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      258000 | PA      | $237268.55      | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 5.75 11/15/33 144A                                                                                                                              | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      195000 | PA      | $192949.87      | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment                                                                                | ECL Entertainment Term Loan B 300 2030-08-01                                                                                                        | CUSIP: 26826TAM5<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |     5660962 | PA      | $5618505.16     | 0.03%             | 2030-08-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                                 | MSAC 2005-HE5 M4                                                                                                                                    | CUSIP: 61744CUV6<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |     2887158 | PA      | $2433218.51     | 0.01%             | 2035-09-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AW5091                                                                                                                                           | CUSIP: 3138XUUR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      215313 | PA      | $211846.16      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q61215                                                                                                                                           | CUSIP: 3132VMK53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      194881 | PA      | $192503.57      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 5.125 02/13/31                                                                                                                                   | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      299000 | PA      | $305809.99      | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS5447                                                                                                                                           | CUSIP: 3138WFBR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2975950 | PA      | $2710675.45     | 0.02%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 762838                                                                                                                                           | CUSIP: 36176DHP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      341801 | PA      | $328599.36      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                     | NOC 5.15 05/01/40                                                                                                                                   | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97472.41       | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                               | USD/CNH FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17004.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELMWOOD CLO X LTD                                                                                | ELM10 2021-3A CR2                                                                                                                                   | CUSIP: 29002VBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      310000 | PA      | $310616.96      | 0.00%             | 2038-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                                           | PFE 4.75 05/19/33                                                                                                                                   | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      728000 | PA      | $725226.34      | 0.00%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WHITEBOX CLO III LTD                                                                             | WBOX 2021-3A A1R                                                                                                                                    | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |      991000 | PA      | $991253.00      | 0.01%             | 2035-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 6.2 09/15/55                                                                                                                                    | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2407000 | PA      | $2384151.38     | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Silver Point Clo 1 Ltd.                                                                          | SPCLO 2022-1A A1R                                                                                                                                   | CUSIP: 828085AN0<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |     1250000 | PA      | $1249869.75     | 0.01%             | 2038-01-20      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS8195                                                                                                                                           | CUSIP: 3138WJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      301918 | PA      | $291088.52      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | AUD/JPY FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-141020.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                                             | CENT 2025-CITY A                                                                                                                                    | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5603000 | PA      | $5643181.35     | 0.03%             | 2040-07-12      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                                               | FFML 2006-FF17 A5                                                                                                                                   | CUSIP: 32028KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7144091 | PA      | $6279467.23     | 0.04%             | 2036-12-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                                  | CWHL 2006-17 A6                                                                                                                                     | CUSIP: 17025AAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      264852 | PA      | $114317.22      | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD ORLEN SA                                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-59770.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q38540                                                                                                                                           | CUSIP: 3132QVP21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      198086 | PA      | $190166.18      | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                    | ENBCN 5.55 06/20/35                                                                                                                                 | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      775000 | PA      | $791583.18      | 0.00%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                  | MSFT 4.5 06/15/47                                                                                                                                   | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      147000 | PA      | $129275.44      | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING MASTER ISSUER PLC                                                                 | NDFT 2024-2X D                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |     1645000 | PA      | $2194431.40     | 0.01%             | 2032-07-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2622                                                                                                                                           | CUSIP: 3140QM4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    21294998 | PA      | $18335493.32    | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 4.625 05/15/42                                                                                                                                  | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      340000 | PA      | $297710.81      | 0.00%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | USD/KRW ONE-TOUCH BARRIER OPTION; BARRIER PRICE USD 1,415.00000                                                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | GB        |      583000 | NC      | $2712.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1                                                 | GDLP 2025-1A B                                                                                                                                      | CUSIP: 38237EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      388555 | PA      | $395211.41      | 0.00%             | 2049-02-20      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                                        | K 5.25 03/01/33                                                                                                                                     | CUSIP: 487836BZ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102061.89      | 0.00%             | 2033-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                                          | MGCN 5.875 06/01/35                                                                                                                                 | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      116000 | PA      | $120167.55      | 0.00%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Costa Rica (Republic Of)                                                                         | COSTAR 6.55 04/03/34 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      200000 | PA      | $210950.00      | 0.00%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD TOTVS SA                                                                                                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4272.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 7.25 06/15/33 144A                                                                                                                              | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      132000 | PA      | $135265.94      | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK 1.902 09/17/28                                                                                                                               | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      797000 | PA      | $748520.28      | 0.00%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc                                                                           | OTEXCN 4.125 02/15/30 144A                                                                                                                          | CUSIP: 683720AA4<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -998000 | PA      | $-891740.94     | -0.01%            | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD W R BERKLEY CORP                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2376.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corporation                                                                                  | FOXA 6.5 10/13/33                                                                                                                                   | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      557000 | PA      | $597770.70      | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LCCM 2013-GCP Mortgage Trust                                                                     | LCCM 2013-GCP XA                                                                                                                                    | CUSIP: 50184BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3379894 | PA      | $71861.96       | 0.00%             | 2036-02-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY KENTUCKY INC                                                                         | DUKE ENERGY KENTUCKY INC                                                                                                                            | CUSIP: 000000000<br>LEI: 8DFCA0P2BKMHOESX4E68 | Long             | DBT              | CORP              | US        |     9639000 | PA      | $9614902.50     | 0.05%             | 2035-09-15      | Fixed         | 6.01%                 | Yes           |                  3 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 2.55 03/21/31                                                                                                                                    | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $181573.59      | 0.00%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $75012.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5515 FB                                                                                                                                         | CUSIP: 3137HKJ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     4422274 | PA      | $4460112.21     | 0.03%             | 2055-03-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                               | ELM 2024-ELM A10                                                                                                                                    | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4860000 | PA      | $4869586.35     | 0.03%             | 2039-06-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                             | ALPGEN 6.25 01/15/34 144A                                                                                                                           | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |       79000 | PA      | $77605.14       | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC 4.875 04/01/44 MTN                                                                                                                              | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1238000 | PA      | $1139673.61     | 0.01%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 6.55 12/01/33                                                                                                                                    | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1239000 | PA      | $1337700.88     | 0.01%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                                      | PFE 4.3 06/15/43                                                                                                                                    | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      133000 | PA      | $113507.90      | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NOBIAN FINANCE B                                                                                 | NOBIAN FINANCE BV                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZGJ6MMZN9IQQ31 | Long             | LON              | CORP              | NL        |     1000000 | PA      | $1084927.04     | 0.01%             | 2030-07-15      | Floating      | 5.52%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BN1623                                                                                                                                           | CUSIP: 3140JHYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2027274 | PA      | $1993137.54     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS8348                                                                                                                                           | CUSIP: 3138WJH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      571843 | PA      | $540754.40      | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS8380                                                                                                                                           | CUSIP: 3138WJJ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      999882 | PA      | $958858.76      | 0.01%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB0428                                                                                                                                           | CUSIP: 3140QKPN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1905125 | PA      | $1755731.21     | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 6.4 01/09/33                                                                                                                                     | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1934000 | PA      | $2049343.51     | 0.01%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MFA 2022-NQM1 TRUST                                                                              | MFRA 2022-NQM1 M1                                                                                                                                   | CUSIP: 55284PAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3428863 | PA      | $3076513.04     | 0.02%             | 2066-12-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2620                                                                                                                                           | CUSIP: 3140QM4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11595538 | PA      | $10017715.23    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4570                                                                                                                                           | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    39864100 | PA      | $34548768.94    | 0.19%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V6.125 PERP .                                                                                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $551923.00      | 0.00%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| The Mosaic Company                                                                               | MOS 5.45 11/15/33                                                                                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |      207000 | PA      | $209200.60      | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                               | RPRX 5.15 09/02/29                                                                                                                                  | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      573000 | PA      | $583318.64      | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-A                                                                 | NSLT 2021-A B2                                                                                                                                      | CUSIP: 64035DAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21590000 | PA      | $19535454.58    | 0.11%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BWAY 2013-1515 MORTGAGE TRUST                                                                    | BWAY 2013-1515 A2                                                                                                                                   | CUSIP: 05604FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1815999 | PA      | $1744383.18     | 0.01%             | 2033-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| India Clean Energy Holdings                                                                      | INCLEN 4.5 04/18/27 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |    14800000 | PA      | $14331580.00    | 0.08%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0783                                                                                                                                           | CUSIP: 3132DM2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2549814 | PA      | $2096099.48     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PANORAMA AUTO TRUST 2025-4                                                                       | PANO 2025-4 C                                                                                                                                       | CUSIP: 000000000<br>LEI: 984500D7E01B851AD138 | Long             | ABS-O            | CORP              | AU        |     2337000 | PA      | $1610382.15     | 0.01%             | 2034-04-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-D                                                                 | NSLT 2021-DA D                                                                                                                                      | CUSIP: 64034YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      331000 | PA      | $290160.03      | 0.00%             | 2062-04-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corporation                                                                   | MFCCN 2.484 05/19/27                                                                                                                                | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      587000 | PA      | $574920.58      | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Softbank Group Corp.                                                                             | SOFTBK 5.875 07/10/31 .                                                                                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      997000 | PA      | $1122497.68     | 0.01%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                                       | BAX 5.65 12/15/35                                                                                                                                   | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      443000 | PA      | $432644.36      | 0.00%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO I LTD                                                                                | ELMW1 2019-1A A1R3                                                                                                                                  | CUSIP: 290015BJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1020000 | PA      | $1016832.19     | 0.01%             | 2037-04-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                                    | EQIX 3.4 02/15/52                                                                                                                                   | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     2586000 | PA      | $1704949.83     | 0.01%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V5.282 07/27/29                                                                                                                                 | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1043000 | PA      | $1060769.28     | 0.01%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                                      | AVB 3.9 10/15/46 MTN                                                                                                                                | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     1946000 | PA      | $1503815.42     | 0.01%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                               | VOD 7.875 02/15/30                                                                                                                                  | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      178000 | PA      | $199084.71      | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP (DELAWARE)                                                                      | LAMR 4.875 01/15/29                                                                                                                                 | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $143272.51      | 0.00%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | PHP/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $164358.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG V5.017 07/20/28                                                                                                                                | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      866000 | PA      | $871385.80      | 0.00%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| NEW RES MTG LN TR 2025-NQM1                                                                      | NRZT 2025-NQM7 A1LC                                                                                                                                 | CUSIP: 64831YAB2<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-O            | CORP              | US        |      875000 | PA      | $872197.20      | 0.00%             | 2065-10-26      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 5.1 05/01/38                                                                                                                                    | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1089000 | PA      | $1035301.78     | 0.01%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q22350                                                                                                                                           | CUSIP: 3132JPTF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54173 | PA      | $53397.97       | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                                           | QNTELE 5.75 08/15/32 144A                                                                                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65077.42       | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                 | MRK 4.9 05/17/44                                                                                                                                    | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      324000 | PA      | $297218.72      | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q00804                                                                                                                                           | CUSIP: 3132GD3M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      272042 | PA      | $269565.10      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CAPITAL FINANCE 1997-R2 LLC                                                            | BCF 1997-R2 AP                                                                                                                                      | CUSIP: 05535DBD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         830 | PA      | $0.00           | 0.00%             | 2035-12-25      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD PINNACLE WEST CORP                                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4658.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 720156                                                                                                                                           | CUSIP: 31401WBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      188685 | PA      | $185303.27      | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA6449                                                                                                                                           | CUSIP: 3140QEEX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      185723 | PA      | $181152.45      | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                                   | NSANY 1.85 09/16/26 144A                                                                                                                            | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      635000 | PA      | $624112.51      | 0.00%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS9106                                                                                                                                           | CUSIP: 3140XRDL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      468391 | PA      | $464170.98      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL0386                                                                                                                                           | CUSIP: 31427MNC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1773906 | PA      | $1817246.33     | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                                        | AMH 4.95 06/15/30                                                                                                                                   | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      414000 | PA      | $415514.26      | 0.00%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V5.412 02/08/41                                                                                                                                 | CUSIP: 025816ES4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99226.67       | 0.00%             | 2041-02-08      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                                             | HEIBOS V6.25 PERP                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |      336000 | PA      | $387988.46      | 0.00%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                                           | HPQ 6 09/15/41                                                                                                                                      | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      251000 | PA      | $248068.15      | 0.00%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                                      | PEP 4.5 07/17/29                                                                                                                                    | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      112000 | PA      | $113076.45      | 0.00%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM5292                                                                                                                                           | CUSIP: 3140X83A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11454314 | PA      | $10252099.32    | 0.06%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V5.13 11/19/28                                                                                                                                 | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      220000 | PA      | $221603.81      | 0.00%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 7 LLC                                                                      | ANCHC 2015-7A BR3                                                                                                                                   | CUSIP: 03328TBU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7620000 | PA      | $7631445.24     | 0.04%             | 2037-04-28      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Adapthealth Llc                                                                                  | ADAHEA 4.625 08/01/29 144A                                                                                                                          | CUSIP: 00653VAC5<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |       86000 | PA      | $81936.78       | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                                   | DTE 5.05 10/01/35                                                                                                                                   | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      296000 | PA      | $291679.05      | 0.00%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0209                                                                                                                                           | CUSIP: 3140XFGT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17578232 | PA      | $15084884.29    | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 245 PARK AVENUE TRUST 2017-245P                                                                  | PRKAV 2017-245P D                                                                                                                                   | CUSIP: 90187LAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      480000 | PA      | $467159.18      | 0.00%             | 2037-06-05      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC.                                                                           | HLNLN 3.625 03/24/32                                                                                                                                | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      250000 | PA      | $234911.66      | 0.00%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                         | CE 7.375 02/15/34                                                                                                                                   | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      227000 | PA      | $232566.95      | 0.00%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC 7.75 05/14/38                                                                                                                                   | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1574000 | PA      | $1870030.32     | 0.01%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Lagarino (European Loan Conduit No. 40) Designated Activity Co.                                  | EURO 40X B                                                                                                                                          | CUSIP: 000000000<br>LEI: 984500F6BB6D4DUA7796 | Long             | ABS-O            | CORP              | IE        |     3268427 | PA      | $3763052.50     | 0.02%             | 2037-06-22      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| HOME EFFICIENCY TRUST 2024-A-1                                                                   | HOME EFFICIENCY TRUST 2024-A-1 ABS 2054-12-31 USD                                                                                                   | CUSIP: 43710UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    36444505 | PA      | $37450373.06    | 0.21%             | 2054-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kentucky Utilities Company                                                                       | PPL 5.125 11/01/40                                                                                                                                  | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |      404000 | PA      | $389684.66      | 0.00%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Financial Group, Inc.                                                                   | AFG 5 09/23/35                                                                                                                                      | CUSIP: 025932AQ7<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |      158000 | PA      | $151573.87      | 0.00%             | 2035-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                     | NSC 5.1 08/01/18                                                                                                                                    | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84320.17       | 0.00%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                       | AAPL 1.2 02/08/28                                                                                                                                   | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      453000 | PA      | $431400.23      | 0.00%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| The Chemours Company LLC                                                                         | CC 8 01/15/33 144A                                                                                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      168000 | PA      | $168917.45      | 0.00%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                           | ROP 4.2 09/15/28                                                                                                                                    | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      455000 | PA      | $452197.15      | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                                    | VCC 2025-P2 A                                                                                                                                       | CUSIP: 92262XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7512603 | PA      | $7444461.68     | 0.04%             | 2055-10-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 3.375 03/15/29                                                                                                                                  | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      699000 | PA      | $685188.84      | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 20 LTD                                                                             | BALLY 2022-20A C1R3                                                                                                                                 | CUSIP: 05876CBN2<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $246895.25      | 0.00%             | 2036-10-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 6.25 09/10/34 144A                                                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      130000 | PA      | $152138.76      | 0.00%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                                     | BMY 5.65 02/22/64                                                                                                                                   | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      325000 | PA      | $314889.14      | 0.00%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                                            | CL 3.7 08/01/47 MTN                                                                                                                                 | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     2155000 | PA      | $1667057.62     | 0.01%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ANTHROPIC SERIES G                                                                               | ANTHROPIC SERIES G                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16702 | NS      | $4328096.15     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA8482                                                                                                                                           | CUSIP: 3133KQM78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      127184 | PA      | $125835.38      | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                                    | QCOM 4.3 05/20/47                                                                                                                                   | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      523000 | PA      | $424541.09      | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp.                                                                          | BG 4.55 08/04/30                                                                                                                                    | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      518000 | PA      | $515623.73      | 0.00%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | IRS COP                                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $74944.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.55 05/15/34                                                                                                                                    | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      116000 | PA      | $118119.00      | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust 2024-B                                                            | MFIT 2024-BA D                                                                                                                                      | CUSIP: 56847GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1400000 | PA      | $1425531.80     | 0.01%             | 2038-11-22      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2023-2                                                                    | LFT 2024-1A D                                                                                                                                       | CUSIP: 52603DAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      953000 | PA      | $965472.39      | 0.01%             | 2032-06-21      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD MTR CORP LTD                                                                                                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-26517.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB0651                                                                                                                                           | CUSIP: 3140QKWM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      697210 | PA      | $670833.26      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                                                | VTR 5 02/15/36                                                                                                                                      | CUSIP: 92277GBC0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      288000 | PA      | $281513.17      | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  -785768700 | NC      | $-65479.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                                      | IONPLA 6.5 09/30/30 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     1524000 | PA      | $1459898.99     | 0.01%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                                 | SPY A 2026-04-17 PUT 650                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         163 | NC      | $188668.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V4.755 06/09/28                                                                                                                                | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1895000 | PA      | $1899024.77     | 0.01%             | 2028-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 4.95 01/15/36                                                                                                                                  | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      481000 | PA      | $474386.42      | 0.00%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | COP CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |    -5021500 | NC      | $-7657.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS -THRU TRUST SERIES 2025-ST8                                                  | UMPT 2025-ST8 C                                                                                                                                     | CUSIP: 91535UAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2648000 | PA      | $2634687.44     | 0.01%             | 2033-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                        | TOYOTA 1.65 01/10/31 MTN                                                                                                                            | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      808000 | PA      | $707428.40      | 0.00%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO LTD                                                                              | BGCLO 19A A1RR                                                                                                                                      | CUSIP: 09075JAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249990.78      | 0.00%             | 2037-07-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2 08/15/51                                                                                                                                        | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25757000 | PA      | $14664385.81    | 0.08%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit Clo 2019 2                                                                   | BCC 2019-2A BR3                                                                                                                                     | CUSIP: 05682LBC0<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |      590000 | PA      | $587485.89      | 0.00%             | 2032-10-18      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                                           | BWP 5.375 02/15/36                                                                                                                                  | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |      309000 | PA      | $304027.72      | 0.00%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V7.125 PERP ..                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1915000 | PA      | $1281035.27     | 0.01%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD CONTINENTAL AG                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $46638.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 3.839 03/20/60                                                                                                                                  | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      488000 | PA      | $345204.40      | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                       | RCICN 4.55 03/15/52                                                                                                                                 | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $78984.00       | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                     | NOC 4.03 10/15/47                                                                                                                                   | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      593000 | PA      | $466769.93      | 0.00%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                                  | PSX 3.75 03/01/28                                                                                                                                   | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98925.85       | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                           | BARC 2023-NQM3 SA                                                                                                                                   | CUSIP: 06744FAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         601 | PA      | $547.08         | 0.00%             | 2063-10-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Acore 2026-FL1 Issuer LLC                                                                        | ACORE 2026-FL1 A                                                                                                                                    | CUSIP: 00485EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1745115.23     | 0.01%             | 2043-08-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BX6537                                                                                                                                           | CUSIP: 3140NBHP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      170527 | PA      | $176297.63      | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Company                                                                     | BRKHEC V6.2 12/15/55                                                                                                                                | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     1503000 | PA      | $1461850.42     | 0.01%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                                                   | CSMC 2021-BHAR B                                                                                                                                    | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1150000 | PA      | $1138864.78     | 0.01%             | 2038-11-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                               | VRT 4.85 03/15/36                                                                                                                                   | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |      310000 | PA      | $301433.91      | 0.00%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V5.592 11/19/34                                                                                                                                   | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      869000 | PA      | $882027.03      | 0.00%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.995 07/22/30                                                                                                                                 | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6094000 | PA      | $6180515.85     | 0.03%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELM Park CLO Designated Activity Company                                                         | ELMP 1X AR3                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300U4MCTO5672RE42 | Long             | ABS-O            | CORP              | IE        |     2000000 | PA      | $2300249.92     | 0.01%             | 2038-01-15      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| CONSECO FINANCE SECURITIZATIONS CORP                                                             | CNF 2000-5 A7                                                                                                                                       | CUSIP: 20846QER5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3839543 | PA      | $670264.02      | 0.00%             | 2031-05-01      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                           | MU 5.65 11/01/32                                                                                                                                    | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      472000 | PA      | $498257.44      | 0.00%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties Inc.                                                           | BRPCN 4.875 02/15/30 144A                                                                                                                           | CUSIP: 11283YAD2<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |      280000 | PA      | $257076.96      | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DRYDEN 76 CLO LTD                                                                                | DRSLF 2019-76A A1R2                                                                                                                                 | CUSIP: 26252WBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1250543.25     | 0.01%             | 2037-10-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION TRUST 2006-CW1                                                    | JPMAC 2006-CW1 M1                                                                                                                                   | CUSIP: 46628MAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      362732 | PA      | $361778.86      | 0.00%             | 2036-05-27      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | E-mini S&P 500 Futures, Jun-2026,ETH                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          44 | NC      | $-94692.53      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA2678                                                                                                                                           | CUSIP: 36179Q6P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      146801 | PA      | $138190.15      | 0.00%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2022-NQM1 TRUST                                                                             | PRPM 2022-NQM1 B1                                                                                                                                   | CUSIP: 69378KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      471000 | PA      | $464260.23      | 0.00%             | 2067-08-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB5902                                                                                                                                           | CUSIP: 3140QRRY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45819 | PA      | $46262.00       | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Auto Abs Italian Stella Loans s.r.l.                                                             | Auto ABS Italian Stella Loans 2025-1 SRL                                                                                                            | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |      214474 | PA      | $249643.99      | 0.00%             | 2040-12-28      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD AGILENT TECHNOLOGIES INC                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-33236.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS BRL                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-91585.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                   | INTNED V4.017 03/28/28                                                                                                                              | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      599000 | PA      | $596221.25      | 0.00%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                               | XEL 5.25 04/01/53                                                                                                                                   | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      429000 | PA      | $388212.34      | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | ISPIM V6.5 03/14/29 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     3300000 | PA      | $4471324.90     | 0.03%             | 2029-03-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                              | KNTK 6.625 12/15/28 144A                                                                                                                            | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      112000 | PA      | $113895.38      | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6.25 11/01/28 144A                                                                                                                           | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      199000 | PA      | $199398.80      | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                                        | APA 5.1 09/01/40 .                                                                                                                                  | CUSIP: 03743QBB3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      204000 | PA      | $183348.71      | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer Inc             | PK 4.875 05/15/29 144A                                                                                                                              | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     1876000 | PA      | $1800765.46     | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                                     | CUBE 4.375 02/15/29                                                                                                                                 | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |      212000 | PA      | $210530.54      | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                                  | XEL 4.6 06/01/32                                                                                                                                    | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      286000 | PA      | $280943.34      | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Baxalta Incorporated                                                                             | TACHEM 5.25 06/23/45                                                                                                                                | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |      733000 | PA      | $682279.65      | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deere & Company                                                                                  | DE 7.125 03/03/31                                                                                                                                   | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |      561000 | PA      | $626922.34      | 0.00%             | 2031-03-03      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | IDR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $59780.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                                 | MKL 5 04/05/46                                                                                                                                      | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87729.31       | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc (Delaware)                                                         | FCNCA V6.254 03/12/40                                                                                                                               | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     6414000 | PA      | $6271632.93     | 0.04%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRYANT PARK FUNDING 2025-27 LTD                                                                  | BRYPK 2025-27A A1                                                                                                                                   | CUSIP: 11765EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1780000 | PA      | $1780656.64     | 0.01%             | 2038-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | ICE 3 09/15/60                                                                                                                                      | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      750000 | PA      | $429034.50      | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                                      | WDAY 3.8 04/01/32                                                                                                                                   | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92826.48       | 0.00%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD ASAHI GROUP HOLDINGS LTD                                                                                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4334.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grunenthal GmbH                                                                                  | GRUPHA 4.625 11/15/31 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |      395000 | PA      | $447417.18      | 0.00%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Five S.r.l.                              | ABEST 25 E                                                                                                                                          | CUSIP: 000000000<br>LEI: 8156006F7517955B5E95 | Long             | ABS-O            | CORP              | IT        |      644168 | PA      | $748038.09      | 0.00%             | 2039-11-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AU6245                                                                                                                                           | CUSIP: 3138X55F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      128401 | PA      | $124767.43      | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                                   | APD 2.7 05/15/40                                                                                                                                    | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      246000 | PA      | $180969.47      | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 2023-5                                                                      | DCLO 2023-5A A1R                                                                                                                                    | CUSIP: 25255RAL3<br>LEI: 254900DQ6NEBLANVO137 | Long             | ABS-CBDO         | CORP              | KY        |     3330000 | PA      | $3328295.71     | 0.02%             | 2039-01-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 2.05 02/15/28                                                                                                                                  | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      110000 | PA      | $105508.98      | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings Inc.                                                                    | LEH 5.857 PERP MTN                                                                                                                                  | CUSIP: 524908XA3<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |     1888000 | PA      | $0.19           | 0.00%             | N/A             | Fixed         | 5.86%                 | No            |                  3 | On Loan: No      |
| OCP CLO 2020-19 Ltd.                                                                             | OCP 2020-19A D1R2                                                                                                                                   | CUSIP: 670881BE0<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |      530000 | PA      | $524081.49      | 0.00%             | 2038-04-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                        | NEE 3.15 10/01/49                                                                                                                                   | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     1499000 | PA      | $1003358.90     | 0.01%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2016-3 Ltd.                                                                     | BLUEM 2016-3A A1R2                                                                                                                                  | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |      170356 | PA      | $170334.43      | 0.00%             | 2030-11-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6868                                                                                                                                           | CUSIP: 3140QST27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7566315 | PA      | $7654580.64     | 0.04%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                                      | GBLATL V7.25 03/01/56 144A                                                                                                                          | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |       76000 | PA      | $71634.73       | 0.00%             | 2056-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 11/15/44                                                                                                                                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25354000 | PA      | $24532966.24    | 0.14%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                      | NTRCN 4.5 03/12/27                                                                                                                                  | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     1234000 | PA      | $1236055.09     | 0.01%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS 2023-R                                                                    | GCBSL 2019-43A A1R                                                                                                                                  | CUSIP: 38180PAA4<br>LEI: 2549006E2S3MDN9M6Q69 | Long             | ABS-CBDO         | CORP              | KY        |     1490000 | PA      | $1490397.23     | 0.01%             | 2037-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Alinma Sukuk Ltd.                                                                                | ALINMA V5.873 01/23/36 emtn                                                                                                                         | CUSIP: 000000000<br>LEI: 549300UOBOJVBACQKT03 | Long             | DBT              | CORP              | KY        |     2400000 | PA      | $2359128.00     | 0.01%             | 2036-01-23      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                        | TD 4.861 01/31/28                                                                                                                                   | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1424000 | PA      | $1435458.94     | 0.01%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                                 | BMO V5.004 01/27/29                                                                                                                                 | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      371000 | PA      | $374327.07      | 0.00%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J32264                                                                                                                                           | CUSIP: 31307NQR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       55114 | PA      | $53697.56       | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD ELEMENT FLEET MANAGEMENT CORP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $6342.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 4.625 05/01/30 144A                                                                                                                             | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      223000 | PA      | $214608.29      | 0.00%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2020-3 LTD                                                                            | CANYC 2020-3A BR                                                                                                                                    | CUSIP: 13876RAS3<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |     1610000 | PA      | $1611846.35     | 0.01%             | 2037-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS3459                                                                                                                                           | CUSIP: 3138WCZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1705135 | PA      | $1675635.04     | 0.01%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING COMPANY LP                                                                  | FPH 8 10/01/30 144A                                                                                                                                 | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $269364.64      | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO II LTD                                                                               | ELMW2 2019-2A D1RR                                                                                                                                  | CUSIP: 29001LBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $246960.00      | 0.00%             | 2037-10-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS - THRU TRUST SERIES 2025-ST7                                                 | UMPT 2025-ST7 A                                                                                                                                     | CUSIP: 91533RAA3<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |     4778866 | PA      | $4779657.77     | 0.03%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Auto ABS Spanish Loans 2026-1 Fondo De Titulizacion                                              | COMP 2026-1 D                                                                                                                                       | CUSIP: 000000000<br>LEI: 9598007ZVMKDJKZFAC54 | Long             | ABS-O            | CORP              | ES        |      200000 | PA      | $231161.45      | 0.00%             | 2038-12-28      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                                                       | BRKHEC 3.15 04/15/50                                                                                                                                | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     1263000 | PA      | $835273.47      | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 4.95 07/01/50                                                                                                                                   | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    38798000 | PA      | $32139342.91    | 0.18%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RJ1783                                                                                                                                           | CUSIP: 3142GR6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6682775 | PA      | $6853692.45     | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                                     | HESM 6.5 06/01/29 144A                                                                                                                              | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      141000 | PA      | $144035.05      | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                                             | ENAPHO 4.375 01/29/34                                                                                                                               | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |     4205000 | PA      | $4695826.43     | 0.03%             | 2034-01-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS4545                                                                                                                                           | CUSIP: 3138WEBP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      973783 | PA      | $889503.51      | 0.00%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 5.869 10/31/35                                                                                                                                    | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      866000 | PA      | $831428.99      | 0.00%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS ZAR                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $32193.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                                          | DRSLF 2018-55A A1                                                                                                                                   | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      483630 | PA      | $483803.54      | 0.00%             | 2031-04-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 4.1 02/15/31                                                                                                                                  | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1026000 | PA      | $1018870.37     | 0.01%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AD2253                                                                                                                                           | CUSIP: 36180DQE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      125283 | PA      | $117646.50      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F030645<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -524887000 | PA      | $-460944976.97  | -2.59%            | 2056-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lstar Commercial Mortgage Trust 2017-5                                                           | LNSTR 2017-5 X                                                                                                                                      | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2166202 | PA      | $8553.47        | 0.00%             | 2050-03-11      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD STANLEY ELECTRIC LTD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-447.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                                   | CWALT 2006-OC10 2A3                                                                                                                                 | CUSIP: 23245FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1574650 | PA      | $1456615.11     | 0.01%             | 2036-11-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| PROJECT MONTELENA                                                                                | PROJECT MONTELENA                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    11593950 | PA      | $10872123.66    | 0.06%             | 2031-04-01      | Floating      | 12.00%                | No            |                  3 | On Loan: No      |
| SAGARD-HALSEYPOINT CLO 8 LTD/LLC                                                                 | HLSY 2024-8A A1                                                                                                                                     | CUSIP: 78662AAA0<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | KY        |     2920000 | PA      | $2921233.99     | 0.02%             | 2038-02-01      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SB0544                                                                                                                                           | CUSIP: 3132CWS96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1332646 | PA      | $1228542.91     | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                                             | SAMMIN 9.5 06/30/31 144A                                                                                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |        5638 | PA      | $5552.94        | 0.00%             | 2031-06-30      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2023-CCM1                                                    | GSMBS 2023-CCM1 B1                                                                                                                                  | CUSIP: 362918AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1022000 | PA      | $1018125.29     | 0.01%             | 2053-08-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                                   | JEFCAP 8.25 05/15/30 144A                                                                                                                           | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       16000 | PA      | $16651.58       | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REGATTA XXIV FUNDING LTD                                                                         | REG24 2021-5A AR                                                                                                                                    | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1470000 | PA      | $1470422.92     | 0.01%             | 2038-01-20      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM3031                                                                                                                                           | CUSIP: 3140J7LM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3284533 | PA      | $3009061.57     | 0.02%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD FLAGSTAR FINANCIAL INC                                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $91523.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                           | MSI 5.55 08/15/35                                                                                                                                   | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      373000 | PA      | $381351.95      | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PALLADYNE AI CORP                                                                                | PALLADYNE AI CORP                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11463 | NS      | $69578.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED                                                 | EUR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2921.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                             | GILD 5.65 12/01/41                                                                                                                                  | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      499000 | PA      | $507757.32      | 0.00%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 53(B) LT                                                              | GCBSL 2021-53A AR                                                                                                                                   | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |      748747 | PA      | $747173.88      | 0.00%             | 2034-07-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC                                                           | AMPBEV 3 09/01/29 REGs                                                                                                                              | CUSIP: 000000000<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208551.82      | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2024-1                                                      | DRMT 2024-1 A1                                                                                                                                      | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1829444 | PA      | $1843392.79     | 0.01%             | 2069-07-25      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp/ Canadas Wonderland Company/ Millennium Operations LLC              | FUN 8.625 01/15/32 144A                                                                                                                             | CUSIP: 83003AAA8<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      696000 | PA      | $697122.88      | 0.00%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                                          | RAIZBZ 6.95 03/05/54 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      317000 | PA      | $168168.50      | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                                                                      | DCLO 2022-3A A2R                                                                                                                                    | CUSIP: 25255JAN7<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1500856.50     | 0.01%             | 2038-01-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                      | WMT 5.625 04/01/40                                                                                                                                  | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      475000 | PA      | $502965.93      | 0.00%             | 2040-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                                                     | KIKO 176 1                                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | NUSS              | JP        |    80619000 | PA      | $366725.98      | 0.00%             | 2057-01-10      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 2.35 01/08/31                                                                                                                                    | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1178000 | PA      | $1049415.32     | 0.01%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                | CCI 4.9 09/01/29                                                                                                                                    | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      199000 | PA      | $200105.25      | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                             | ALPGEN 6.75 10/15/32 144A                                                                                                                           | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40585.31       | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                                   | APD 4.85 02/08/34                                                                                                                                   | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      433000 | PA      | $433518.03      | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 5.5 03/16/47                                                                                                                                     | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1121000 | PA      | $1053896.39     | 0.01%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                                         | CMS 4.2 09/01/52                                                                                                                                    | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      350000 | PA      | $276579.06      | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Brinks Company                                                                                   | BCO 6.75 06/15/32 144A                                                                                                                              | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      177000 | PA      | $179162.23      | 0.00%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nationstar Home Equity Loan Trust                                                                | NSTR 2007-B M1                                                                                                                                      | CUSIP: 63860LAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3320000 | PA      | $3174697.88     | 0.02%             | 2037-04-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F052649<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  1144808427 | PA      | $1150081311.58  | 6.46%             | 2056-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T REIGN II MULTI-PROPERTY LEASE-BACKED PASS-THROUGH TRUST                                     | ATTRII 6.088 12/15/44 144A                                                                                                                          | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20792310 | PA      | $20583661.47    | 0.12%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                                 | PSD 4.1 06/15/30                                                                                                                                    | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      408000 | PA      | $395396.33      | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                                            | WCNCN 5 03/01/34                                                                                                                                    | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      480000 | PA      | $483114.23      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                                                         | LRCX 4.875 03/15/49                                                                                                                                 | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |      107000 | PA      | $95810.42       | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD GOODMAN GROUP UNITS                                                                                                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-96112.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS8486                                                                                                                                           | CUSIP: 3138WJNC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3327518 | PA      | $3023980.23     | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                           | WM 1.15 03/15/28                                                                                                                                    | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      976000 | PA      | $921380.44      | 0.01%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2017-2                                                    | VCC 2017-2 M3                                                                                                                                       | CUSIP: 92258VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      212105 | PA      | $199456.47      | 0.00%             | 2047-11-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD DENTSU SOKEN INC                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $15251.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 5.375 03/22/33                                                                                                                                  | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $195400.00      | 0.00%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | CDS PITNEY BOWES INC                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2201.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                       | DVA 6.75 07/15/33 144A                                                                                                                              | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      252000 | PA      | $256322.56      | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 3.875 01/15/28 144A                                                                                                                           | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       84000 | PA      | $82108.24       | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                                                                   | Sofi Consumer Loan Program 2026-B Trust                                                                                                             | CUSIP: 83407MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1791000 | PA      | $1789055.69     | 0.01%             | 2036-02-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                                      | PFE 1.75 08/18/31                                                                                                                                   | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      533000 | PA      | $465413.54      | 0.00%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-1                                                                | VERUS 2022-1 B1                                                                                                                                     | CUSIP: 92538WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1354000 | PA      | $1068738.87     | 0.01%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME LOAN TRUST 2005-OPT2                                                              | SVHE 2005-OPT3 M4                                                                                                                                   | CUSIP: 83611MGX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      547041 | PA      | $468271.25      | 0.00%             | 2035-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                      | WMT 5.25 09/01/35                                                                                                                                   | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      740000 | PA      | $771356.77      | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | CRM 6.55 03/15/56                                                                                                                                   | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     3922000 | PA      | $3935605.97     | 0.02%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL3070                                                                                                                                           | CUSIP: 31427QMU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10275192 | PA      | $9306851.22     | 0.05%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-C                                                                 | NSLT 2025-CA A1B                                                                                                                                    | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7256852 | PA      | $7307731.72     | 0.04%             | 2065-06-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST                   | WMALT 2006-4 3A5                                                                                                                                    | CUSIP: 939344AQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      258678 | PA      | $227594.27      | 0.00%             | 2036-05-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                        | O 3.2 02/15/31                                                                                                                                      | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       39000 | PA      | $36560.30       | 0.00%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                                  | CAT 1.9 03/12/31                                                                                                                                    | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $916739.80      | 0.01%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/HKD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $251866.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden 85 CLO Ltd/LLC                                                                            | DRSLF 2020-85A A1LN                                                                                                                                 | CUSIP: 26246BBG8<br>LEI: 549300XS2BVK8BZTXN05 | Long             | ABS-CBDO         | CORP              | KY        |     1770000 | PA      | $1775221.50     | 0.01%             | 2037-07-15      | Floating      | 5.05%                 | No            |                  3 | On Loan: No      |
| Jaguar Land Rover Automotive PLC                                                                 | TTMTIN 5.875 01/15/28 144A                                                                                                                          | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |      360000 | PA      | $356406.73      | 0.00%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                                                 | USD/MXN FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23507.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 5 10/15/26 144A                                                                                                                                  | CUSIP: 097793AE3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     3557000 | PA      | $3551201.17     | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA 5.05 07/10/31 GMTN                                                                                                                             | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      290000 | PA      | $290724.14      | 0.00%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                                      | SANUSA V5.353 09/06/30                                                                                                                              | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1288634.12     | 0.01%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 975186                                                                                                                                           | CUSIP: 31414S2T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40792 | PA      | $41704.35       | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 10-Year T-Note Futures, Jun-2026,ETH                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        3226 | NC      | $1273295.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corporation                                                               | PPL 4.85 02/15/34                                                                                                                                   | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99650.22       | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 2.4 03/15/30                                                                                                                                     | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      913000 | PA      | $843414.88      | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.3 03/01/48                                                                                                                                    | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      246000 | PA      | $207928.95      | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                               | Expand Energy Corp                                                                                                                                  | CUSIP: 165ESCAP9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     9090000 | PA      | $0.91           | 0.00%             | 2021-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| The Sherwin-Williams Company                                                                     | SHW 4.55 08/01/45                                                                                                                                   | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84020.04       | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                                | LEBAN 6.25 11/04/24 GMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      940000 | PA      | $221370.00      | 0.00%             | 2024-11-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXIX LTD                                                                             | APID 2022-39A D1R                                                                                                                                   | CUSIP: 03766HAW0<br>LEI: 549300BRN9PL9K0SIB31 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $241594.00      | 0.00%             | 2038-10-21      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE TRUST 2017-BNK3                                | BACM 2017-BNK3 XB                                                                                                                                   | CUSIP: 06427DAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11850000 | PA      | $40875.39       | 0.00%             | 2050-02-17      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| ORL 2024-GLKS MORTGAGE TRUST                                                                     | ORL 2024-GLKS A                                                                                                                                     | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4150000 | PA      | $4150000.00     | 0.02%             | 2039-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2018-2 LTD                                                               | BCC 2018-2A BR                                                                                                                                      | CUSIP: 05682VAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1450000 | PA      | $1449572.98     | 0.01%             | 2031-07-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                             | APH 2.2 09/15/31                                                                                                                                    | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      130000 | PA      | $115372.76      | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                        | TD 5.298 01/30/32                                                                                                                                   | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      468000 | PA      | $480692.02      | 0.00%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Velocity 2026-1 PLC                                                                              | VLCTY 2026-1 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PL94CXWBF7SX91 | Long             | ABS-O            | CORP              | GB        |      266000 | PA      | $352084.64      | 0.00%             | 2037-02-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM3552                                                                                                                                           | CUSIP: 3140J75N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      390153 | PA      | $381746.98      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL3072                                                                                                                                           | CUSIP: 31427QMW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    22940958 | PA      | $22812886.55    | 0.13%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/PEN FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-157712.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Gap Inc.                                                                                     | GAP 3.875 10/01/31 144A                                                                                                                             | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      119000 | PA      | $107797.72      | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Company                                                              | XEL 4.5 08/15/41                                                                                                                                    | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |      117000 | PA      | $102172.23      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BX6108                                                                                                                                           | CUSIP: 3140NAYE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5719653 | PA      | $5778799.20     | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apld Computeco LLC                                                                               | APLD 9.25 12/15/30 144A                                                                                                                             | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195000 | PA      | $200912.79      | 0.00%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM3846                                                                                                                                           | CUSIP: 3140J8HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1942883 | PA      | $1921599.17     | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                                                                | Trimaran Cavu 2023-2 Ltd                                                                                                                            | CUSIP: 89623WAY5<br>LEI: 254900N0C728FOYWNB70 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500073.10      | 0.00%             | 2039-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | AJG 5 02/15/32                                                                                                                                      | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      993000 | PA      | $995363.96      | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS USD                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $742827.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust 2004-8                                                                    | GSAA 2006-18 AF3A                                                                                                                                   | CUSIP: 3622ELAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1068709 | PA      | $282994.23      | 0.00%             | 2036-11-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 5.125 05/15/31                                                                                                                                   | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      417000 | PA      | $425587.69      | 0.00%             | 2031-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK V5.06 07/22/32                                                                                                                                   | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      169000 | PA      | $172268.24      | 0.00%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FISV 5.625 08/21/33                                                                                                                                 | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      254000 | PA      | $256380.53      | 0.00%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Stellantis N.V                                                                                   | STLA V6.875 PERP                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      828000 | PA      | $902161.73      | 0.01%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                              | KMI 7.75 01/15/32 GMTN                                                                                                                              | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      170000 | PA      | $194922.03      | 0.00%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD TRADE DESK INC CLASS A                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $100431.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD ASX LTD                                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-21169.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 23 LTD                                                         | GLM 2024-23A A                                                                                                                                      | CUSIP: 38139KAC3<br>LEI: 254900TP00US14X9AP48 | Long             | ABS-CBDO         | CORP              | JE        |     1890000 | PA      | $1889969.76     | 0.01%             | 2039-01-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                                            | AMH 4.25 02/15/28                                                                                                                                   | CUSIP: 02666TAA5<br>LEI: 549300ZJUO7A58PNUW40 | Long             | DBT              | CORP              | US        |      267000 | PA      | $265522.09      | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Smb Private Education Loan Trust 2021-C                                                          | SMB 2021-C B                                                                                                                                        | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      354489 | PA      | $346185.77      | 0.00%             | 2053-01-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                               | KO 2.25 01/05/32                                                                                                                                    | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      986000 | PA      | $882687.72      | 0.00%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                      | COR 3.95 02/13/29                                                                                                                                   | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     1205000 | PA      | $1188233.69     | 0.01%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD EAGLE BANCORP INC                                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5136.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paraguay (Republic of)                                                                           | PARGUY 2.739 01/29/33 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $175800.00      | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA 4.4 09/05/29 GMTN                                                                                                                              | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99097.27       | 0.00%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.                                 | TEP 6 12/31/30 144A                                                                                                                                 | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      204000 | PA      | $202960.89      | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| W. P. Carey Inc                                                                                  | WPC 2.25 04/01/33                                                                                                                                   | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82969.48       | 0.00%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 990906                                                                                                                                           | CUSIP: 31415VYB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12043 | PA      | $12427.85       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD FORMOSA CHEMICALS & FIBRE CORP                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $1.24           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-CNYN D                                                                                                                                      | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4567946 | PA      | $4565090.58     | 0.03%             | 2041-04-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Pavillion Consumer 2025 1 PLC                                                                    | PVLNC 2025-1X C                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800XK4G6W1NHSJJ12 | Long             | ABS-O            | CORP              | GB        |     1021000 | PA      | $1348741.46     | 0.01%             | 2036-01-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-ASHF                                                         | MSC 2017-ASHF F                                                                                                                                     | CUSIP: 61691KAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1413000 | PA      | $1395337.50     | 0.01%             | 2034-11-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                                     | IT 3.625 06/15/29 144A                                                                                                                              | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    11237000 | PA      | $10571309.33    | 0.06%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD NEBIUS GROUP NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $115486.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | CRM 6.7 03/15/66                                                                                                                                    | CUSIP: 79466LAX2<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     3922000 | PA      | $3986370.10     | 0.02%             | 2066-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                | HLT 5.875 04/01/29 144A                                                                                                                             | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      550000 | PA      | $555409.25      | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BARROW HANLEY CLO II LTD                                                                         | BARHN 2023-2A A1R                                                                                                                                   | CUSIP: 06875RAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1810000 | PA      | $1810726.53     | 0.01%             | 2038-03-31      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1285                                                                                                                                           | CUSIP: 36179NNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13014 | PA      | $12300.87       | 0.00%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD SKYWORKS SOLUTIONS INC                                                                                                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-32779.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                                                              | NY PORTRN 4.93 10/01/2051                                                                                                                           | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     1400000 | PA      | $1301947.22     | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 3.35 04/18/29 MTN                                                                                                                                | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      510000 | PA      | $496753.55      | 0.00%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                                     | NOVNVX 4.7 09/18/54                                                                                                                                 | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87359.46       | 0.00%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD MULTIPLAN EMPREENDIMENTOS IMOBILIA                                                                                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $11354.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                                              | ADI 5.3 12/15/45                                                                                                                                    | CUSIP: 032654AK1<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      246000 | PA      | $234750.83      | 0.00%             | 2045-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ELM Park CLO Designated Activity Company                                                         | ELMP 1X DR3                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300U4MCTO5672RE42 | Long             | ABS-O            | CORP              | IE        |      952000 | PA      | $1088353.28     | 0.01%             | 2038-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                                         | EDF V3.375 PERP                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $434779.99      | 0.00%             | N/A             | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                                 | BPLN 3.379 02/08/61                                                                                                                                 | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      508000 | PA      | $326055.13      | 0.00%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Benin (The Republic of)                                                                          | BENIN 4.95 01/22/35 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      436000 | PA      | $439999.27      | 0.00%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/GBP FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5676.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2023-FUN                                                       | GSMS 2023-FUN A                                                                                                                                     | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5374000 | PA      | $5389114.38     | 0.03%             | 2028-03-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TRUST SERIES 2005-2                                                                    | IMM 2005-6 1A1                                                                                                                                      | CUSIP: 45254NQG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      391948 | PA      | $366066.44      | 0.00%             | 2035-10-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2025-B                                                            | MFIT 2025-BA A                                                                                                                                      | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7143000 | PA      | $7107883.58     | 0.04%             | 2038-11-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.707 04/22/28 MTN                                                                                                                             | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2362000 | PA      | $2392468.45     | 0.01%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                                           | PFE 4.45 05/19/28                                                                                                                                   | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      324000 | PA      | $325922.97      | 0.00%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                                       | INTU 5.125 09/15/28                                                                                                                                 | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      525000 | PA      | $535121.94      | 0.00%             | 2028-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Stellantis N.V                                                                                   | STLA V6.25 PERP                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      950000 | PA      | $1048081.20     | 0.01%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANKAMERICA MANUFACTURED HOUSING CONTRACT TRUST 1998-2                                           | BAMH 1998-2 B1                                                                                                                                      | CUSIP: 06606TAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2790000 | PA      | $181258.21      | 0.00%             | 2025-12-10      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                                      | BCECN V7 09/15/55                                                                                                                                   | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      169000 | PA      | $172974.71      | 0.00%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                                    | TRPCN 4.625 03/01/34                                                                                                                                | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      783000 | PA      | $757755.77      | 0.00%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7539                                                                                                                                           | CUSIP: 3132DVLU7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     9032875 | PA      | $7449044.27     | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2024-Iglg                                   | JPMCC 2024-IGLG F                                                                                                                                   | CUSIP: 46593KAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5900000 | PA      | $5887385.80     | 0.03%             | 2039-11-10      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA9850                                                                                                                                           | CUSIP: 3133KR5K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3452706 | PA      | $3484186.68     | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2026-INV1                                                                        | NYMT 2026-INV1 A1LC                                                                                                                                 | CUSIP: 62957GAC1<br>LEI: 254900KJ201MTW2K6G74 | Long             | ABS-O            | CORP              | US        |      297081 | PA      | $295746.42      | 0.00%             | 2061-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                              | MEDIND 3.875 04/01/29 144A                                                                                                                          | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96736.18       | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD LUNDIN GOLD INC                                                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16644.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAIF SECURITIZATION TRUST 2026-CES1                                                              | SAIF 2026-CES1 A1A                                                                                                                                  | CUSIP: 78710HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $1998663.48     | 0.01%             | 2056-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Company                                                                      | EXC 3.75 08/15/47 123                                                                                                                               | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      174000 | PA      | $129894.84      | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO 2025-3 Designated Activity Co.                                         | RFTE 2025-3X D                                                                                                                                      | CUSIP: 000000000<br>LEI: 6354009EFUWKAOBABO62 | Long             | ABS-O            | CORP              | IE        |      830000 | PA      | $955918.42      | 0.01%             | 2040-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 6.75 02/25/41 144A                                                                                                                           | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1056000 | PA      | $924000.00      | 0.01%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        4520 | NC      | $1877582.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocp Euro Clo 2019-3 Designated Activity Company                                                  | OCPE 2019-3A CR                                                                                                                                     | CUSIP: 000000000<br>LEI: 635400AITKFDK9OZEW62 | Long             | ABS-O            | CORP              | IE        |      250000 | PA      | $288732.11      | 0.00%             | 2033-04-20      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Ballyrock Clo 2020-1 Ltd.                                                                        | BALLY 2023-25A BR                                                                                                                                   | CUSIP: 05876QAS1<br>LEI: 2549000LY2B016K4LA62 | Long             | ABS-CBDO         | CORP              | KY        |      570000 | PA      | $569786.71      | 0.00%             | 2038-01-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AutoNoria Spain 2025 Fondo De Titulizacion                                                       | ANORI 2025-SP E                                                                                                                                     | CUSIP: 000000000<br>LEI: 9598003381JB7Z32LH47 | Long             | ABS-O            | CORP              | ES        |      500000 | PA      | $580293.91      | 0.00%             | 2043-04-30      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd/DIFL US LLC                                                    | DIGDIF 8.625 08/01/32 144A                                                                                                                          | CUSIP: 25381MAA5<br>LEI: 5493007V023VOEW4FK27 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $202959.52      | 0.00%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC1 TRUST                                                                            | PRKCM 2023-AFC1 B1                                                                                                                                  | CUSIP: 693981AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2349000 | PA      | $2339353.13     | 0.01%             | 2058-02-25      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL4                                                            | BX 2024-XL4 A                                                                                                                                       | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4584114 | PA      | $4589329.28     | 0.03%             | 2039-02-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                                            | DD 4.725 11/15/28                                                                                                                                   | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     1201000 | PA      | $1208040.62     | 0.01%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES SERIES 2006-CB9                                   | CBASS 2006-CB9 A4                                                                                                                                   | CUSIP: 12465MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      317582 | PA      | $146036.43      | 0.00%             | 2036-11-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                                    | RIG 8.25 05/15/29 144A                                                                                                                              | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      765000 | PA      | $790439.31      | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 7.85 10/12/28 144A                                                                                                                            | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      200000 | PA      | $208625.34      | 0.00%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                                             | ENAPHO 4.125 02/27/33 EMTN                                                                                                                          | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |     4020000 | PA      | $4464605.86     | 0.03%             | 2033-02-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 725704                                                                                                                                           | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         890 | PA      | $919.88         | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV5                                                               | JPMMT 2021-INV5 A5A                                                                                                                                 | CUSIP: 46653XAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7802666 | PA      | $6437308.69     | 0.04%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD SEATRIUM LTD                                                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12828.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD RALPH LAUREN CORP CLASS A                                                                                                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-8311.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD ORICA LTD                                                                                                                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $9204.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1158                                                                                                                                           | CUSIP: 36179NJB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       39613 | PA      | $38137.47       | 0.00%             | 2043-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 6.5 03/15/36 144A                                                                                                                              | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      293000 | PA      | $286941.02      | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 4.65 10/01/43                                                                                                                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      930000 | PA      | $777743.30      | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WARWICK CAPITAL CLO LTD 2024-5                                                                   | WWICK 2024-5A A1                                                                                                                                    | CUSIP: 93656FAA6<br>LEI: 254900WYTOTUQQSCN403 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300179.76      | 0.00%             | 2038-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                            | WEC V5.625 05/15/56                                                                                                                                 | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      341000 | PA      | $334122.00      | 0.00%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL                                                          | MTN 2022-LPFL A                                                                                                                                     | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1330000 | PA      | $1329168.75     | 0.01%             | 2039-03-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MORTGAGE TRUST                                                                      | MCR 2024-TWA E                                                                                                                                      | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2080000 | PA      | $2086275.36     | 0.01%             | 2039-06-12      | Fixed         | 8.72%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR2 TRUST                                                             | PROG 2024-SFR2 E1                                                                                                                                   | CUSIP: 74290XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2025000 | PA      | $1904944.64     | 0.01%             | 2041-04-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding 2024-3 PLC                                                                  | TWRBG 2024-3X C                                                                                                                                     | CUSIP: 000000000<br>LEI: 635400XMA28GDAPK1E69 | Long             | ABS-O            | CORP              | GB        |      271929 | PA      | $359955.49      | 0.00%             | 2066-12-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL9501                                                                                                                                           | CUSIP: 3138ERRX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      396912 | PA      | $392070.16      | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                                     | AEE 3.5 01/15/31                                                                                                                                    | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      244000 | PA      | $231538.23      | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST 2006-AR15                                                       | INDX 2006-AR15 A1                                                                                                                                   | CUSIP: 456610AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      257116 | PA      | $257906.86      | 0.00%             | 2036-07-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| WEST TRUST 2025-ROSE                                                                             | WEST 2025-ROSE A                                                                                                                                    | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2278000 | PA      | $2287502.68     | 0.01%             | 2035-04-12      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RJ1231                                                                                                                                           | CUSIP: 3142GRLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3308521 | PA      | $3379156.42     | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                                       | EVRG V6.65 06/01/55                                                                                                                                 | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     1647000 | PA      | $1658106.54     | 0.01%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO 31 LTD/LLC                                                                          | AGL 2024-31A C                                                                                                                                      | CUSIP: 00852MAE0<br>LEI: 254900LYT9TA0J0GKX14 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250283.43      | 0.00%             | 2037-07-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VI Ltd.                                                                             | TREST 2023-6A A1R                                                                                                                                   | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |     3450000 | PA      | $3442944.41     | 0.02%             | 2038-04-26      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                          | MA 3.8 11/21/46                                                                                                                                     | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      988000 | PA      | $764740.61      | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3210                                                                                                                                           | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3762635 | PA      | $3490733.93     | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA SPA                                                                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $8594.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Notes Trust 2007-SEA2                                                         | CWL 2007-SEA2 2A1                                                                                                                                   | CUSIP: 12671CAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1272081 | PA      | $1066213.99     | 0.01%             | 2047-06-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | IRS COP                                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-86429.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q31128                                                                                                                                           | CUSIP: 3132QMHE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       31021 | PA      | $30019.56       | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 81(B) LTD                                                             | GCBSL 2025-81A A1                                                                                                                                   | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1080000 | PA      | $1080470.77     | 0.01%             | 2038-07-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                                      | PEP 2.875 10/15/49                                                                                                                                  | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      250000 | PA      | $161204.16      | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLINGTON MANAGEMENT CLO 5 LTD                                                                  | WELLI 2025-5A A                                                                                                                                     | CUSIP: 94957NAA3<br>LEI: 213800J6I7L5KYTPNH51 | Long             | ABS-CBDO         | CORP              | KY        |      890000 | PA      | $890077.88      | 0.01%             | 2038-10-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GT Loan Financing I Ltd.                                                                         | GTLNF 2013-1A AR2                                                                                                                                   | CUSIP: 36248MAS6<br>LEI: 5493001FSVQ1JNHC3I60 | Long             | ABS-CBDO         | CORP              | KY        |     2630000 | PA      | $2628279.19     | 0.01%             | 2039-04-28      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding 2024-25 Ltd.                                                                 | BRYPK 2024-25A D1                                                                                                                                   | CUSIP: 117913AJ2<br>LEI: 391200WG98O5N39H7C57 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $497546.00      | 0.00%             | 2038-01-19      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| PRKCM 2022-AFC1 TRUST                                                                            | PRKCM 2022-AFC1 A1A                                                                                                                                 | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      570068 | PA      | $567541.01      | 0.00%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 4.85 01/31/34                                                                                                                                   | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      799000 | PA      | $797506.88      | 0.00%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cbam 2018-7 Ltd/Llc                                                                              | CBAM 2018-7A B1                                                                                                                                     | CUSIP: 12482JAC4<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249236.48      | 0.00%             | 2031-07-21      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZN3388                                                                                                                                           | CUSIP: 3131Y9XR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1227815 | PA      | $1203553.74     | 0.01%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2025-X2                                                        | AFFRM 2025-X2 B                                                                                                                                     | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1100000 | PA      | $1099186.99     | 0.01%             | 2030-10-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics 2024-1 DAC                                                                     | THLOG 2024-1X B                                                                                                                                     | CUSIP: 000000000<br>LEI: 635400AGBCF5CNFXFH46 | Long             | ABS-O            | CORP              | IE        |      406974 | PA      | $470628.31      | 0.00%             | 2036-11-17      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 5.625 03/15/31 144A                                                                                                                             | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      198000 | PA      | $197091.83      | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST 2015-WOLF                                                                       | GWT 2024-WOLF A                                                                                                                                     | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      570000 | PA      | $569821.88      | 0.00%             | 2039-03-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 2025-A                                                           | REPS 2025-A A                                                                                                                                       | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9326000 | PA      | $9284658.77     | 0.05%             | 2034-11-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc.                                              | CAR 8.375 06/15/32 144A                                                                                                                             | CUSIP: 053773BK2<br>LEI: 529900E95812SYWMCE44 | Long             | DBT              | CORP              | US        |      185000 | PA      | $183984.74      | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CML PROJECT CRABTREE                                                                             | CML PROJECT CRABTREE                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     9300000 | PA      | $9242393.94     | 0.05%             | 2029-08-06      | Floating      | 6.17%                 | No            |                  3 | On Loan: No      |
| Extra Space Storage LP                                                                           | EXR 2.2 10/15/30                                                                                                                                    | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     4093000 | PA      | $3661996.79     | 0.02%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS 0.625 01/18/33 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     4749000 | PA      | $4408273.32     | 0.02%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Pakistan (Islamic Republic of)                                                                   | PKSTAN 7.875 03/31/36 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      233000 | PA      | $208826.25      | 0.00%             | 2036-03-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 5.75 06/15/35                                                                                                                                  | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199208.53      | 0.00%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kaspi.Kz JSC                                                                                     | JSCKSP 6.25 03/26/30 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      447000 | PA      | $448193.49      | 0.00%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | MIZUHO V5.594 07/10/35                                                                                                                              | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      325000 | PA      | $333084.85      | 0.00%             | 2035-07-10      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                              | ONCRTX 7.5 09/01/38                                                                                                                                 | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117992.54      | 0.00%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hermitage 2024 PLC                                                                               | HRMTG 2024-1 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |      208345 | PA      | $276936.12      | 0.00%             | 2033-04-21      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 12/31/28                                                                                                                                     | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32456900 | PA      | $32392239.69    | 0.18%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.605 04/23/36                                                                                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2788567.71     | 0.02%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 5.65 06/15/35                                                                                                                                 | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      226000 | PA      | $233647.26      | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2024-SL1                                                                             | FIGRE 2024-SL1 A1                                                                                                                                   | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3470772 | PA      | $3495573.29     | 0.02%             | 2053-07-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-LBA                                                                                | BX 2021-LBA FJV                                                                                                                                     | CUSIP: 05609BAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6390000 | PA      | $6374025.00     | 0.04%             | 2036-02-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Clo 76 B Ltd./Golub Capital Partners Clo 76 B LLC                         | GCBSL 2024-76A D1                                                                                                                                   | CUSIP: 38180BAJ6<br>LEI: 254900XH1T1LRT7YJV16 | Long             | ABS-CBDO         | CORP              | JE        |      260000 | PA      | $255117.15      | 0.00%             | 2037-10-26      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 995072                                                                                                                                           | CUSIP: 31416BMV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4221 | PA      | $4342.37        | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                                         | ST 4.375 02/15/30 144A                                                                                                                              | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       49000 | PA      | $46860.34       | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cbam 2018-7 Ltd/Llc                                                                              | CBAM 2018-7A A                                                                                                                                      | CUSIP: 12482JAA8<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |       44956 | PA      | $44969.09       | 0.00%             | 2031-07-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                             | IHOVER 8 11/15/32 144A                                                                                                                              | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1039960 | PA      | $1065365.18     | 0.01%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS2409                                                                                                                                           | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3280980 | PA      | $3288277.57     | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                                         | DISH 3.375 08/15/26                                                                                                                                 | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      892000 | PA      | $859888.00      | 0.00%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS ZIGGO BOND CO BV                                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $15729.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS ALTICE FRANCE SA                                                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19726.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-SFR1                                                    | NRMLT 2022-SFR1 F                                                                                                                                   | CUSIP: 64831KAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      699000 | PA      | $686464.20      | 0.00%             | 2039-02-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 1.875 02/28/31                                                                                                                                  | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      834000 | PA      | $728141.38      | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CML PROJECT SPIDER 6-DEC-2029: CML LOAN/TERM                                                     | CML PROJECT SPIDER 6-DEC-2029: CML LOAN/TERM                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    10503311 | PA      | $10499331.75    | 0.06%             | 2029-12-06      | Floating      | 5.82%                 | No            |                  3 | On Loan: No      |
| BBCMS TRUST 2015-SRCH                                                                            | BBCMS 2015-SRCH XA                                                                                                                                  | CUSIP: 05547HAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14676717 | PA      | $107078.39      | 0.00%             | 2035-08-10      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XII-B LTD                                                            | BSP 2017-12BRA B                                                                                                                                    | CUSIP: 081917AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2001062.20     | 0.01%             | 2037-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDOGB 7 05/15/27 FR59                                                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 91527000000 | PA      | $5448965.39     | 0.03%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-KING                                                           | BX 2024-KING A                                                                                                                                      | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4332957 | PA      | $4332957.44     | 0.02%             | 2034-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| 3650R 2022-PF2 COMMERCIAL MORTGAGE TRUST                                                         | 3650R 2022-PF2 A5                                                                                                                                   | CUSIP: 88575JAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1020948.00     | 0.01%             | 2055-11-18      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1375                                                                                                                                           | CUSIP: 36179NQ43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       17448 | PA      | $16532.39       | 0.00%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                        | NEE 4.95 06/01/35                                                                                                                                   | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      984000 | PA      | $980199.01      | 0.01%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD UNITED MICRO ELECTRONICS CORP                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-19439.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/IDR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4827.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding PLC                                                                   | EDENB 2024-1 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400URO7UOS6PWLH17 | Long             | ABS-O            | CORP              | GB        |      930788 | PA      | $1254409.19     | 0.01%             | 2057-03-22      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure Inc                                                                | SEI 0.25 10/01/31                                                                                                                                   | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     5583000 | PA      | $6971771.25     | 0.04%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | USD/KRW ONE-TOUCH BARRIER OPTION; BARRIER PRICE USD 1,400.00000                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |      175000 | NC      | $0.17           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 5.35 03/15/44                                                                                                                                  | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1168009.67     | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc.                                                                         | VSNT 7.25 01/30/31 144A                                                                                                                             | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |       86000 | PA      | $88012.49       | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 5.5 04/15/27 144A                                                                                                                            | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     3346000 | PA      | $2902300.66     | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BK8941                                                                                                                                           | CUSIP: 3140HN5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      253250 | PA      | $247848.37      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | IRS CLP                                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-15716.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG 3.751 07/18/39                                                                                                                                 | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      663000 | PA      | $559214.06      | 0.00%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $145115.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings Llc                                                                  | BRKHEC 5.65 10/15/54                                                                                                                                | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      475000 | PA      | $447388.75      | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD AMC NETWORKS INC                                                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-133495.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2026-R1                                                               | VERUS 2026-R1 A1                                                                                                                                    | CUSIP: 924932AC0<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-O            | CORP              | US        |     2860632 | PA      | $2835472.49     | 0.02%             | 2067-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | SGD/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-46320.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS KINGDOM OF MOROCCO                                                                                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1325.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2023-HE1                                                                             | FIGRE 2026-HE1 B                                                                                                                                    | CUSIP: 30249NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      556524 | PA      | $550828.33      | 0.00%             | 2056-01-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 6.2 03/15/40                                                                                                                                    | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      184000 | PA      | $187925.46      | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J32436                                                                                                                                           | CUSIP: 31307NV50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45173 | PA      | $44155.90       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS MORTGAGE FUNDING TRUST 2006-SL1                                                     | BSMF 2006-SL1 A1                                                                                                                                    | CUSIP: 07400WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      209116 | PA      | $208568.96      | 0.00%             | 2036-08-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4940                                                                                                                                           | CUSIP: 31418EP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    23373024 | PA      | $23139554.00    | 0.13%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V3.035 05/28/32                                                                                                                                  | CUSIP: 251526CK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      228000 | PA      | $206449.89      | 0.00%             | 2032-05-28      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2550                                                                                                                                           | CUSIP: 3140QMZQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    26828176 | PA      | $23099683.51    | 0.13%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                               | DELL 8.35 07/15/46                                                                                                                                  | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      507000 | PA      | $627556.17      | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| FREMF 2012-KF01 MORTGAGE TRUST                                                                   | FREMF 2018-K74 B                                                                                                                                    | CUSIP: 30296LAG8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      120000 | PA      | $118063.30      | 0.00%             | 2051-02-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                                | PAA 6.65 01/15/37                                                                                                                                   | CUSIP: 72650RAR3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |      711000 | PA      | $766328.21      | 0.00%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                                 | MKL 3.5 11/01/27                                                                                                                                    | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     1162000 | PA      | $1143357.17     | 0.01%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD INVESTMENT AB LATOUR                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $70102.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise SPV 97 S.r.l.                                                                            | SUNRI 2025-2 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 815600D891F71DDF9E74 | Long             | ABS-O            | CORP              | IT        |      420000 | PA      | $483505.95      | 0.00%             | 2050-10-27      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                                 | MKL 3.35 09/17/29                                                                                                                                   | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      997000 | PA      | $955176.03      | 0.01%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                                                   | LNZAV 7.95 01/26/32 144A                                                                                                                            | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $205595.00      | 0.00%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                                  | PSX V6.2 03/15/56 B                                                                                                                                 | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      902000 | PA      | $897947.58      | 0.01%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                                                 | ACOM 4.25 06/01/28 144A                                                                                                                             | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96278.86       | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V5.746 08/09/33                                                                                                                                | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1231000 | PA      | $1263917.47     | 0.01%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 05/31/30                                                                                                                                     | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31097000 | PA      | $30907502.66    | 0.17%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fideicomiso Fibra Uno Sin Tipo De Sociedad                                                       | FUNOTR 7.7 01/23/32 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | MX        |     4000000 | PA      | $4223520.00     | 0.02%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/EUR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $245409.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust 2024-B                                                           | REPS 2024-B B                                                                                                                                       | CUSIP: 76042GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3690000 | PA      | $3747624.89     | 0.02%             | 2037-11-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                                 | BNSF 3.3 09/15/51                                                                                                                                   | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      492000 | PA      | $332612.93      | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG V60905                                                                                                                                           | CUSIP: 3132KFAE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24379 | PA      | $23671.66       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                             | KDP 3.43 06/15/27                                                                                                                                   | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      688000 | PA      | $678840.10      | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 735226                                                                                                                                           | CUSIP: 31402QYX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      428436 | PA      | $430634.63      | 0.00%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/THB FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-602054.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD MATSUKIYOCOCOKARA & CO                                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $8985.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD S&P GLOBAL INC                                                                                                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-19936.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-B SECURITIES MORTGAGE LOAN TRUST SERIES 2006-AB3                                    | DBALT 2006-AB3 A3                                                                                                                                   | CUSIP: 25151EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      232740 | PA      | $202398.28      | 0.00%             | 2036-07-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | SWOP CDS ITRAXX.XO.44.V1                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |    -3499000 | NC      | $-78257.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ERP Operating Limited Partnership                                                                | EQR 1.85 08/01/31                                                                                                                                   | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |      424000 | PA      | $371036.57      | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                        | TOYOTA 5 03/19/27 B                                                                                                                                 | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      326000 | PA      | $328494.58      | 0.00%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                                           | EQH V6.7 03/28/55                                                                                                                                   | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100919.10      | 0.00%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-2                                                      | DRMT 2022-2 M1                                                                                                                                      | CUSIP: 24380XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1629000 | PA      | $1457745.51     | 0.01%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                 | MRK 6.5 12/01/33                                                                                                                                    | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1642000 | PA      | $1823901.14     | 0.01%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment                                                                  | Peninsula Pacific Entertainment Term Loan B 475 2032-08-09                                                                                          | CUSIP: 70715SAB3<br>LEI: 549300LWV74H4IE3FG45 | Long             | LON              | CORP              | US        |     4520340 | PA      | $4497737.92     | 0.03%             | 2032-10-01      | Floating      | 8.45%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.456 02/06/32                                                                                                                                 | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      235000 | PA      | $232058.86      | 0.00%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                           | BARC 2025-NQM1 B1                                                                                                                                   | CUSIP: 06744WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1954800 | PA      | $1955683.37     | 0.01%             | 2065-01-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AD0495                                                                                                                                           | CUSIP: 31418MRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      408743 | PA      | $415916.70      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 3.75 08/15/42                                                                                                                                   | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1297000 | PA      | $971075.94      | 0.01%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA8566                                                                                                                                           | CUSIP: 3133KQQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1128308 | PA      | $1166610.19     | 0.01%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WARWICK CAPITAL CLO 7 LTD                                                                        | WWICK 2025-7A A1                                                                                                                                    | CUSIP: 93656JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      790000 | PA      | $790192.76      | 0.00%             | 2038-10-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS CMBX.NA.BBB-.9                                                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $855137.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 5.75 02/01/34                                                                                                                                   | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      439000 | PA      | $452579.91      | 0.00%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                           | BARC 2024-NQM4 A3                                                                                                                                   | CUSIP: 06745KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3503858 | PA      | $3497337.52     | 0.02%             | 2064-12-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS TRUST 2007-1                                                       | AHMA 2007-1 A1                                                                                                                                      | CUSIP: 02660BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      602138 | PA      | $201704.90      | 0.00%             | 2047-02-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                                                          | BFLD 2025-5MW F                                                                                                                                     | CUSIP: 088921AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12210000 | PA      | $12512124.24    | 0.07%             | 2042-10-10      | Variable      | 9.83%                 | No            |                  2 | On Loan: No      |
| SARCOS TECH & ROBOT LEGENDED                                                                     | SARCOS TECH & ROBOT LEGENDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      464024 | NS      | $2816624.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 MORTGAGE TRUST                                                                    | COMM 2024-WCL1 A                                                                                                                                    | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8360000 | PA      | $8331241.60     | 0.05%             | 2041-06-17      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                                            | REG 5.25 01/15/34                                                                                                                                   | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101080.47      | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cstl Commercial Mortgage Trust 2025-GATE2                                                        | CSTL 2025-GATE2 D                                                                                                                                   | CUSIP: 12676JAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2030000 | PA      | $1995869.41     | 0.01%             | 2042-11-13      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                               | KO 5.3 05/13/54                                                                                                                                     | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     1339000 | PA      | $1283363.18     | 0.01%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                                 | VBTEL 2026-1A D                                                                                                                                     | CUSIP: 91825HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2747000 | PA      | $2700837.49     | 0.02%             | 2056-03-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST 2005-8 M1                                                                | HEAT 2006-3 M2                                                                                                                                      | CUSIP: 437084UT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2405769 | PA      | $2306430.23     | 0.01%             | 2036-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Incorporated                                                             | AIMEGR 7.375 10/01/32 144A                                                                                                                          | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14538.16       | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                                        | EBAY 3.6 06/05/27                                                                                                                                   | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |      886000 | PA      | $878107.48      | 0.00%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD INTERNATIONAL PAPER                                                                                                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $76517.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                                           | DOW 4.25 10/01/34                                                                                                                                   | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      506000 | PA      | $459559.87      | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD SALESFORCE INC                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $60194.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acrec 2026-FL4 LLC                                                                               | ACREC 2026-FL4 A                                                                                                                                    | CUSIP: 004970AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4000000 | PA      | $3988161.60     | 0.02%             | 2043-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                  | FG Q62602                                                                                                                                           | CUSIP: 3132VN3L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1539885 | PA      | $1515864.30     | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD JDE PEETS NV                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2595.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 7.5 09/15/31 144A                                                                                                                               | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      229000 | PA      | $228417.77      | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6916                                                                                                                                           | CUSIP: 3140QSVJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2232545 | PA      | $2254392.15     | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 21 LTD                                                                                 | AIMCO 2024-21A B                                                                                                                                    | CUSIP: 00901WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      750000 | PA      | $750000.00      | 0.00%             | 2037-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                                      | PEP 4 05/02/47                                                                                                                                      | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      146000 | PA      | $117139.28      | 0.00%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                                        | HASI V8 06/01/56                                                                                                                                    | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |       81000 | PA      | $83817.34       | 0.00%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD SWISS PRIME SITE AG                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-9687.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                          | RSG 5 04/01/34                                                                                                                                      | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      156000 | PA      | $157589.09      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK V5.606 07/21/39                                                                                                                                  | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      682000 | PA      | $694062.98      | 0.00%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 4.5 01/15/29                                                                                                                                    | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    22587000 | PA      | $22534172.40    | 0.13%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | IDR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33983.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BH5764                                                                                                                                           | CUSIP: 3140GUMN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1549647 | PA      | $1524429.13     | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                               | BX 2024-VLT4 F                                                                                                                                      | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7980000 | PA      | $7897190.74     | 0.04%             | 2041-06-17      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-11                                                                 | AOMT 2024-11 A1                                                                                                                                     | CUSIP: 03463QAA4<br>LEI: 2549009VFCBSE99NTJ29 | Long             | ABS-O            | CORP              | US        |     2914922 | PA      | $2929380.40     | 0.02%             | 2069-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| The Estee Lauder Companies Inc.                                                                  | EL 4.375 06/15/45                                                                                                                                   | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |      276000 | PA      | $225261.99      | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST 2021-MHC                                                           | MHC 2021-MHC E                                                                                                                                      | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       63199 | PA      | $63159.46       | 0.00%             | 2038-04-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2024-27 LTD.                                                                         | OAKCL 2024-27A D1                                                                                                                                   | CUSIP: 67402UAJ5<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $248304.75      | 0.00%             | 2037-10-22      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 4.4 10/15/29                                                                                                                                    | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      154000 | PA      | $152983.61      | 0.00%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                               | COP 5.7 09/15/63                                                                                                                                    | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      164000 | PA      | $157834.02      | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                            | BSABS 2006-HE7 1A2                                                                                                                                  | CUSIP: 07388HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      569385 | PA      | $561241.51      | 0.00%             | 2036-09-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2021-D                                                      | NAVSL 2021-DA C                                                                                                                                     | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2078112 | PA      | $1936739.00     | 0.01%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Incorporation 2015-1                                                             | SAVE 4.1 04/01/28 A                                                                                                                                 | CUSIP: 84858DAA6<br>LEI: 549300DCAFIXFNFR3304 | Long             | ABS-O            | CORP              | US        |       83066 | PA      | $81532.40       | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing Designated Activity Co.                                               | SW 5.418 01/15/35                                                                                                                                   | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |      241000 | PA      | $242934.63      | 0.00%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 2.937 11/01/56                                                                                                                                | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     3219000 | PA      | $1783213.56     | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK 3 10/30/28 MTN                                                                                                                                   | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      443000 | PA      | $428260.84      | 0.00%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                               | KO 2 03/05/31                                                                                                                                       | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      725000 | PA      | $651402.64      | 0.00%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V2.615 04/22/32                                                                                                                                  | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3307000 | PA      | $2970523.03     | 0.02%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD UCB SA                                                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1701.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | PHILIP 3.2 07/06/46                                                                                                                                 | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    15450000 | PA      | $10614150.00    | 0.06%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Edge Finco PLC                                                                                   | EDFINC 8.125 08/15/31 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |     1608000 | PA      | $2195478.24     | 0.01%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                               | KO 2.125 09/06/29                                                                                                                                   | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      690000 | PA      | $647874.95      | 0.00%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Company                                                                         | VMC 3.5 06/01/30                                                                                                                                    | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      478000 | PA      | $458200.56      | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Castell 2025-1 PLC                                                                               | CASTE 2025-1 E                                                                                                                                      | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-O            | CORP              | GB        |      665995 | PA      | $889035.07      | 0.00%             | 2062-01-27      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        2616 | NC      | $-3623577.33    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD DISCO CORP                                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $20309.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS INR                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-542858.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                           | USD CALL VERSUS COP PUT                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              | CORP              | CH        |      433600 | NC      | $3278.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                           | BARC 2024-NQM4 SA                                                                                                                                   | CUSIP: 06745KAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        6000 | PA      | $4644.14        | 0.00%             | 2064-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                                           | HPQ 4.2 04/15/32                                                                                                                                    | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190185.91      | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Battalion CLO VIII Ltd.                                                                          | BATLN 2015-8A A2R3                                                                                                                                  | CUSIP: 07132ACL5<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |     1883926 | PA      | $1883702.13     | 0.01%             | 2030-07-18      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| CAFL 2024-RTL1 ISSUER LLC                                                                        | CAFL 2024-RTL1 A1                                                                                                                                   | CUSIP: 12770DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1281000 | PA      | $1288978.96     | 0.01%             | 2031-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS REFT 2026-FL1 Issuer Ltd. / GS REFT 2026-FL1 Co-issuer LLC                                    | GSREFT 2026-FL1 A                                                                                                                                   | CUSIP: 36274DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $998440.90      | 0.01%             | 2043-10-19      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 MORTGAGE LOAN TRUST                                                                  | COLT 2024-6 A1                                                                                                                                      | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-O            | CORP              | US        |     2463960 | PA      | $2467386.92     | 0.01%             | 2069-11-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 32 LTD                                                                             | BALLY 2025-32A A1A                                                                                                                                  | CUSIP: 058944AA7<br>LEI: 254900RL3S1UBVHQYH63 | Long             | ABS-CBDO         | CORP              | KY        |      820000 | PA      | $819046.83      | 0.00%             | 2039-01-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                                          | SPG 2.45 09/13/29                                                                                                                                   | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      472000 | PA      | $442167.38      | 0.00%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                          | BHI 4.05 03/11/29                                                                                                                                   | CUSIP: 05724BAL3<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |      692000 | PA      | $688478.32      | 0.00%             | 2029-03-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                   | BCRED 4 01/15/29                                                                                                                                    | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      546000 | PA      | $513673.55      | 0.00%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 7.122 11/07/33                                                                                                                                    | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1497000 | PA      | $1572515.78     | 0.01%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD NVR INC                                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-115913.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REDSTONE BUYER LLC:TL                                                                            | REDSTONE BUYER LLC:TL                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2727047 | PA      | $1004453.31     | 0.01%             | 2030-12-31      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS3325                                                                                                                                           | CUSIP: 3140XJVT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4240032 | PA      | $3906066.91     | 0.02%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XVIII LTD                                                                           | TRNTS 2021-18A A1R                                                                                                                                  | CUSIP: 89640LAL6<br>LEI: 2549005HDP7QU1IK5W96 | Long             | ABS-CBDO         | CORP              | KY        |      870000 | PA      | $869239.62      | 0.00%             | 2035-01-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AV6419                                                                                                                                           | CUSIP: 3138XJDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      142442 | PA      | $140840.46      | 0.00%             | 2029-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS ITRAXX.AUST.45.V1                                                                                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-85352.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2007-BR1                                          | SABR 2007-BR1 A2B                                                                                                                                   | CUSIP: 81378KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3471615 | PA      | $1387091.59     | 0.01%             | 2037-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                                          | ZAYO 9.25 03/09/30 144A                                                                                                                             | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      148142 | PA      | $147273.89      | 0.00%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2024-VI LTD                                                                        | PKBLU 2024-6A A1                                                                                                                                    | CUSIP: 70019KAA5<br>LEI: 213800RLFYTJFPXOL592 | Long             | ABS-CBDO         | CORP              | KY        |     1080000 | PA      | $1080491.29     | 0.01%             | 2038-01-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                           | FANG 3.25 12/01/26                                                                                                                                  | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    54757000 | PA      | $54402666.36    | 0.31%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2022-2                                                                  | AOMT 2022-2 A1                                                                                                                                      | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      357853 | PA      | $342192.84      | 0.00%             | 2067-01-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS 2025-2 DAC                                                             | FORTA 2025-2 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400FJ7YX914D6HX74 | Long             | ABS-O            | CORP              | IE        |      700000 | PA      | $807714.68      | 0.00%             | 2035-10-18      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | JNJ 4.95 06/01/34                                                                                                                                   | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      185000 | PA      | $191541.02      | 0.00%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                                   | BAYC 2006-3A A1                                                                                                                                     | CUSIP: 07324NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      119432 | PA      | $115740.49      | 0.00%             | 2036-10-27      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | IDR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $58225.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD DENTSU SOKEN INC                                                                                                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $132038.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2018-2                                                      | DRMT 2025-INV1 A1                                                                                                                                   | CUSIP: 24382EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5450721 | PA      | $5434998.65     | 0.03%             | 2060-11-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO XXI LTD                                                                     | NEUB 2016-21A A1R3                                                                                                                                  | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |     8100000 | PA      | $8102391.12     | 0.05%             | 2039-01-20      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD ALS LTD                                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $25849.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                               | VOD 5.875 06/28/64                                                                                                                                  | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      256000 | PA      | $243017.08      | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO 2019-1 Ltd / LLc                                                                 | EATON 2019-1A AR2                                                                                                                                   | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |      710000 | PA      | $710380.13      | 0.00%             | 2037-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2024-ATRM                                                           | AHPT 2024-ATRM A                                                                                                                                    | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7110000 | PA      | $7178903.01     | 0.04%             | 2029-11-10      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit Clo 2024-2 Ltd.                                                              | BCC 2024-2A A1                                                                                                                                      | CUSIP: 056921AA7<br>LEI: 254900KJZFJF5PZOFD13 | Long             | ABS-CBDO         | CORP              | JE        |     7880000 | PA      | $7877996.12     | 0.04%             | 2037-07-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.075 04/23/29                                                                                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3197000 | PA      | $3173481.65     | 0.02%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AY7957                                                                                                                                           | CUSIP: 3138YMZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27694 | PA      | $26659.54       | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                               | BX 2024-VLT4 E                                                                                                                                      | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3100000 | PA      | $3042050.46     | 0.02%             | 2041-06-17      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | CDS ITRAXX.EU.XO.44.V1                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4326671.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                            | WSTP 6.82 11/17/33                                                                                                                                  | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      378000 | PA      | $412605.54      | 0.00%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                                    | XEL 5.35 11/01/39                                                                                                                                   | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1368851.18     | 0.01%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                                  | WYNMAC 6.75 02/15/34 144A                                                                                                                           | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      709000 | PA      | $689502.50      | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 5203                                                                                                                                             | CUSIP: 36202FX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30462 | PA      | $29290.12       | 0.00%             | 2041-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Clo 76 B Ltd./Golub Capital Partners Clo 76 B LLC                         | GCBSL 2024-76A A1                                                                                                                                   | CUSIP: 38180BAA5<br>LEI: 254900XH1T1LRT7YJV16 | Long             | ABS-CBDO         | CORP              | JE        |      860000 | PA      | $860264.97      | 0.00%             | 2037-10-26      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                           | BARC 2025-NQM1 SA                                                                                                                                   | CUSIP: 06744WAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        6051 | PA      | $5785.82        | 0.00%             | 2065-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                                   | OOMLT 2007-FXD1 2A1                                                                                                                                 | CUSIP: 68402VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3807960 | PA      | $3291955.57     | 0.02%             | 2037-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Adler Financing S.a r.l.                                                                         | ADLFIN 8.25 12/31/28 1L                                                                                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |     2983879 | PA      | $3813528.33     | 0.02%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                                           | HARMID 7.5 05/15/32 144A                                                                                                                            | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22424.05       | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 4.75 02/01/32 144A                                                                                                                             | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      751000 | PA      | $679029.42      | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2013-2 Ltd                                                                              | INGIM 2013-2A A1R                                                                                                                                   | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |       30483 | PA      | $30459.58       | 0.00%             | 2031-04-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Company                                                                      | EXC 3.7 03/01/45                                                                                                                                    | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      306000 | PA      | $233277.80      | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | USD/CNH FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18026.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                         | AJAXM 2021-F A                                                                                                                                      | CUSIP: 00971FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    32777118 | PA      | $32790261.41    | 0.18%             | 2061-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C26                                      | MSBAM 2015-C26 XD                                                                                                                                   | CUSIP: 61690VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2031615 | PA      | $84.52          | 0.00%             | 2048-10-19      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| CSN Resources S.A.                                                                               | CSNABZ 4.625 06/10/31 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |      595000 | PA      | $362206.25      | 0.00%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 3.85 05/01/49 MTN                                                                                                                               | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19002.93       | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C17                                                                    | BBCMS 2022-C17 A5                                                                                                                                   | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      218000 | PA      | $212930.19      | 0.00%             | 2055-09-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2020-19 Ltd.                                                                             | OCP 2020-19A A1R2                                                                                                                                   | CUSIP: 670881AU5<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |     5500000 | PA      | $5488956.55     | 0.03%             | 2038-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 4.15 01/15/31                                                                                                                                  | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      192000 | PA      | $187736.45      | 0.00%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                         | CE 6.379 07/15/32                                                                                                                                   | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       83000 | PA      | $86631.58       | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-63 FH                                                                                                                                      | CUSIP: 3136BSQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     6147784 | PA      | $6181670.50     | 0.03%             | 2054-09-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS MXN                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-12936.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY 3.625 05/04/27                                                                                                                                   | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1275000 | PA      | $1267339.53     | 0.01%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Company B.V.                                                                          | ZIGGO 5.125 02/28/30 144a                                                                                                                           | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $171617.00      | 0.00%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| The Mosaic Company                                                                               | MOS 5.625 11/15/43                                                                                                                                  | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |      200000 | PA      | $185541.54      | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | IRS COP                                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-88988.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2856                                                                                                                                           | CUSIP: 3140QNE65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14250527 | PA      | $12260082.97    | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS7278                                                                                                                                           | CUSIP: 3140XPCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      270829 | PA      | $268333.34      | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| C-Bass Mortgage Loan Asset-Backed Certificates Series 2006-Mh1                                   | CBASS 2006-MH1 B2                                                                                                                                   | CUSIP: 1248P8AL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2962365 | PA      | $2490678.51     | 0.01%             | 2036-10-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-1                                                                    | LFT 2025-1A C                                                                                                                                       | CUSIP: 52604QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      454000 | PA      | $457847.47      | 0.00%             | 2034-09-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Amber Finco PLC                                                                                  | AMBRFN 6.625 07/15/29 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |      314000 | PA      | $372438.15      | 0.00%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                                    | TRPCN 4.25 05/15/28                                                                                                                                 | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      348000 | PA      | $346433.98      | 0.00%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA7253                                                                                                                                           | CUSIP: 3140QFBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3154038 | PA      | $3007445.32     | 0.02%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | SWOP IRS AUD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |    58660000 | NC      | $103269.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 3.734 12/08/47                                                                                                                                 | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1154000 | PA      | $806382.41      | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 5.625 02/01/36                                                                                                                                  | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      227000 | PA      | $227420.08      | 0.00%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd.                                                             | FMGAU 5.875 04/15/30 144A                                                                                                                           | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $101199.86      | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | USD/ZAR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10725.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD AVALONBAY COMMUNITIES REIT INC                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $36452.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD WARTSILA OYJ ABP                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6025.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | MXN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-29357.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rmf Buyout Issuance Tr 2018                                                                      | RBIT 2021-HB1 M6                                                                                                                                    | CUSIP: 74969TAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2370640 | PA      | $2116167.63     | 0.01%             | 2031-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 MORTGAGE TRUST                                                                    | COMM 2024-WCL1 B                                                                                                                                    | CUSIP: 20047DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2829000 | PA      | $2819268.24     | 0.02%             | 2041-06-17      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                                           | SMCGL V8.375 PERP                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |     5127000 | PA      | $5020460.94     | 0.03%             | N/A             | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BPR 2023-STON MORTGAGE TRUST                                                                     | BPR 2023-STON A                                                                                                                                     | CUSIP: 05593GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1145000 | PA      | $1172655.76     | 0.01%             | 2039-12-07      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V3.109 04/22/51                                                                                                                                 | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1111000 | PA      | $725297.25      | 0.00%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                             | JPMCC 2022-NLP F                                                                                                                                    | CUSIP: 466317AQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4702950 | PA      | $4585644.01     | 0.03%             | 2037-04-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| CIP COMMERCIAL MORTGAGE TRUST 2025-SBAY                                                          | CIP 2025-SBAY A                                                                                                                                     | CUSIP: 12576AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11127000 | PA      | $11120045.63    | 0.06%             | 2037-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD ALAMOS GOLD INC                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $9436.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS V6.75 12/10/54                                                                                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      127000 | PA      | $128592.96      | 0.00%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR1 Trust                                                             | PROG 2022-SFR1 G                                                                                                                                    | CUSIP: 74333YAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2617000 | PA      | $2554369.17     | 0.01%             | 2041-02-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                                                           | BX 2024-AIRC B                                                                                                                                      | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       86725 | PA      | $86806.42       | 0.00%             | 2041-08-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD JOHNSON CONTROLS INTERNATIONAL PLC                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2379.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG5286                                                                                                                                           | CUSIP: 3133C52T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32632 | PA      | $32306.56       | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK V4.596 07/26/30                                                                                                                                  | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      117000 | PA      | $117638.21      | 0.00%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                              | SYF 7.25 02/02/33                                                                                                                                   | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       39000 | PA      | $39833.87       | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer                                                                   | LendingClub Rated Notes Issuer Trust Series 2025-P1                                                                                                 | CUSIP: 525943AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1378000 | PA      | $1383243.57     | 0.01%             | 2031-06-15      | Fixed         | 9.28%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A93851                                                                                                                                           | CUSIP: 312942H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      400639 | PA      | $387843.33      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc (Delaware)                                                         | FCNCA V5.6 09/05/35                                                                                                                                 | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     1039000 | PA      | $1015492.30     | 0.01%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                          | RSG 2.375 03/15/33                                                                                                                                  | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      117000 | PA      | $100983.84      | 0.00%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL4                                                            | BX 2024-XL4 E                                                                                                                                       | CUSIP: 05611VAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4235671 | PA      | $4227690.97     | 0.02%             | 2039-02-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Union Electric Company                                                                           | AEE 5.55 03/15/56                                                                                                                                   | CUSIP: 906548DC3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      458000 | PA      | $441561.07      | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                                       | UNM 4 06/15/29                                                                                                                                      | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98007.58       | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                                           | HBGCN 7.25 06/15/30 144A                                                                                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      405000 | PA      | $414883.62      | 0.00%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM5293                                                                                                                                           | CUSIP: 3140X83B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2727067 | PA      | $2556576.38     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nevada Power Company                                                                             | BRKHEC 6.65 04/01/36 N                                                                                                                              | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      146000 | PA      | $161760.53      | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD TORAY INDUSTRIES INC                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $50401.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CML HOTEL ADELINE                                                                                | CML HOTEL ADELINE                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     9700000 | PA      | $9700000.00     | 0.05%             | 2031-03-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2026-P1                                                     | LENDR 2026-P1 D                                                                                                                                     | CUSIP: 52611WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      404547 | PA      | $377661.56      | 0.00%             | 2037-08-15      | Fixed         | 1.15%                 | No            |                  3 | On Loan: No      |
| Flatiron CLO Ltd                                                                                 | Flatiron CLO 24 LTD                                                                                                                                 | CUSIP: 33882CAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      470000 | PA      | $453757.74      | 0.00%             | 2039-01-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD HIROSE ELECTRIC LTD                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $141096.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | FITB V4.566 04/29/32                                                                                                                                | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      303000 | PA      | $297015.93      | 0.00%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                                       | NOG 7.875 10/15/33 144A                                                                                                                             | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      699000 | PA      | $723222.45      | 0.00%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | BRL/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $244592.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                            | BSABS 2005-AC9 A5                                                                                                                                   | CUSIP: 0738794J4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      133827 | PA      | $133314.78      | 0.00%             | 2035-12-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 3.95 06/30/62                                                                                                                                  | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      410000 | PA      | $240899.33      | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                            | WSTP V5.618 11/20/35 GMTN                                                                                                                           | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      468000 | PA      | $473516.04      | 0.00%             | 2035-11-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0785                                                                                                                                           | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5406526 | PA      | $4441571.59     | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-3                                                      | DRMT 2022-3 M1                                                                                                                                      | CUSIP: 24381YAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3171000 | PA      | $3055463.66     | 0.02%             | 2067-07-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Citadel 2024-1 PLC                                                                               | CTADL 2024-1 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-O            | CORP              | GB        |      553000 | PA      | $738937.27      | 0.00%             | 2060-04-27      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                              | SYK 4.85 12/08/28                                                                                                                                   | CUSIP: 863667BC4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      107000 | PA      | $108578.10      | 0.00%             | 2028-12-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 2024-A                                                           | REPS 2024-A C                                                                                                                                       | CUSIP: 76041RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      340000 | PA      | $342722.35      | 0.00%             | 2032-08-20      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                           | FR SD0486                                                                                                                                           | CUSIP: 3132DMRF4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |     2048729 | PA      | $1921171.43     | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C                                                 | NAVSL 2019-CA A2                                                                                                                                    | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       42478 | PA      | $42072.09       | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                                                         | BLURAC 7 07/15/29 144A                                                                                                                              | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       34000 | PA      | $35124.38       | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD CORNING INC                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-23524.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA7070                                                                                                                                           | CUSIP: 3140QE2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4499596 | PA      | $4314776.97     | 0.02%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD THE SAGE GROUP PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-870.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD NIPPON SHOKUBAI LTD                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-30334.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co Ltd.                                                                  | FTHDGR 11.875 06/01/23                                                                                                                              | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |     1093000 | PA      | $12296.25       | 0.00%             | 2023-06-01      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| WILDWOOD PARK CLO LTD. / LLC                                                                     | WILDPK 2024-1A E                                                                                                                                    | CUSIP: 96820DAA5<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |      900000 | PA      | $900989.64      | 0.01%             | 2037-10-20      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| DK TRUST 2025-LXP                                                                                | DK 2025-LXP A                                                                                                                                       | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4559000 | PA      | $4559000.00     | 0.03%             | 2037-08-17      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Corning Incorporated                                                                             | GLW 4.75 03/15/42                                                                                                                                   | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |      298000 | PA      | $270124.37      | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J30196                                                                                                                                           | CUSIP: 31307LGD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28206 | PA      | $27496.31       | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer                                                                   | LendingClub Rated Notes Issuer Trust Series 2025-P1                                                                                                 | CUSIP: 525943106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      182000 | PA      | $525920.30      | 0.00%             | 2040-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Clo XVII Ltd.                                                                   | NEUB 2014-17A AR3                                                                                                                                   | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |      920000 | PA      | $920518.33      | 0.01%             | 2038-07-22      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA6071                                                                                                                                           | CUSIP: 3133KMW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    21375219 | PA      | $17413484.98    | 0.10%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables Llc Trust 2006-Fr1                                          | SABR 2006-OP1 M6                                                                                                                                    | CUSIP: 81375WJL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      340000 | PA      | $269900.74      | 0.00%             | 2035-10-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  2434301127 | PA      | $2400529191.12  | 13.49%            | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD EPIROC CLASS A                                                                                                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-39688.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sage Ar Funding 2026 NO.1 PLC                                                                    | SGSHR 2026-1X C                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800Y337GJQTPC7M38 | Long             | ABS-O            | CORP              | GB        |     5108000 | PA      | $6717266.31     | 0.04%             | 2038-05-18      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Del LP                                                                         | LYRA 2024-2A A2                                                                                                                                     | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |     7742727 | PA      | $7784709.92     | 0.04%             | 2064-12-20      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                               | KO 4.65 08/14/34                                                                                                                                    | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70459.66       | 0.00%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q35609                                                                                                                                           | CUSIP: 3132QSGT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      640128 | PA      | $620177.53      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | IDR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-61669.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.23 01/15/31                                                                                                                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6179000 | PA      | $6274035.12     | 0.04%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 AQ0542                                                                                                                                           | CUSIP: 36189MS74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       72040 | PA      | $67844.32       | 0.00%             | 2046-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-PJ4                                                     | GSMBS 2026-CES1 A2                                                                                                                                  | CUSIP: 36277LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      358903 | PA      | $355870.34      | 0.00%             | 2056-05-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | EURO(FGBX) Buxl Futures                                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -65 | NC      | $35792.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKGB 26.2 10/05/33 10Y                                                                                                                            | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    40080000 | PA      | $765245.22      | 0.00%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 2.5 09/15/60                                                                                                                                    | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      747000 | PA      | $395991.38      | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                 | BMCAUS 6.5 08/15/32 144A                                                                                                                            | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      332000 | PA      | $332171.64      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                                   | DGX 2.95 06/30/30                                                                                                                                   | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      526000 | PA      | $492789.95      | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CHL MORTGAGE PASS-THROUGH TRUST 2007-1                                                           | CWHL 2007-1 A2                                                                                                                                      | CUSIP: 170255AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      404966 | PA      | $164848.95      | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG U79018                                                                                                                                           | CUSIP: 3132G5AU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       50793 | PA      | $50259.23       | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | SCHW V5.853 05/19/34                                                                                                                                | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     1139000 | PA      | $1196252.93     | 0.01%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2021-2 LTD                                                                              | VOYA 2021-2A BR                                                                                                                                     | CUSIP: 92919AAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1440000 | PA      | $1438584.34     | 0.01%             | 2038-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY V6.184 07/26/35                                                                                                                                | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      519000 | PA      | $520507.86      | 0.00%             | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                             | BMP 2024-MF23 E                                                                                                                                     | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2636000 | PA      | $2626115.00     | 0.01%             | 2041-06-17      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD UNITED OVERSEAS BANK LTD                                                                                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4781.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q21579                                                                                                                                           | CUSIP: 3132JNXG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      116920 | PA      | $113102.45      | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM3665                                                                                                                                           | CUSIP: 3140X7CB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10305479 | PA      | $9818001.20     | 0.06%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREEKSOURCE 2024-1 DUNES CREEK CLO                                                               | CKSRC 2024-1A B                                                                                                                                     | CUSIP: 225914AE0<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |     1040000 | PA      | $1039800.53     | 0.01%             | 2038-01-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 3.4 03/15/50                                                                                                                                     | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2032000 | PA      | $1389997.73     | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                                 | PR 7 01/15/32 144A                                                                                                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      178000 | PA      | $184318.11      | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                                      | PFE 1.7 05/28/30                                                                                                                                    | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     1058000 | PA      | $951151.17      | 0.01%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                                                              | CZGB 4.2 12/04/36 49                                                                                                                                | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    27600000 | PA      | $1223661.14     | 0.01%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3244                                                                                                                                           | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      153186 | PA      | $143526.95      | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 5.85 01/15/36                                                                                                                                   | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      353000 | PA      | $365043.95      | 0.00%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1                                                 | GDLP 2025-1A A                                                                                                                                      | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10116230 | PA      | $10147880.05    | 0.06%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST 2017-1MKT                                                                 | OMPT 2017-1MKT D                                                                                                                                    | CUSIP: 68245HAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1754000 | PA      | $1614571.73     | 0.01%             | 2032-02-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 6.9 07/31/35 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      566000 | PA      | $496382.00      | 0.00%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                                      | PFE 3.45 03/15/29                                                                                                                                   | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      274000 | PA      | $269347.07      | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                            | BSABS 2007-HE2 1A4                                                                                                                                  | CUSIP: 07389YAV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      898059 | PA      | $893429.28      | 0.01%             | 2037-03-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -2169473127 | PA      | $-2136917644.45 | -12.01%           | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LOAN TRUST 2007-3XS                                                      | MSM 2007-3XS 2A3S                                                                                                                                   | CUSIP: 61752RAJ1<br>LEI: 549300SRGEL7X4RBPX12 | Long             | ABS-O            | CORP              | US        |     1352208 | PA      | $460294.72      | 0.00%             | 2047-01-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2023-5C23                                                                   | BBCMS 2023-5C23 D                                                                                                                                   | CUSIP: 05493QAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      553000 | PA      | $526874.34      | 0.00%             | 2056-12-15      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | E-mini Nasdaq-100 Options                                                                                                                           | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DE               | CORP              | US        |           7 | NC      | $8155.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziggo Bond Company B.V.                                                                          | ZIGGO 6.125 11/15/32 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |      132000 | PA      | $129481.09      | 0.00%             | 2032-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                                      | AWK 2.95 09/01/27                                                                                                                                   | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |       71000 | PA      | $69745.51       | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AGL CLO I LTD                                                                                    | AGL 2023-24A CR                                                                                                                                     | CUSIP: 00119AAS4<br>LEI: 5493005XHETQNZF9TM25 | Long             | ABS-CBDO         | CORP              | KY        |      620000 | PA      | $622487.19      | 0.00%             | 2038-03-31      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                            | CAH 4.9 09/15/45                                                                                                                                    | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      228000 | PA      | $201035.35      | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                                             | HWM 3.9 04/15/29                                                                                                                                    | CUSIP: 443201AG3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      747000 | PA      | $736275.94      | 0.00%             | 2029-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                          | MOH 3.875 05/15/32 144A                                                                                                                             | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       82000 | PA      | $71226.95       | 0.00%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC SERIES 2018-1                                                   | PLNT 2025-1A A2II                                                                                                                                   | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |     6348000 | PA      | $6266955.08     | 0.04%             | 2055-12-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc.                                                                            | DUK 5.25 04/01/33                                                                                                                                   | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     1527000 | PA      | $1560294.25     | 0.01%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA8592                                                                                                                                           | CUSIP: 3140QGRN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2127339 | PA      | $1829740.31     | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Limited                                                                    | MPEL 5.375 12/04/29 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      926000 | PA      | $887802.50      | 0.00%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                                 | WELL 6.5 03/15/41                                                                                                                                   | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      123000 | PA      | $134613.94      | 0.00%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Air France KLM                                                                                   | AFFP V5.75 PERP .                                                                                                                                   | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $562310.51      | 0.00%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NCMF TRUST 2025-MFS                                                                              | NCMF 2025-MFS F                                                                                                                                     | CUSIP: 62887TAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11453000 | PA      | $11523102.67    | 0.06%             | 2033-06-10      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2016-Ashf                                             | BAMLL 2024-BHP A                                                                                                                                    | CUSIP: 05493WAA0<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-O            | CORP              | US        |     5800000 | PA      | $5800803.30     | 0.03%             | 2039-08-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD OMNICOM GROUP INC                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $15123.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                                    | ED 6.2 06/15/36 06-B                                                                                                                                | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      676000 | PA      | $723358.11      | 0.00%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Short(FBTS) Term Euro                                                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         151 | NC      | $-126239.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 783605                                                                                                                                           | CUSIP: 3622A2AE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1937344 | PA      | $1914050.58     | 0.01%             | 2042-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BSPDF 2026-FL3 ISSUER LLC                                                                        | BSPDF 2026-FL3 A                                                                                                                                    | CUSIP: 05594VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3400000 | PA      | $3389775.86     | 0.02%             | 2043-09-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                                 | MCD 4.6 05/26/45 MTN                                                                                                                                | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      123000 | PA      | $106018.67      | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3416                                                                                                                                           | CUSIP: 31418CYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1234098 | PA      | $1202646.27     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 13 LTD                                                                           | BGCLO 2025-13A A1                                                                                                                                   | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      900000 | PA      | $900123.93      | 0.01%             | 2038-10-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2014-5 CORP                                                                              | OCP 2014-5A A2R                                                                                                                                     | CUSIP: 67102SAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      152174 | PA      | $152025.52      | 0.00%             | 2031-04-28      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                          | MOH 4.375 06/15/28 144A                                                                                                                             | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96696.31       | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2025-A                                                            | MFIT 2025-AA B                                                                                                                                      | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1425000 | PA      | $1436237.84     | 0.01%             | 2038-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN 6.033 01/17/35                                                                                                                               | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $209041.55      | 0.00%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 4.125 08/15/31 144A                                                                                                                          | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      335000 | PA      | $310747.84      | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QH0361                                                                                                                                           | CUSIP: 3133CCMJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      128216 | PA      | $126684.23      | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                                        | FLEX 5.25 01/15/32                                                                                                                                  | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      100000 | PA      | $100400.00      | 0.00%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD REGION GROUP STAPLED UNITS LTD                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $46312.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Edison Company                                                                      | EXC 5.3 06/01/34                                                                                                                                    | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      352000 | PA      | $362110.16      | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 4.95 02/15/35                                                                                                                                   | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      460000 | PA      | $458584.14      | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                                         | HONA 4.95 03/16/36 144A                                                                                                                             | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     3860000 | PA      | $3829903.58     | 0.02%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-5                                                                | VERUS 2025-5 A1                                                                                                                                     | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-O            | CORP              | US        |     3800867 | PA      | $3813012.40     | 0.02%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS8349                                                                                                                                           | CUSIP: 3138WJH35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      223246 | PA      | $210977.98      | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XVI-S Ltd.                                                                  | NEUB 2017-16SA A1R2                                                                                                                                 | CUSIP: 64131TAY0<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |      680000 | PA      | $678609.88      | 0.00%             | 2039-04-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Sbm Private Education Loan Trsut 2015-B                                                          | SMB 2015-B B                                                                                                                                        | CUSIP: 78448QAE8<br>LEI: 549300ZLJ4U248VKSJ66 | Long             | ABS-O            | CORP              | US        |       44263 | PA      | $44237.30       | 0.00%             | 2040-12-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MORTGAGE TRUST                                                                      | MCR 2024-TWA XA                                                                                                                                     | CUSIP: 582923AV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16557000 | PA      | $98966.16       | 0.00%             | 2039-06-12      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                                     | BMY 4.35 11/15/47                                                                                                                                   | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     2714000 | PA      | $2237392.13     | 0.01%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2021-2 TRUST                                                            | HPA 2021-2 F                                                                                                                                        | CUSIP: 43732VAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8714690 | PA      | $8586771.98     | 0.05%             | 2026-12-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 5.75 09/30/49 30Y                                                                                                                              | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $155000.00      | 0.00%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BK4251                                                                                                                                           | CUSIP: 3140HHWM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      280261 | PA      | $269141.77      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EOC PARTNERS FUND LP - MF-BOND                                                                   | EOC PARTNERS FUND LP - MF-BOND                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    17893169 | NS      | $17893169.00    | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2025-P2                                                     | LENDR 2025-P2 E                                                                                                                                     | CUSIP: 525949AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      526000 | PA      | $524511.31      | 0.00%             | 2036-07-15      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q45083                                                                                                                                           | CUSIP: 3132WJUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      208056 | PA      | $189887.99      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                                     | KSS 3.375 05/01/31                                                                                                                                  | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      223000 | PA      | $167838.43      | 0.00%             | 2031-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                                | SYY 2.4 02/15/30                                                                                                                                    | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      243000 | PA      | $222602.93      | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Super 30Y Fixed                                                                            | FR SL1821                                                                                                                                           | CUSIP: 31427PAX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      151320 | PA      | $150212.59      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd.                                                                             | NSANY 6.375 07/17/33 RegS                                                                                                                           | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1457000 | PA      | $1675546.09     | 0.01%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                                                                      | DCLO 2022-3A A1R                                                                                                                                    | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |     4002380 | PA      | $4002463.25     | 0.02%             | 2038-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2020-II LTD                                                                         | CIFC 2020-2A A1R2                                                                                                                                   | CUSIP: 12547LAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1680000 | PA      | $1676837.06     | 0.01%             | 2039-04-18      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4900                                                                                                                                           | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1947953 | PA      | $1826331.45     | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEHMAN ABS MANUFACTURED HOUSING TRUST                                                            | LABMH 2002-A C                                                                                                                                      | CUSIP: 52519SAX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      129423 | PA      | $125172.16      | 0.00%             | 2033-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RFMSI SERIES 2007-SA4 TRUST                                                                      | RFMSI 2007-SA4 3A1                                                                                                                                  | CUSIP: 74959AAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      254843 | PA      | $153427.07      | 0.00%             | 2037-10-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD SIGMA HEALTHCARE LTD                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $3855.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bluemountain CLO XXIII LTD / LLC                                                                 | BLUEM 2018-22A B                                                                                                                                    | CUSIP: 09629PAE6<br>LEI: 5493001B57JU7XEJXM59 | Long             | ABS-CBDO         | CORP              | KY        |     3970000 | PA      | $3958584.27     | 0.02%             | 2031-07-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                                           | VRSK 4.45 03/15/31                                                                                                                                  | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      660000 | PA      | $649023.07      | 0.00%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 30 Day Federal Funds Futures, Jul-2026,ETH                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          23 | NC      | $-26390.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD HEINEKEN HOLDING NV                                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-90611.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Western Union Company                                                                        | WU 6.2 11/17/36                                                                                                                                     | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |      109000 | PA      | $110911.18      | 0.00%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                              | ONCRTX 3.8 09/30/47                                                                                                                                 | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      298000 | PA      | $224025.51      | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO                                                                                     | AGL 2019-2A A1R                                                                                                                                     | CUSIP: 001200AJ3<br>LEI: 549300EIBQDZ5WXOZ105 | Long             | ABS-CBDO         | CORP              | KY        |    14335000 | PA      | $14339274.70    | 0.08%             | 2037-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-5                                                    | VCC 2025-5 M3                                                                                                                                       | CUSIP: 92262KAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1458886 | PA      | $1437578.76     | 0.01%             | 2055-12-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.125 08/15/44                                                                                                                                    | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    46761500 | PA      | $42425101.29    | 0.24%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                           | BARC 2024-NQM1 A1                                                                                                                                   | CUSIP: 06745AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3254513 | PA      | $3267869.38     | 0.02%             | 2064-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                                        | TIBX 8.25 06/30/32 144A                                                                                                                             | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      205000 | PA      | $194429.16      | 0.00%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR ZA1147                                                                                                                                           | CUSIP: 31329JHY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      335141 | PA      | $316584.96      | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.9 06/01/53                                                                                                                                    | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      761000 | PA      | $724550.40      | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Areit 2022-Cre7 LLC                                                                              | AREIT 2022-CRE7 A                                                                                                                                   | CUSIP: 00217VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1317052 | PA      | $1316664.01     | 0.01%             | 2039-06-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-4 LTD                                                                     | PLMRS 2021-4A A1R                                                                                                                                   | CUSIP: 69702EAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      610000 | PA      | $610448.41      | 0.00%             | 2038-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QK0391                                                                                                                                           | CUSIP: 3133D3NG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1117041 | PA      | $986178.36      | 0.01%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD TKO GROUP HOLDINGS INC                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $20415.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kellanova                                                                                        | K 4.5 04/01/46                                                                                                                                      | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |      101000 | PA      | $85755.72       | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                               | NRUC 4.05 02/09/29 D                                                                                                                                | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      217000 | PA      | $215563.97      | 0.00%             | N/A             | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V5.435 01/24/30 MTN                                                                                                                             | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      524000 | PA      | $536344.91      | 0.00%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                                                          | VENZ 11.95 08/05/31                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1340600 | PA      | $682365.40      | 0.00%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BN9004                                                                                                                                           | CUSIP: 3140JSAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3074741 | PA      | $2535338.28     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 6.15 01/15/33                                                                                                                                   | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      383000 | PA      | $400464.13      | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                                  | CSX 5.2 11/15/33                                                                                                                                    | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      353000 | PA      | $361897.28      | 0.00%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Frontier Florida LLC                                                                             | FYBR 6.86 02/01/28 E                                                                                                                                | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5279000 | PA      | $5452837.47     | 0.03%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.375 05/15/51                                                                                                                                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    37342700 | PA      | $23361068.08    | 0.13%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |   -79708000 | NC      | $-2691870.79    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 4 07/15/30                                                                                                                                      | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      156000 | PA      | $148179.80      | 0.00%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                                             | WLK 5.55 11/15/35                                                                                                                                   | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      333000 | PA      | $331911.62      | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LGI Homes Inc                                                                                    | LGIH 8.75 12/15/28 144A                                                                                                                             | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     1568000 | PA      | $1604270.98     | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD LULULEMON ATHLETICA INC                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $63462.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RB5145                                                                                                                                           | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2141572 | PA      | $1857844.42     | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brignole CO 2024 s.r.l.                                                                          | BRICO 2024 D                                                                                                                                        | CUSIP: 000000000<br>LEI: 8156008A00DBDEE08297 | Long             | ABS-O            | CORP              | IT        |      226611 | PA      | $264752.49      | 0.00%             | 2042-02-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG 8.375 06/01/31 144A                                                                                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       58000 | PA      | $60318.57       | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING XIV CLO LTD                                                                        | CEDF 2021-14A B1R                                                                                                                                   | CUSIP: 15034AAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      770000 | PA      | $770424.19      | 0.00%             | 2037-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AC9228                                                                                                                                           | CUSIP: 31417WHE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28033 | PA      | $28654.43       | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-15YR                                                                                                                                           | CUSIP: 01F042442<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -1104000 | PA      | $-1096047.99    | -0.01%            | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                                      | AWK 4.45 06/01/32                                                                                                                                   | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      309000 | PA      | $304147.37      | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0716                                                                                                                                           | CUSIP: 3132DMYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    21329713 | PA      | $17558003.99    | 0.10%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ohio Power Company                                                                               | AEP 2.6 04/01/30 P                                                                                                                                  | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |       23000 | PA      | $21323.37       | 0.00%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | RPGB 6 08/20/30 R519                                                                                                                                | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |  1897285000 | PA      | $30498173.98    | 0.17%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST                                                               | FFML 2006-FF13 A2C                                                                                                                                  | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1018673 | PA      | $666811.73      | 0.00%             | 2036-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Self Commercial Mortgage Trust 2024-STRG                                                         | SELF 2024-STRG F                                                                                                                                    | CUSIP: 81631WAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2023000 | PA      | $2011138.54     | 0.01%             | 2034-11-15      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust 2025-DLFN                                                          | SCG 2025-DLFN D                                                                                                                                     | CUSIP: 78398EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      532000 | PA      | $531335.00      | 0.00%             | 2035-03-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2017-3 Ltd                                                                    | ROCKT 2017-3A A                                                                                                                                     | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |        1923 | PA      | $1923.00        | 0.00%             | 2030-10-21      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                         | LW 4.375 01/31/32 144A                                                                                                                              | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      119000 | PA      | $110545.31      | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3173                                                                                                                                           | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      414815 | PA      | $390463.03      | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVENUE STUDENT LOANS 2021-B LLC                                                          | CASL 2021-B D                                                                                                                                       | CUSIP: 19425AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       65013 | PA      | $59579.78       | 0.00%             | 2052-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 02/15/34                                                                                                                                        | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    44203000 | PA      | $43602115.47    | 0.25%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                           | MINAU 8 11/01/27 144A                                                                                                                               | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      115000 | PA      | $116468.45      | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AP7489                                                                                                                                           | CUSIP: 3138MBKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88545 | PA      | $85461.43       | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                 | DB V5.297 05/09/31                                                                                                                                  | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      497000 | PA      | $502129.48      | 0.00%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA6876                                                                                                                                           | CUSIP: 3140QEUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2024130 | PA      | $1943580.89     | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD VERIZON COMMUNICATIONS INC                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $200458.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH                                                                           | NJ NJSTRN 7.41 01/01/2040                                                                                                                           | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     4596000 | PA      | $5432586.90     | 0.03%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 964954                                                                                                                                           | CUSIP: 31414FQF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2848 | PA      | $2897.48        | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc.                                                                                  | BWA 2.65 07/01/27                                                                                                                                   | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97724.11       | 0.00%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-15YR                                                                                                                                           | CUSIP: 01F042442<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    40343000 | PA      | $40052413.00    | 0.23%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                            | WSTP V2.668 11/15/35                                                                                                                                | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      594000 | PA      | $533554.04      | 0.00%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings Llc                                                                         | GRA 7 08/01/33 144A                                                                                                                                 | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      262000 | PA      | $254447.85      | 0.00%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS 2024-A LLC                                                             | CASL 2024-A A1B                                                                                                                                     | CUSIP: 19424RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6814913 | PA      | $6910640.19     | 0.04%             | 2054-06-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                                             | EMR 5 03/15/35                                                                                                                                      | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      148000 | PA      | $148969.03      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 6.4 02/01/39                                                                                                                                   | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      246000 | PA      | $265972.14      | 0.00%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                     | TMO 4.977 08/10/30                                                                                                                                  | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      212000 | PA      | $216641.69      | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD RANDSTAD NV                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $84327.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B17 MORTGAGE TRUST                                                                | BMARK 2020-B17 XB                                                                                                                                   | CUSIP: 08162MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7100000 | PA      | $114922.73      | 0.00%             | 2053-03-17      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST                   | WMALT 2007-OA3 5A                                                                                                                                   | CUSIP: 939355AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      793449 | PA      | $702208.02      | 0.00%             | 2047-04-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD UNIMICRON TECHNOLOGY CORP                                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $49944.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BR7802                                                                                                                                           | CUSIP: 3140L6U44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5320546 | PA      | $4375252.66     | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.875 10/31/30                                                                                                                                    | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24670900 | PA      | $25631715.85    | 0.14%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                                 | SABR A 2026-04-17 CALL 3                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         284 | NC      | $3550.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                                                                          | IP 4.4 08/15/47                                                                                                                                     | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |      298000 | PA      | $234335.90      | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AC9581                                                                                                                                           | CUSIP: 31417WUF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22619 | PA      | $23246.42       | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                          | RSG 5 11/15/29                                                                                                                                      | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      229000 | PA      | $233947.42      | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 4.5 03/20/42                                                                                                                                     | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $935057.22      | 0.01%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 5.125 02/15/53                                                                                                                                  | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      317000 | PA      | $277928.58      | 0.00%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) Limited                                                                  | RIOLN 5.2 11/02/40                                                                                                                                  | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     1236000 | PA      | $1202957.39     | 0.01%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE TRUST 2022-RPL1                                                                | BARC 2022-RPL1 SA                                                                                                                                   | CUSIP: 06745CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       15504 | PA      | $14035.59       | 0.00%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS ITRAXX.EU.XO.44.V1                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $744528.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                                | FDX 3.1 08/05/29                                                                                                                                    | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      160000 | PA      | $153540.85      | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2020-VIV2                                                           | BX 2020-VIV2 C                                                                                                                                      | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2550000 | PA      | $2376137.18     | 0.01%             | 2044-03-11      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                                       | CARR 2.722 02/15/30                                                                                                                                 | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      568000 | PA      | $530464.58      | 0.00%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | ICE 5.2 06/15/62                                                                                                                                    | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      198000 | PA      | $175399.09      | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | Three-Month SOFR Futures, Jun-2026,ETH                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          77 | NC      | $-25006.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                    | NI V6.95 11/30/54                                                                                                                                   | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     3340000 | PA      | $3434518.66     | 0.02%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BX3975                                                                                                                                           | CUSIP: 3140N8MZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      511766 | PA      | $507444.73      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                                           | ES 1.95 08/15/31                                                                                                                                    | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     2161000 | PA      | $1889612.80     | 0.01%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Indymac Indx Mrtg                                                                                | INDX 2007-AR19 3A1                                                                                                                                  | CUSIP: 45669NAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2393827 | PA      | $1545608.23     | 0.01%             | 2037-09-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                                   | PLD 5.25 05/15/35                                                                                                                                   | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      104000 | PA      | $105713.15      | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXIII LTD                                                                  | MDPK 2019-33A AR                                                                                                                                    | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2602570 | PA      | $2602569.23     | 0.01%             | 2032-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding 2024-25 Ltd.                                                                 | BRYPK 2024-25A A1                                                                                                                                   | CUSIP: 117913AA1<br>LEI: 391200WG98O5N39H7C57 | Long             | ABS-CBDO         | CORP              | KY        |     2250000 | PA      | $2250602.10     | 0.01%             | 2038-01-19      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                               | COP 5.05 09/15/33                                                                                                                                   | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      717000 | PA      | $728167.21      | 0.00%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL7139                                                                                                                                           | CUSIP: 3138EP4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      199024 | PA      | $194854.82      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                                 | KMI 7.75 03/15/32                                                                                                                                   | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      149000 | PA      | $169857.38      | 0.00%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL6181                                                                                                                                           | CUSIP: 3138EN2P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2284700 | PA      | $2071187.11     | 0.01%             | 2044-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2003-OP1                                       | ACE 2003-OP1 A2                                                                                                                                     | CUSIP: 004427BK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      440621 | PA      | $434684.73      | 0.00%             | 2033-12-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                                              | WBOX 2019-1A A1R3                                                                                                                                   | CUSIP: 96467FBJ8<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |     3806000 | PA      | $3798004.74     | 0.02%             | 2037-01-26      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | FITB V4.055 04/25/28                                                                                                                                | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149160.71      | 0.00%             | 2028-04-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2023-I2                                                                                | CIM 2023-I2 A2                                                                                                                                      | CUSIP: 12570HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2354834 | PA      | $2357152.09     | 0.01%             | 2067-12-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V5.867 06/08/34 MTN                                                                                                                             | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      290000 | PA      | $302158.99      | 0.00%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Goto Group Inc.                                                                                  | LOGM 5.5 05/01/28 144A                                                                                                                              | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      925000 | PA      | $723553.50      | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2025-VOLT A                                                                                                                                      | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12817000 | PA      | $12776946.88    | 0.07%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2019-GSA1                                                           | GSMS 2019-GSA1 XA                                                                                                                                   | CUSIP: 36261PAV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7642293 | PA      | $178436.83      | 0.00%             | 2052-11-13      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST 2017-1MKT                                                                 | OMPT 2017-1MKT XNCP                                                                                                                                 | CUSIP: 68245HAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8844961 | PA      | $23134.00       | 0.00%             | 2032-02-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                                  | SOBOCN V7.625 03/01/55                                                                                                                              | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      103000 | PA      | $106045.71      | 0.00%             | 2055-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                                  | WHR 6.5 06/15/33                                                                                                                                    | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      114000 | PA      | $108006.85      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD CRH PUBLIC LIMITED PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $6821.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                       | RABOBK 5.75 12/01/43                                                                                                                                | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      773000 | PA      | $751388.78      | 0.00%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding 2025-1 PLC                                                                | BPKF 2025-1 E                                                                                                                                       | CUSIP: 000000000<br>LEI: 635400OJVL3HJJTKNB05 | Long             | ABS-O            | CORP              | GB        |     1222000 | PA      | $1618183.22     | 0.01%             | 2070-01-27      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                                                    | THOEUR 6.75 02/01/30 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |     1539000 | PA      | $1739044.92     | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM 5.6 07/15/41                                                                                                                                    | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      599000 | PA      | $600152.70      | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2021-230P                                                         | MSC 2021-230P B                                                                                                                                     | CUSIP: 61772WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      460000 | PA      | $428950.00      | 0.00%             | 2038-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD AEROPORTS DE PARIS SA                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-8291.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2024-RVR                                                       | GSMS 2024-RVR E                                                                                                                                     | CUSIP: 36272JAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1802000 | PA      | $1788791.16     | 0.01%             | 2041-08-12      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO II LTD                                                                               | ELMW2 2019-2A BRR                                                                                                                                   | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1600000 | PA      | $1599008.16     | 0.01%             | 2037-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT2043                                                                                                                                           | CUSIP: 3138WPHV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      220386 | PA      | $201586.77      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD EAST JAPAN RAILWAY                                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $20951.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OAKWOOD MORTGAGE INVESTORS INC SERIES 2001-D                                                     | OAK 2001-D A4                                                                                                                                       | CUSIP: 67087TCW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      261419 | PA      | $94925.14       | 0.00%             | 2031-09-15      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD CRODA INTERNATIONAL PLC                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-25962.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                               | RPRX 3.3 09/02/40                                                                                                                                   | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      168000 | PA      | $127372.49      | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.45 04/01/31                                                                                                                                   | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     6537000 | PA      | $6700409.77     | 0.04%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD LAIR LIQUIDE SOCIETE ANONYME POUR                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $104229.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V4.804 10/24/36                                                                                                                                 | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1692000 | PA      | $1636010.18     | 0.01%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-6                                                    | VCC 2024-6 M3                                                                                                                                       | CUSIP: 92261BAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      655171 | PA      | $656073.41      | 0.00%             | 2054-12-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB5462                                                                                                                                           | CUSIP: 3140QRB85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4031254 | PA      | $4091830.53     | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 4 04/15/47                                                                                                                                      | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      354000 | PA      | $278064.55      | 0.00%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                                               | VOYA 5 09/20/34                                                                                                                                     | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |      223000 | PA      | $217061.44      | 0.00%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST 2015-SRCH                                                                            | BBCMS 2015-SRCH A1                                                                                                                                  | CUSIP: 05547HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      633947 | PA      | $623447.07      | 0.00%             | 2035-08-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4899                                                                                                                                           | CUSIP: 36179TNQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24509 | PA      | $22170.73       | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 8.5 03/01/29 M                                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   116809700 | PA      | $6519912.99     | 0.04%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO XII LTD                                                                              | ELM12 2021-5A AR                                                                                                                                    | CUSIP: 29002YAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1310000 | PA      | $1310474.74     | 0.01%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| LCM 34 Ltd.                                                                                      | LCM 34A BR                                                                                                                                          | CUSIP: 50203CAQ6<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |      490000 | PA      | $488530.00      | 0.00%             | 2034-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                               | ATO 4.15 01/15/43                                                                                                                                   | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      102000 | PA      | $85597.03       | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ATOS SE: TL LOAN/TERM                                                                            | ATOS SE: TL LOAN/TERM                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |     1873000 | PA      | $2200086.79     | 0.01%             | 2029-12-17      | Floating      | 9.00%                 | No            |                  3 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                              | ABIBB 8 11/15/39                                                                                                                                    | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      210000 | PA      | $262455.63      | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY V4.696 08/06/31                                                                                                                                  | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      315000 | PA      | $314299.19      | 0.00%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXI LTD/LLC                                                                         | SYMP 2019-21A AR2                                                                                                                                   | CUSIP: 87166RGE1<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |     1022774 | PA      | $1022792.81     | 0.01%             | 2032-07-15      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| VERITAS NEWCO PFD G-1                                                                            | VERITAS NEWCO PFD G-1                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        9228 | NS      | $175332.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Valero Energy Corp.                                                                              | Valero Energy Corp. COM                                                                                                                             | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        2433 | NS      | $601145.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2025-NQM1 TRUST                                                                             | PRPM 2025-NQM1 A1                                                                                                                                   | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3731436 | PA      | $3751201.69     | 0.02%             | 2069-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 5.125 07/20/45                                                                                                                                  | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      497000 | PA      | $436243.37      | 0.00%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                                    | JEF 6.5 01/20/43                                                                                                                                    | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      359000 | PA      | $348728.16      | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2024-NQM5                                                                     | ADMT 2024-NQM5 A1                                                                                                                                   | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-O            | CORP              | US        |     1872629 | PA      | $1879405.50     | 0.01%             | 2069-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 2.75 06/01/31                                                                                                                                     | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      555000 | PA      | $507511.05      | 0.00%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST 2026-GCP                                                          | ARES1 2026-GCP A                                                                                                                                    | CUSIP: 04021QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      472000 | PA      | $469935.00      | 0.00%             | 2043-02-16      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 12 LTD                                                                           | SPEAK 2022-12A A1R                                                                                                                                  | CUSIP: 82671XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      520000 | PA      | $520379.76      | 0.00%             | 2037-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Nebius Group N.V.                                                                                | NBIS 2.625 03/15/33 .                                                                                                                               | CUSIP: 63954QAL0<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |     2697000 | PA      | $2513873.70     | 0.01%             | 2033-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN IS                                                              | EDVES 2022-A A                                                                                                                                      | CUSIP: 28165AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1845091 | PA      | $1838581.62     | 0.01%             | 2040-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | IRS COP                                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $72855.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-C                                                                 | NSLT 2021-CA B                                                                                                                                      | CUSIP: 64035GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12397305 | PA      | $11003700.39    | 0.06%             | 2062-04-20      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-3                                                                | VERUS 2022-3 B1                                                                                                                                     | CUSIP: 92538UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3879000 | PA      | $3122418.89     | 0.02%             | 2067-02-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -494839000 | NC      | $-1775085.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings, Inc.                                                               | RE 3.125 10/15/52                                                                                                                                   | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |      137000 | PA      | $82624.92       | 0.00%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 3.625 05/15/31 144A                                                                                                                             | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    56576000 | PA      | $52759065.65    | 0.30%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL7800                                                                                                                                           | CUSIP: 3138EQU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30132 | PA      | $29244.72       | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM7031                                                                                                                                           | CUSIP: 3140XAY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1646996 | PA      | $1575988.55     | 0.01%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE 3 01/15/52                                                                                                                                      | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      521000 | PA      | $321917.11      | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-11X                                                           | NYC 2025-11X A                                                                                                                                      | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9538000 | PA      | $9540980.63     | 0.05%             | 2040-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Company                                                                      | EXC 4.35 11/15/45                                                                                                                                   | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82777.88       | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                                 | BNSF 6.2 08/15/36                                                                                                                                   | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      461000 | PA      | $502697.81      | 0.00%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                                                      | Crown PropTech Acquisitions                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       85597 | NS      | $1013468.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 8.5 05/31/29 M                                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2765700 | PA      | $153982.69      | 0.00%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-3                                                                    | LFT 2025-3A C                                                                                                                                       | CUSIP: 525951AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      409000 | PA      | $404750.94      | 0.00%             | 2035-05-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-11CB                                                                 | CWALT 2005-11CB 2A1                                                                                                                                 | CUSIP: 12667GJD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       81055 | PA      | $63965.12       | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                                 | CP 4 06/01/28                                                                                                                                       | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      740000 | PA      | $735764.82      | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD TE CONNECTIVITY PLC                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $5207.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                                 | MCD 4.875 07/15/40 MTN                                                                                                                              | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     1311000 | PA      | $1233255.64     | 0.01%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                                | LYB 5.875 01/15/36                                                                                                                                  | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      450000 | PA      | $451487.00      | 0.00%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.9 03/13/47                                                                                                                                    | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2602000 | PA      | $2589926.59     | 0.01%             | 2047-03-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 1.862 12/01/32                                                                                                                                 | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      100000 | PA      | $82400.00       | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                                     | NOVNVX 4.3 11/05/32                                                                                                                                 | CUSIP: 66989HAZ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      221000 | PA      | $217785.76      | 0.00%             | 2032-11-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                                     | TGT 4.5 09/15/34                                                                                                                                    | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     1519000 | PA      | $1478759.79     | 0.01%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V5.85 10/21/33                                                                                                                                  | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105066.80      | 0.00%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D V6.875 02/01/55 A                                                                                                                                 | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102917.05      | 0.00%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                      | OVV 7.375 11/01/31                                                                                                                                  | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      426000 | PA      | $471246.09      | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5106                                                                                                                                           | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    41798618 | PA      | $41368216.03    | 0.23%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                      | COR 4.9 02/13/36                                                                                                                                    | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97974.40       | 0.00%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 5.4 04/01/35                                                                                                                                   | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1431000 | PA      | $1429558.05     | 0.01%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4157                                                                                                                                           | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12010451 | PA      | $9317581.48     | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Costa Rica (Republic Of)                                                                         | COSTAR 7.3 11/13/54 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      739000 | PA      | $801815.00      | 0.00%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                                   | SATS 6.75 11/30/30                                                                                                                                  | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1364000 | PA      | $1377309.91     | 0.01%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | IRS CLP                                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |           1 | NC      | $58552.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2003-W5                      | ARSI 2006-W2 A2C                                                                                                                                    | CUSIP: 040104RW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      659463 | PA      | $370857.93      | 0.00%             | 2036-03-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY 8 11/01/31                                                                                                                                     | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      683000 | PA      | $753132.37      | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | BRL CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |     1344000 | NC      | $12697.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS AMERICAN EXPRESS CO                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-460677.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES XLIV CLO LTD                                                                                | ARES 2017-44A CRR                                                                                                                                   | CUSIP: 04016NBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1650000 | PA      | $1624431.27     | 0.01%             | 2034-04-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 5018                                                                                                                                             | CUSIP: 36202FSF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      205790 | PA      | $208134.67      | 0.00%             | 2041-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings, Inc.                                                               | RE 3.5 10/15/50                                                                                                                                     | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |      272000 | PA      | $180448.22      | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                 | PARA 2.9 01/15/27                                                                                                                                   | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     6236000 | PA      | $6130164.98     | 0.03%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PROJECT KICKERS 19-NOV-2028 CML:TL LOAN/TERM                                                     | PROJECT KICKERS 19-NOV-2028 CML:TL LOAN/TERM                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     7652386 | PA      | $8840750.14     | 0.05%             | 2030-11-19      | Floating      | 7.42%                 | No            |                  3 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 0 02/01/30 144A                                                                                                                              | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       32000 | PA      | $18688.00       | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 4.375 04/15/40                                                                                                                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      849000 | PA      | $746280.90      | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA9439                                                                                                                                           | CUSIP: 3133KRPY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2836983 | PA      | $2866031.84     | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                | CCI 2.9 03/15/27                                                                                                                                    | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      354000 | PA      | $348705.62      | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO 2025-7 LTD                                                                     | STCP 2025-7A D1                                                                                                                                     | CUSIP: 87122KAJ4<br>LEI: 2138001WII41ZXUQO254 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $248257.25      | 0.00%             | 2038-08-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                                      | ECL 1.3 01/30/31                                                                                                                                    | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      769000 | PA      | $664614.07      | 0.00%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BH8027                                                                                                                                           | CUSIP: 3140GW4M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      165713 | PA      | $163024.43      | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                                  | BBDBCN 8.75 11/15/30 144A                                                                                                                           | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      129000 | PA      | $137196.92      | 0.00%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                              | ABT 5.6 03/15/66                                                                                                                                    | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      655000 | PA      | $638459.48      | 0.00%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Luna 2.5 S.a r.l.                                                                                | URBASR 5.5 07/01/32 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |      717000 | PA      | $815158.42      | 0.00%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MORTGAGE TRUST                                                                      | MCR 2024-TWA A                                                                                                                                      | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3570000 | PA      | $3595426.61     | 0.02%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD WHITBREAD PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $71660.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD SHIN ETSU CHEMICAL LTD                                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-30380.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHR TRUST 2024-LXRY                                                                              | SHR 2024-LXRY B                                                                                                                                     | CUSIP: 784234AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2553000 | PA      | $2546617.50     | 0.01%             | 2041-10-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H2 MORTGAGE TRUST                                                                     | CROSS 2025-H2 A1                                                                                                                                    | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1578368 | PA      | $1579784.13     | 0.01%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                    | BDX 1.957 02/11/31                                                                                                                                  | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      931000 | PA      | $820927.72      | 0.00%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA                          | SLG 2026-OMA F                                                                                                                                      | CUSIP: 78451FAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3518641.00     | 0.02%             | 2041-04-17      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A95144                                                                                                                                           | CUSIP: 312943WD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54915 | PA      | $53183.84       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dryden 72 CLO LLC                                                                                | DRSLF 2019-72A ARR                                                                                                                                  | CUSIP: 26252NAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      132151 | PA      | $132129.66      | 0.00%             | 2032-05-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                              | VLO 5.15 03/10/36                                                                                                                                   | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      313000 | PA      | $308546.63      | 0.00%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD2893                                                                                                                                           | CUSIP: 3132DQGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9643730 | PA      | $9788652.11     | 0.06%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International S.A.                                                         | TTEFP 3.461 07/12/49                                                                                                                                | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      322000 | PA      | $227706.14      | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 4.7 01/15/35                                                                                                                                   | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96718.75       | 0.00%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5543 FC                                                                                                                                         | CUSIP: 3137HLLC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     4380730 | PA      | $4427484.56     | 0.02%             | 2055-06-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 2.875 04/30/29                                                                                                                                    | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38934000 | PA      | $37851148.13    | 0.21%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB5055                                                                                                                                           | CUSIP: 3140QQTM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6498565 | PA      | $6682617.72     | 0.04%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                                           | CMCSA 6.4 04/30/40                                                                                                                                  | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106190.87      | 0.00%             | 2040-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.401 07/23/35                                                                                                                                 | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1098774.15     | 0.01%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPECIAL OPPORTUNITIES FUND LP/DRAWBRIDGE SPECIAL OPPORTUNITIES FINANCE CORP           | DRAWBR 5.95 09/17/30 144A                                                                                                                           | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      950000 | PA      | $892054.19      | 0.01%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                                | SO 4.15 08/15/44                                                                                                                                    | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      411000 | PA      | $334473.92      | 0.00%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                                   | PLD 5 03/15/34                                                                                                                                      | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      419000 | PA      | $419960.37      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | MXN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16636.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 4.55 03/13/33                                                                                                                                  | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      262000 | PA      | $259478.36      | 0.00%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QZ6684                                                                                                                                           | CUSIP: 31427GNA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1709944 | PA      | $1751257.85     | 0.01%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q04022                                                                                                                                           | CUSIP: 3132GKD37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       62566 | PA      | $60502.49       | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V4.625 PERP 144a                                                                                                                                | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      462000 | PA      | $454915.55      | 0.00%             | N/A             | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-5                                                    | VCC 2025-5 M2                                                                                                                                       | CUSIP: 92262KAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      338986 | PA      | $338203.31      | 0.00%             | 2055-12-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                           | BARC 2025-NQM2 XS2                                                                                                                                  | CUSIP: 066930AK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    37745807 | PA      | $963114.47      | 0.01%             | 2065-05-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                   | INTNED 4.55 10/02/28                                                                                                                                | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      571000 | PA      | $571656.27      | 0.00%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.7 02/04/36                                                                                                                                   | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2172000 | PA      | $2088352.59     | 0.01%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS 5.15 05/22/45                                                                                                                                    | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89429.87       | 0.00%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| West Deptford Energy Holdings                                                                    | West Deptford Energy Holdings Term Loan B 400 2032-07-12                                                                                            | CUSIP: 95249CAF1<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |     1945300 | PA      | $1933141.88     | 0.01%             | 2032-07-26      | Floating      | 7.78%                 | No            |                  3 | On Loan: No      |
| Mortimer 2024-Mix PLC                                                                            | MORTI 2024-MIX D                                                                                                                                    | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-O            | CORP              | GB        |      357000 | PA      | $476131.04      | 0.00%             | 2067-09-22      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Trust 2018-Rpl5                                                                  | LMAT 2021-GS2 A1                                                                                                                                    | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13170621 | PA      | $13193631.76    | 0.07%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                           | BARC 2025-NQM1 A1                                                                                                                                   | CUSIP: 06744WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    31306264 | PA      | $31504561.19    | 0.18%             | 2065-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AD2334                                                                                                                                           | CUSIP: 36180DSX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      500219 | PA      | $470026.81      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MELANGE SECONDARIES PARTNERS                                                                     | MELANGE SECONDARIES PARTNERS                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     6033109 | NS      | $6806553.25     | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA7136                                                                                                                                           | CUSIP: 3140QE4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1127536 | PA      | $1040221.06     | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-42 FA                                                                                                                                      | CUSIP: 3136BWKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     4143618 | PA      | $4187843.66     | 0.02%             | 2055-06-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD EZAKI GLICO LTD                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-13604.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 4.95 10/01/41                                                                                                                                  | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      515000 | PA      | $476300.45      | 0.00%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Tk Elevator Midco GmbH                                                                           | THYELE L 04/30/30 13                                                                                                                                | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | DE        |     2000000 | PA      | $2294015.50     | 0.01%             | 2030-04-30      | Floating      | 5.15%                 | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD CHURCH AND DWIGHT INC                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $5876.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 4.78 02/15/35                                                                                                                                    | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2284000 | PA      | $2210660.60     | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                | CCI 2.1 04/01/31                                                                                                                                    | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      299000 | PA      | $260511.81      | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                     | SHW 3.45 06/01/27                                                                                                                                   | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     2194000 | PA      | $2170662.90     | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2024-1                                                 | GDLP 2024-1A A                                                                                                                                      | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11537227 | PA      | $11628091.57    | 0.07%             | 2046-10-22      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD MODERNA INC                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $34993.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueMountain Clo 2014-4 Limited                                                                  | BLUEM 2022-35A A1R                                                                                                                                  | CUSIP: 09631RAL2<br>LEI: 5493001B57JU7XEJXM59 | Long             | ABS-CBDO         | CORP              | KY        |      660000 | PA      | $660595.58      | 0.00%             | 2037-10-22      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD ARES MANAGEMENT CORP CLASS A                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $142794.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST                                                                   | LBMLT 2006-7 2A3                                                                                                                                    | CUSIP: 54251TAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7509774 | PA      | $2942707.00     | 0.02%             | 2036-08-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SB0679                                                                                                                                           | CUSIP: 3132CWXG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2595122 | PA      | $2394057.50     | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                                   | BAYC 2006-2A A2                                                                                                                                     | CUSIP: 07324YAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      336111 | PA      | $327024.33      | 0.00%             | 2036-07-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                                     | ANGINC V7 12/01/55                                                                                                                                  | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      134000 | PA      | $127075.15      | 0.00%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KSL TRUST 2025-MAK                                                                               | KSL 2025-MAK E                                                                                                                                      | CUSIP: 50116JAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2840000 | PA      | $2849214.66     | 0.02%             | 2042-06-15      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Intrum Investments & Financing AB                                                                | INTRUM 8 09/11/27 REGs                                                                                                                              | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |     1323725 | PA      | $1521034.04     | 0.01%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS 6.125 02/15/33                                                                                                                                   | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      872000 | PA      | $935183.74      | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                        | O 5.125 02/15/34                                                                                                                                    | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      395000 | PA      | $397651.07      | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4834                                                                                                                                             | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       46170 | PA      | $45783.14       | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4333                                                                                                                                           | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1144056 | PA      | $1001041.06     | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 4.95 10/15/54                                                                                                                                   | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      194000 | PA      | $170139.30      | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD NUCOR CORP                                                                                                                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $9842.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quarzo S.r.l.                                                                                    | QUARZ 2024-1 C                                                                                                                                      | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |      250554 | PA      | $292362.39      | 0.00%             | 2041-06-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD SUBARU CORP                                                                                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-7788.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3522                                                                                                                                           | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1169480 | PA      | $1146722.15     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AC0481                                                                                                                                           | CUSIP: 31417JRB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3102 | PA      | $3133.13        | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                                   | BAYC 2006-3A A2                                                                                                                                     | CUSIP: 07324NAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       83274 | PA      | $80661.63       | 0.00%             | 2036-10-27      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| SESAC FINANCE LLC                                                                                | SESAC 2024-1 A2                                                                                                                                     | CUSIP: 78396YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1273020 | PA      | $1275038.37     | 0.01%             | 2054-01-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                                | TSN 4.35 03/01/29                                                                                                                                   | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99674.88       | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CIRKULSRSEC2LPIKTL;TLLOANTERM                                                                    | CIRKULSRSEC2LPIKTL;TLLOANTERM                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4228528 | PA      | $3303749.12     | 0.02%             | 2028-04-23      | Floating      | 13.35%                | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-15YR                                                                                                                                           | CUSIP: 01F040446<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5162000 | PA      | $5040864.69     | 0.03%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RC2071                                                                                                                                           | CUSIP: 3133L8JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7386049 | PA      | $6829505.87     | 0.04%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                           | BARC 2024-NQM4 B3                                                                                                                                   | CUSIP: 06745KAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3073100 | PA      | $2993496.88     | 0.02%             | 2064-12-25      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                                 | DTE 5.4 04/01/53                                                                                                                                    | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      202000 | PA      | $192552.21      | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS5714                                                                                                                                           | CUSIP: 3138WFK47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      217920 | PA      | $213428.21      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B B.V                                                       | AXTA 7.25 02/15/31 144A                                                                                                                             | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |      690000 | PA      | $721544.96      | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                                    | CA CAS 4.6 04/01/2038                                                                                                                               | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    22215000 | PA      | $22473742.55    | 0.13%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNA 2006-M2 A2A                                                                                                                                     | CUSIP: 31396PGT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       71488 | PA      | $71579.54       | 0.00%             | 2032-10-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                     | TMO 4.55 06/15/33                                                                                                                                   | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     1803000 | PA      | $1781429.48     | 0.01%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 2.8 01/31/30                                                                                                                                    | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      516000 | PA      | $486419.31      | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Union Electric Company                                                                           | AEE 3.65 04/15/45                                                                                                                                   | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      564000 | PA      | $427841.52      | 0.00%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | SLST 2020-3 M1                                                                                                                                      | CUSIP: 35564CHL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      180357 | PA      | $178812.04      | 0.00%             | 2060-04-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD SUMITOMO CHEMICAL LTD                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $33680.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS SOUTHWEST AIRLINES CO                                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $29290.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                                            | CHCOCH 2.742 12/31/39                                                                                                                               | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    21789000 | PA      | $18424791.04    | 0.10%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN 2.749 12/03/30                                                                                                                               | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $537450.67      | 0.00%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Adapthealth Llc                                                                                  | ADAHEA 5.125 03/01/30 144A                                                                                                                          | CUSIP: 00653VAE1<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |       98000 | PA      | $93895.96       | 0.00%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 4.75 11/01/41                                                                                                                                    | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89927.84       | 0.00%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A90196                                                                                                                                           | CUSIP: 312938GD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      119890 | PA      | $118798.21      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.505 10/22/28                                                                                                                                 | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      193000 | PA      | $192959.12      | 0.00%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Taurus 2025-2 UK DAC                                                                             | TAURS 2025-UK2X B                                                                                                                                   | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-O            | CORP              | IE        |     1626532 | PA      | $2146778.97     | 0.01%             | 2035-02-19      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                                       | ADNT 7 04/15/28 144A                                                                                                                                | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $101329.20      | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | MRSH 6.25 11/01/52                                                                                                                                  | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      435000 | PA      | $456703.34      | 0.00%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Capital One, National Association                                                                | COF 4.65 09/13/28 BKNT                                                                                                                              | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     1865000 | PA      | $1872842.19     | 0.01%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4518                                                                                                                                             | CUSIP: 36202FAT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      109915 | PA      | $105384.87      | 0.00%             | 2039-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | ICE 4.25 09/21/48                                                                                                                                   | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      129000 | PA      | $102694.06      | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                                               | RAKUTN V6.25 PERP 144a                                                                                                                              | CUSIP: 75102WAB4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      203000 | PA      | $187014.53      | 0.00%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-A                                                                  | AJAXM 2023-A A2                                                                                                                                     | CUSIP: 009692AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1258100 | PA      | $1156585.92     | 0.01%             | 2062-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.7 02/04/56                                                                                                                                   | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     6231000 | PA      | $5783013.10     | 0.03%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD UNILEVER PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-45024.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                                  | GEHC 5.857 03/15/30                                                                                                                                 | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      429000 | PA      | $447679.23      | 0.00%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| The J M Smucker Company                                                                          | SJM 3.375 12/15/27                                                                                                                                  | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     1491000 | PA      | $1465572.89     | 0.01%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fct Noria De 2024                                                                                | NORIA 2024-DE1 E                                                                                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |      362690 | PA      | $423372.91      | 0.00%             | 2043-02-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                               | ARCC 5.95 07/15/29                                                                                                                                  | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      750000 | PA      | $753701.20      | 0.00%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                           | BARC 2025-NQM2 A3                                                                                                                                   | CUSIP: 066930AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4101030 | PA      | $4147114.00     | 0.02%             | 2065-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | JNJ 3.4 01/15/38                                                                                                                                    | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     1482000 | PA      | $1284779.37     | 0.01%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD REA GROUP LTD                                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-47090.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 1 07/09/29                                                                                                                                   | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       36120 | PA      | $31713.36       | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/CZK FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-37147.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 4.55 10/15/32                                                                                                                                   | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     1801000 | PA      | $1801835.12     | 0.01%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 30 Ltd / Anchorage Capital CLO 30 LLC                                      | ANCHC 2024-30A A1                                                                                                                                   | CUSIP: 03333CAA3<br>LEI: 213800WBJC3SQNXZV879 | Long             | ABS-CBDO         | CORP              | KY        |     4160000 | PA      | $4160189.28     | 0.02%             | 2037-01-21      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 6.35 01/15/31                                                                                                                                   | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      554000 | PA      | $588629.37      | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | IRM 5.625 07/15/32 144A                                                                                                                             | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       96000 | PA      | $93194.02       | 0.00%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                                      | W 7.75 09/15/30 144A                                                                                                                                | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      157000 | PA      | $163458.51      | 0.00%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                      | COR 4.85 12/15/29                                                                                                                                   | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     1054000 | PA      | $1068374.48     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 2 LTD                                                                         | OAKC 2019-2A B1R2                                                                                                                                   | CUSIP: 67707EBQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $249766.63      | 0.00%             | 2038-01-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-5                                                    | VCC 2024-5 A                                                                                                                                        | CUSIP: 92261ABA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1486165 | PA      | $1478615.85     | 0.01%             | 2054-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                                  | BBDBCN 7.25 07/01/31 144A                                                                                                                           | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      122000 | PA      | $127845.87      | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                                     | EXC 5.45 03/15/34                                                                                                                                   | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102232.08      | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                                               | MSM 2006-16AX 1A                                                                                                                                    | CUSIP: 617487AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3429581 | PA      | $510839.89      | 0.00%             | 2036-11-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                                           | DOW 5.55 11/30/48                                                                                                                                   | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      702000 | PA      | $606322.44      | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                              | AXL 7.75 10/15/33 144A                                                                                                                              | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      330000 | PA      | $321254.34      | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                                     | MAA 4.65 01/15/33                                                                                                                                   | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |      488000 | PA      | $479273.49      | 0.00%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                              | D 6 05/15/37 A                                                                                                                                      | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      110000 | PA      | $115645.69      | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8299                                                                                                                                           | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      994977 | PA      | $986064.29      | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2022-78 IO                                                                                                                                      | CUSIP: 38383P6D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     4943484 | PA      | $826988.08      | 0.00%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-B                                                                  | AJAXM 2023-B C                                                                                                                                      | CUSIP: 009691AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3800253 | PA      | $2927691.05     | 0.02%             | 2062-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                                  | AUD/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $749555.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                                        | TRGP 5 01/15/28                                                                                                                                     | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     2661000 | PA      | $2659443.98     | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                                        | PDVSA 6 11/15/26 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      954000 | PA      | $325886.40      | 0.00%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AV5973                                                                                                                                           | CUSIP: 3138XHT76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      368806 | PA      | $363851.86      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | AUD CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |   -13733545 | NC      | $-46124.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                                          | MRP 6.375 08/01/30 144A                                                                                                                             | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $124961.11      | 0.00%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q45080                                                                                                                                           | CUSIP: 3132WJUE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      442921 | PA      | $403013.60      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q17089                                                                                                                                           | CUSIP: 3132J8KB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16918 | PA      | $15521.00       | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 21 LTD                                                                              | FLAT 2021-1A A2R                                                                                                                                    | CUSIP: 33883PAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1980000 | PA      | $1975815.86     | 0.01%             | 2037-10-19      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.851 04/25/35                                                                                                                                  | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      347000 | PA      | $360072.54      | 0.00%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN AB9662                                                                                                                                           | CUSIP: 31417GWY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      493363 | PA      | $451899.61      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                                             | WLK 2.875 08/15/41                                                                                                                                  | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      799000 | PA      | $544608.57      | 0.00%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TVC DSCR_21-1: CERT                                                                              | TVC DSCR_21-1: CERT                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7160429 | PA      | $5451918.61     | 0.03%             | 2028-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7767                                                                                                                                           | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12158618 | PA      | $10467243.24    | 0.06%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.75 02/08/31                                                                                                                                    | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103182.14      | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4559                                                                                                                                             | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       61259 | PA      | $62649.66       | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-VAMF                                                                               | BX 2022-VAMF B                                                                                                                                      | CUSIP: 05609TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      512170 | PA      | $511849.93      | 0.00%             | 2039-01-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                              | GIS 4.2 04/17/28                                                                                                                                    | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      336000 | PA      | $334249.34      | 0.00%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                                                | NUE 6.4 12/01/37                                                                                                                                    | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      300000 | PA      | $330690.11      | 0.00%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| RR 8 LTD                                                                                         | RRAM 2020-8A A1A2                                                                                                                                   | CUSIP: 74980FBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      760000 | PA      | $759616.73      | 0.00%             | 2039-01-18      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXIX LT                                                              | BSP 2022-29A AR                                                                                                                                     | CUSIP: 08186EAL2<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |     2150000 | PA      | $2145177.34     | 0.01%             | 2038-01-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD IMCD NV                                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-86498.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 TRUST                                                                             | PRPM 2025-NQM1 M1A                                                                                                                                  | CUSIP: 74391EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      982519 | PA      | $991050.61      | 0.01%             | 2069-11-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G61208                                                                                                                                           | CUSIP: 31335BKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1991003 | PA      | $1879990.20     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U S Borrower LLC                                                             | CWK 6.75 05/15/28 144A                                                                                                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |      282000 | PA      | $282407.15      | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                             | APH 5 01/15/35                                                                                                                                      | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      276000 | PA      | $275649.28      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM5984                                                                                                                                           | CUSIP: 3140JAUJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3136561 | PA      | $3149369.83     | 0.02%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HLF Financing SaRL LLC and Herbalife International Inc.                                          | HLF 4.875 06/01/29 144A                                                                                                                             | CUSIP: 40390DAC9<br>LEI: ST81INWBFR1E54KGC135 | Long             | DBT              | CORP              | US        |      174000 | PA      | $162819.49      | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q24367                                                                                                                                           | CUSIP: 3132M4QU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      121079 | PA      | $114442.29      | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alpha Star Holding IX Ltd.                                                                       | DAMACR 7 08/26/28                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900IL2SBV9ANGBE89 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $189920.00      | 0.00%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust 2025-2                                                    | GSKY 2024-2 B                                                                                                                                       | CUSIP: 39571XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1268869 | PA      | $1272756.85     | 0.01%             | 2059-10-27      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V5.583 03/01/28                                                                                                                                 | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      385000 | PA      | $388803.84      | 0.00%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2017-1 LTD/CIFC Funding 2017-1 LLC                                                  | CIFC 2017-1A CRR                                                                                                                                    | CUSIP: 17181PAG4<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250245.68      | 0.00%             | 2037-04-21      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| WBI Operations LLC                                                                               | WBI 6.25 10/15/30 144A                                                                                                                              | CUSIP: 92944BAA9<br>LEI: 254900A83461EGRMOV11 | Long             | DBT              | CORP              | US        |       88000 | PA      | $88524.48       | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II PLC                                                            | MODULA 6.5 07/10/31 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     1732000 | PA      | $1700969.56     | 0.01%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                     | TMO 4.902 02/12/36                                                                                                                                  | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      486000 | PA      | $482549.14      | 0.00%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                                      | SRE 4.3 01/15/49 VV                                                                                                                                 | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      390000 | PA      | $309229.01      | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BN5241                                                                                                                                           | CUSIP: 3140JMZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1205113 | PA      | $1182593.41     | 0.01%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 5.15 11/15/41                                                                                                                                  | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      493000 | PA      | $467400.75      | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mozambique (Republic of)                                                                         | MOZAM 9 09/15/31 144A                                                                                                                               | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |      202000 | PA      | $151421.22      | 0.00%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG6641                                                                                                                                           | CUSIP: 3133C7LW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       50052 | PA      | $49583.16       | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD COVIVIO SA                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-23593.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/BRL FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $51499.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Garden & Pet Company                                                                     | CENT 4.125 04/30/31 144A                                                                                                                            | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       27000 | PA      | $25156.90       | 0.00%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                          | LVLT 8.5 01/15/36 144A                                                                                                                              | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1202000 | PA      | $1254180.88     | 0.01%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                                 | GEL 7.875 05/15/32                                                                                                                                  | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      154000 | PA      | $158375.14      | 0.00%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RAINBOW UK BIDCO LTD                                                                             | RAINBOW UK BIDCO LTD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     1000000 | PA      | $1155272.08     | 0.01%             | 2029-02-01      | Floating      | 5.39%                 | No            |                  3 | On Loan: No      |
| Fremont Home Loan Trust 2006-3                                                                   | FHLT 2006-3 1A1                                                                                                                                     | CUSIP: 35729MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1641716 | PA      | $1231408.44     | 0.01%             | 2037-02-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 5.05 10/15/32                                                                                                                                   | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1309000 | PA      | $1300491.03     | 0.01%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                                 | BPLN 5.227 11/17/34                                                                                                                                 | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102054.29      | 0.00%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK                                                    | USD/ZAR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              | CORP              | US        |           1 | NC      | $46473.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0892                                                                                                                                           | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16226215 | PA      | $13354192.14    | 0.08%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                                     | SO 4.85 03/15/35                                                                                                                                    | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      649000 | PA      | $631347.89      | 0.00%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F052649<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -7600000 | PA      | $-7635004.92    | -0.04%            | 2056-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 5.45 02/15/34                                                                                                                                   | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     9910000 | PA      | $10074138.34    | 0.06%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.586 04/26/33                                                                                                                                 | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3051000 | PA      | $3010352.02     | 0.02%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA9063                                                                                                                                           | CUSIP: 3133KRB86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10843591 | PA      | $11006543.65    | 0.06%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RC2097                                                                                                                                           | CUSIP: 3133L8KJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3184037 | PA      | $2944094.32     | 0.02%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc.                              | FRTITA 6.75 01/15/30 144A                                                                                                                           | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |      282000 | PA      | $263402.78      | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                           | BARC 2025-NQM1 B3                                                                                                                                   | CUSIP: 06744WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3768000 | PA      | $3694032.28     | 0.02%             | 2065-01-25      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AR7576                                                                                                                                           | CUSIP: 3138W5M21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      232129 | PA      | $212400.74      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc.                                                                          | AAP 7 08/01/30 144A                                                                                                                                 | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101304.68      | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA2963                                                                                                                                           | CUSIP: 3140QAJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1046194 | PA      | $1027282.64     | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | USD CALL VERSUS COP PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              | CORP              | GB        |      111200 | NC      | $840.74         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.125 08/15/53                                                                                                                                    | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    56956300 | PA      | $49948004.99    | 0.28%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                                | ILIADH 7 10/15/28 144A                                                                                                                              | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      537000 | PA      | $540465.26      | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                                      | LMT 5.7 11/15/54                                                                                                                                    | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      701000 | PA      | $699885.72      | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | USD/EUR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2799454.89    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc.                                                                       | EVRG 5.25 03/15/35                                                                                                                                  | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      119000 | PA      | $119950.82      | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                                          | THB CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | GB        |    -3166000 | NC      | $-32531.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                               | CM 5.26 04/08/29                                                                                                                                    | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      790000 | PA      | $807228.53      | 0.00%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                                    | VCC 2025-P2 M4                                                                                                                                      | CUSIP: 92262XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      788433 | PA      | $780151.19      | 0.00%             | 2055-10-25      | Variable      | 9.45%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                                   | CRWV 1.75 12/01/31                                                                                                                                  | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      311000 | PA      | $311342.10      | 0.00%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                                        | WTW 4.65 06/15/27                                                                                                                                   | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     1116000 | PA      | $1117840.82     | 0.01%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Telus Corp.                                                                                      | TCN V6.625 06/09/56 ...                                                                                                                             | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $97475.92       | 0.00%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                                   | PHM 4.25 03/01/31                                                                                                                                   | CUSIP: 745867AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      995000 | PA      | $972416.36      | 0.01%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                         | FG 6.5 06/04/29                                                                                                                                     | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      405000 | PA      | $406692.44      | 0.00%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                    | FREMOR 6.875 05/01/31 144A                                                                                                                          | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      206000 | PA      | $192591.07      | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/BRL FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $364172.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                                 | BPLN 4.893 09/11/33                                                                                                                                 | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      842000 | PA      | $846291.98      | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK V5.316 06/06/36                                                                                                                                  | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101396.90      | 0.00%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Latvia (Republic Of)                                                                             | LATVIA 5.125 07/30/34 144A                                                                                                                          | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      200000 | PA      | $200250.00      | 0.00%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                                             | BXP 5.75 01/15/35                                                                                                                                   | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      433000 | PA      | $430622.88      | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                                     | USFOOD 6.875 09/15/28 144A                                                                                                                          | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      179000 | PA      | $182948.02      | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS PLN                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $48084.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD SMURFIT WESTROCK PLC                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $22838.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO 2025-3 Designated Activity Co.                                         | RFTE 2025-3X A                                                                                                                                      | CUSIP: 000000000<br>LEI: 6354009EFUWKAOBABO62 | Long             | ABS-O            | CORP              | IE        |     4760000 | PA      | $5507347.85     | 0.03%             | 2040-01-15      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.45 09/15/34                                                                                                                                   | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     7718000 | PA      | $7790234.38     | 0.04%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0026                                                                                                                                           | CUSIP: 3140XFA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5323663 | PA      | $4598521.63     | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                                       | BIIB 5.2 09/15/45                                                                                                                                   | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      271000 | PA      | $243778.76      | 0.00%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 1211 AVENUE OF THE AMERICAS TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2015-1211 | AOTA 2015-1211 D                                                                                                                                    | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4972000 | PA      | $4499660.00     | 0.03%             | 2035-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                                        | WTW 5.35 05/15/33                                                                                                                                   | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      472000 | PA      | $476939.07      | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-CHRS MORTGAGE TRUST                                                                   | BBCMS 2018-CHRS E                                                                                                                                   | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      640000 | PA      | $554203.58      | 0.00%             | 2038-08-06      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO                                                               | NEUB 2022-51A D1R2                                                                                                                                  | CUSIP: 64135BBC2<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | JE        |      590000 | PA      | $581960.37      | 0.00%             | 2036-10-23      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5482 FB                                                                                                                                         | CUSIP: 3137HHLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     7539539 | PA      | $7620538.01     | 0.04%             | 2054-12-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 5281                                                                                                                                             | CUSIP: 36202F2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      105547 | PA      | $104612.90      | 0.00%             | 2042-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                                              | ADI 4.25 06/15/28                                                                                                                                   | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       99000 | PA      | $99156.53       | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                                       | ADM 4.016 04/16/43                                                                                                                                  | CUSIP: 039483BH4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      504000 | PA      | $416535.20      | 0.00%             | 2043-04-16      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2017-1 LTD/CIFC Funding 2017-1 LLC                                                  | CIFC 2017-1A BRR                                                                                                                                    | CUSIP: 17181PAE9<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |     3710000 | PA      | $3714010.51     | 0.02%             | 2037-04-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7649                                                                                                                                           | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    17803868 | PA      | $15327263.08    | 0.09%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNA 8 LLC                                                                                        | FNH 2025-1 A                                                                                                                                        | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6067511 | PA      | $6042252.82     | 0.03%             | 2045-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.125 05/15/40                                                                                                                                    | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6836000 | PA      | $4306145.97     | 0.02%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                                      | KVUE 4.9 03/22/33                                                                                                                                   | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      661000 | PA      | $666319.31      | 0.00%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR ZT1953                                                                                                                                           | CUSIP: 3132AEE28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1353147 | PA      | $1326606.86     | 0.01%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                                                        | DHR 3.4 11/15/49                                                                                                                                    | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      143000 | PA      | $100348.59      | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J31502                                                                                                                                           | CUSIP: 31307MU38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      108731 | PA      | $106544.92      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance Designated Activity Company                                 | LMLOG 1X E                                                                                                                                          | CUSIP: 000000000<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-O            | CORP              | IE        |     2587647 | PA      | $2986487.77     | 0.02%             | 2033-08-17      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                                        | AES V6.95 07/15/55                                                                                                                                  | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      233000 | PA      | $217384.20      | 0.00%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | USD CALL VERSUS ZAR PUT                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   -20092000 | NC      | $-512149.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-D                                                              | DC 2024-HLTN A                                                                                                                                      | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      830000 | PA      | $833312.28      | 0.00%             | 2040-04-13      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 3.75 11/01/46                                                                                                                                   | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1811000 | PA      | $1377407.99     | 0.01%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bx Commercial Mortgage Trust 2018-Bioa                                                           | BX 2020-VIV3 B                                                                                                                                      | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3861513 | PA      | $3637254.47     | 0.02%             | 2044-03-11      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD SAWAI GROUP HOLDINGS LTD                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $24035.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 5.4 03/15/33                                                                                                                                     | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      846000 | PA      | $869734.79      | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 4.95 07/14/28 MTN                                                                                                                                | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      411000 | PA      | $418964.58      | 0.00%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA6342                                                                                                                                           | CUSIP: 3140QEBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11658794 | PA      | $10004557.82    | 0.06%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                                    | MLM 4.25 12/15/47                                                                                                                                   | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      101000 | PA      | $80733.68       | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                                | BRO 4.95 03/17/52                                                                                                                                   | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83338.90       | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 5.1 02/12/35                                                                                                                                    | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      262000 | PA      | $267328.30      | 0.00%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXVI LTD                                                                        | BLUEM 2019-26A D1R                                                                                                                                  | CUSIP: 09630GAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1080000 | PA      | $1063999.04     | 0.01%             | 2034-10-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/COP FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14253.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                              | AFRMT 2026-2A A                                                                                                                                     | CUSIP: 00833KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5626000 | PA      | $5617994.38     | 0.03%             | 2035-04-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| EUREX FRANKFURT AKTIENGESELLSCHAFT                                                               | EURO STOXX 50 Index Options(OESX) Index Opt                                                                                                         | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DE               | CORP              | DE        |         -62 | NC      | $-34684.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.5 12/31/31                                                                                                                                      | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29411700 | PA      | $30110227.88    | 0.17%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 5.918 03/20/28                                                                                                                                    | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4104000 | PA      | $4156015.33     | 0.02%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                                           | QTSII 2025-1A A2                                                                                                                                    | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7979000 | PA      | $7815570.13     | 0.04%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-7                                                                | VERUS 2024-7 B1                                                                                                                                     | CUSIP: 924925AG5<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-O            | CORP              | US        |      870000 | PA      | $870400.98      | 0.00%             | 2069-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 4.65 04/01/28                                                                                                                                  | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     2438000 | PA      | $2446941.71     | 0.01%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Elior Group                                                                                      | ELIOR 5.625 03/15/30                                                                                                                                | CUSIP: 000000000<br>LEI: 969500LYSYS0E800SQ95 | Long             | DBT              | CORP              | FR        |     1091000 | PA      | $1272756.62     | 0.01%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG U70060                                                                                                                                           | CUSIP: 3132G0B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       69743 | PA      | $69167.81       | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER III LLC                                                               | CMDC 2026-1A A23                                                                                                                                    | CUSIP: 20469BAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4339000 | PA      | $4249779.31     | 0.02%             | 2056-02-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association                                                           | WFC 5.95 08/26/36                                                                                                                                   | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |      250000 | PA      | $260504.60      | 0.00%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones S.A.U.                                                                      | TELEFO 7.045 06/20/36                                                                                                                               | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      831000 | PA      | $916565.01      | 0.01%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-42 FE                                                                                                                                      | CUSIP: 3136BWLP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     7706923 | PA      | $7799193.06     | 0.04%             | 2055-06-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0732                                                                                                                                           | CUSIP: 3132DMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6447590 | PA      | $5281843.16     | 0.03%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD ACCENTURE PLC CLASS A                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-30500.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.55 03/15/35                                                                                                                                  | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     2239000 | PA      | $2173924.94     | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                                       | ZBH 5.5 02/19/35                                                                                                                                    | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102074.20      | 0.00%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIGNAL PK CLO LTD 2017-4R                                                                        | SPEAK 2018-5A BR                                                                                                                                    | CUSIP: 82666VAE4<br>LEI: 635400SMPSPMTZRZQF40 | Long             | ABS-CBDO         | CORP              | KY        |      610000 | PA      | $607102.07      | 0.00%             | 2037-04-27      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                                 | BPLN 4.812 02/13/33                                                                                                                                 | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      536000 | PA      | $537734.51      | 0.00%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Velocity 2026-1 PLC                                                                              | VLCTY 2026-1 E                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PL94CXWBF7SX91 | Long             | ABS-O            | CORP              | GB        |      212000 | PA      | $280609.37      | 0.00%             | 2037-02-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD3128                                                                                                                                           | CUSIP: 3132DQPM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      201486 | PA      | $200525.13      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2079                                                                                                                                           | CUSIP: 3140QMJZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14319804 | PA      | $11670021.59    | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD SEMBCORP INDUSTRIES LTD                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-38524.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 3.6 02/01/45 C                                                                                                                                  | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      363000 | PA      | $257913.16      | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4158                                                                                                                                           | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10470747 | PA      | $8527782.44     | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK                                                    | USD/MYR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-805910.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C 8.125 07/15/39                                                                                                                                    | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1496000 | PA      | $1863226.56     | 0.01%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                                 | BPLN 5.017 11/17/27                                                                                                                                 | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     1732000 | PA      | $1754734.09     | 0.01%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FS TRUST 2026-HULA                                                                               | FS 2026-HULA A                                                                                                                                      | CUSIP: 30345AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3853000 | PA      | $3851794.78     | 0.02%             | 2041-03-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | MRSH 5.15 03/15/34                                                                                                                                  | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      872000 | PA      | $882360.82      | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD TENCENT HOLDINGS LTD                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11520.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2023-HE1                                                                             | FIGRE 2026-HE1 A                                                                                                                                    | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4753634 | PA      | $4714573.03     | 0.03%             | 2056-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD MERCARI INC                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1599.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                                            | REG 4.5 03/15/33                                                                                                                                    | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      115000 | PA      | $112140.76      | 0.00%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V4.875 PERP 144A                                                                                                                                | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      483000 | PA      | $476923.33      | 0.00%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                                     | NVDA 3.5 04/01/40                                                                                                                                   | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      490000 | PA      | $407996.83      | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD ORIENTAL LAND LTD                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-3400.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM 2025-167G MORTGAGE TRUST                                                                    | COMM 2025-167G A                                                                                                                                    | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2062000 | PA      | $2053840.87     | 0.01%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NYC TRUST 2024-3ELV                                                                              | NYCT 2024-3ELV D                                                                                                                                    | CUSIP: 62956HAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2195000 | PA      | $2194312.31     | 0.01%             | 2029-08-15      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                                      | BRKHEC 4.125 01/15/49                                                                                                                               | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      310000 | PA      | $227256.78      | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FISV 3.5 07/01/29                                                                                                                                   | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1256000 | PA      | $1203001.41     | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-LBA                                                                                | BX 2021-LBA AV                                                                                                                                      | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      963997 | PA      | $963394.61      | 0.01%             | 2036-02-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                 | DB V7.079 02/10/34                                                                                                                                  | CUSIP: 251526CT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      919000 | PA      | $984784.74      | 0.01%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| PAKISTAN GLOBAL SUKUK PROGRAMME CO LTD (THE)                                                     | PKSTAN 7.95 01/31/29 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 213800X5OY6CVYNY1M70 | Long             | DBT              | NUSS              | PK        |      905000 | PA      | $892556.25      | 0.01%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                                      | PEP 3.5 03/19/40                                                                                                                                    | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      928000 | PA      | $771142.11      | 0.00%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avaya Holdings Corp                                                                              | Avaya Holdings Corp COM NEW                                                                                                                         | CUSIP: 05351X507<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |         333 | NS      | $4745.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS X-R LTD                                                                      | OAKC 2014-10RA AR2                                                                                                                                  | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4590000 | PA      | $4575286.76     | 0.03%             | 2038-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance S.a.r.l.                                                                      | ARNDTN V5.25 PERP                                                                                                                                   | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |     1420000 | PA      | $1493531.43     | 0.01%             | N/A             | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BC2629                                                                                                                                           | CUSIP: 3140EW4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70071 | PA      | $67259.80       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6478                                                                                                                                           | CUSIP: 3140QSFU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      392700 | PA      | $389161.83      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/THB FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-163641.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                                 | BALL 2.875 08/15/30                                                                                                                                 | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91017.71       | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-LBA                                                                                | BX 2021-LBA GJV                                                                                                                                     | CUSIP: 05609BAR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1244264 | PA      | $1240375.68     | 0.01%             | 2036-02-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 10 LTD                                                                           | BGCLO 2025-15A A1                                                                                                                                   | CUSIP: 09078EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1500000 | PA      | $1498976.25     | 0.01%             | 2039-01-24      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Apidos Clo XXXIX Ltd / Apidos Clo XXXIX LLC                                                      | APID 2022-39A A1R                                                                                                                                   | CUSIP: 03766HAQ3<br>LEI: 549300NZQZOTNS7ILQ86 | Long             | ABS-CBDO         | CORP              | JE        |     1360000 | PA      | $1359304.50     | 0.01%             | 2038-10-21      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V3.068 04/30/41                                                                                                                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      262000 | PA      | $196697.32      | 0.00%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                                      | KVUE 4.85 05/22/32                                                                                                                                  | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      206000 | PA      | $208194.07      | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Company                                                                         | VMC 4.7 03/01/48                                                                                                                                    | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      303000 | PA      | $258390.69      | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB5145                                                                                                                                           | CUSIP: 3140QQWF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4628519 | PA      | $4756805.55     | 0.03%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                              | CSCO 5.9 02/15/39                                                                                                                                   | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      236000 | PA      | $249183.29      | 0.00%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                                      | LMT 3.8 03/01/45                                                                                                                                    | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      917000 | PA      | $724438.35      | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM1 TRUST                                                                             | GCAT 2022-NQM1 B1                                                                                                                                   | CUSIP: 36168VAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      564000 | PA      | $425910.41      | 0.00%             | 2067-02-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| BAYVIEW FINANCIAL REVOLVING ASSET TRUST 2005-E                                                   | BAYV 2005-A A1                                                                                                                                      | CUSIP: 073250BM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      966550 | PA      | $872794.23      | 0.00%             | 2040-02-28      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                                | SYY 5.1 09/23/30                                                                                                                                    | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      321000 | PA      | $323550.86      | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS XV LTD                                                                       | OAKC 2021-10RA A1                                                                                                                                   | CUSIP: 67121RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2420000 | PA      | $2417580.00     | 0.01%             | 2037-07-18      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Abra Global Finance                                                                              | ABRAGF 14 10/22/29 144A                                                                                                                             | CUSIP: 000852AC7<br>LEI: 2549007QS3P0D4KT9G26 | Long             | DBT              | CORP              | KY        |      583906 | PA      | $552287.09      | 0.00%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                                                       | BRKHEC 5.3 02/01/55                                                                                                                                 | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      239000 | PA      | $221646.89      | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG V84655                                                                                                                                           | CUSIP: 3132LAE40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      850249 | PA      | $835404.03      | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three S.a r.l.                           | ABEST 23 C                                                                                                                                          | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |      395436 | PA      | $460246.88      | 0.00%             | 2034-03-21      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                                                         | SUAMSA 6.35 05/13/32 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |     1369000 | PA      | $1437737.49     | 0.01%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                        | TOYOTA 4.8 01/05/34 MTN                                                                                                                             | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      156000 | PA      | $155143.28      | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                                    | OC 4.3 07/15/47                                                                                                                                     | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      135000 | PA      | $107109.09      | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | AJG 6.5 02/15/34                                                                                                                                    | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      149000 | PA      | $161120.58      | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust 2021-2                                                        | RMIT 2021-2 A                                                                                                                                       | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1053000 | PA      | $1024101.05     | 0.01%             | 2033-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                                                                         | USD/COP FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4961.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OWL ROCK CLO VII LTD                                                                             | OR 2022-7A AR                                                                                                                                       | CUSIP: 69121BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2110000 | PA      | $2101249.62     | 0.01%             | 2038-04-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/BRL FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18377.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                           | BARC 2024-NQM4 M1                                                                                                                                   | CUSIP: 06745KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2894200 | PA      | $2906293.41     | 0.02%             | 2064-12-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                                             | NCX 9 02/15/30 144A                                                                                                                                 | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      620000 | PA      | $654517.26      | 0.00%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Montgomery Square Consumer Funding 1 PLC                                                         | MSCF 1 C                                                                                                                                            | CUSIP: 000000000<br>LEI: 2138008R3BLOJPE63Y08 | Long             | ABS-O            | CORP              | GB        |      117000 | PA      | $154858.72      | 0.00%             | 2036-03-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Ithaca Energy (North Sea) plc                                                                    | IAECN 8.125 10/15/29 144A                                                                                                                           | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |      660000 | PA      | $676761.36      | 0.00%             | 2029-10-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD FASTENAL                                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $2961.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                              | ABT 4.65 03/15/36                                                                                                                                   | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     3026000 | PA      | $2958999.52     | 0.02%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.946 01/23/49                                                                                                                                 | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      841000 | PA      | $648426.33      | 0.00%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.3 05/14/36                                                                                                                                   | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      339000 | PA      | $320259.40      | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F032641<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  1484092001 | PA      | $1360384072.69  | 7.65%             | 2056-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 6.1 11/15/32                                                                                                                                    | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      349000 | PA      | $367663.85      | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy Inc                                                                           | GTE 9.75 04/15/31 144A                                                                                                                              | CUSIP: 38500TAD3<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     3007000 | PA      | $2627366.25     | 0.01%             | 2031-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                               | ARCC 5.8 03/08/32                                                                                                                                   | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      261000 | PA      | $257512.87      | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                           | BARC 2024-NQM3 B2                                                                                                                                   | CUSIP: 066941AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1816100 | PA      | $1817833.29     | 0.01%             | 2064-06-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG V60770                                                                                                                                           | CUSIP: 3132KE2B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2125 | PA      | $2068.31        | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLINGTON MGMT 4 LTD/LLC                                                                        | WELLI 2025-4A A                                                                                                                                     | CUSIP: 94957LAA7<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |     2530000 | PA      | $2521790.40     | 0.01%             | 2038-04-19      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |  -302376000 | NC      | $-1184396.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                     | NOC 4.9 06/01/34                                                                                                                                    | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      523000 | PA      | $521916.13      | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                                          | KGS 6.5 10/01/33 144A                                                                                                                               | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31334.86       | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                               | JPMMT 2021-INV7 A3X                                                                                                                                 | CUSIP: 46654CAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12985623 | PA      | $230890.88      | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VII DAC                                                   | VMED 7.5 07/15/33 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 984500871CCF07442C21 | Long             | DBT              | CORP              | IE        |      266000 | PA      | $269437.64      | 0.00%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 3.75 01/15/32                                                                                                                                   | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      186000 | PA      | $170465.88      | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS CMA CGM SA                                                                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-66487.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS3594                                                                                                                                           | CUSIP: 3138WC7G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      226185 | PA      | $222316.23      | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F062648<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -3413000 | PA      | $-3530761.40    | -0.02%            | 2056-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD ROYAL BANK OF CANADA                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12457.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD INTERNATIONAL PAPER CO                                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $10623.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 938580                                                                                                                                           | CUSIP: 31412YFV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25190 | PA      | $25677.58       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM6149                                                                                                                                           | CUSIP: 3140X9ZP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1653972 | PA      | $1525834.46     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                          | RSG 4.875 04/01/29                                                                                                                                  | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      318000 | PA      | $322761.97      | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                                | ETR 4.5 03/30/39                                                                                                                                    | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1453325.95     | 0.01%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                                                            | ALDAR V5.875 04/14/56 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |     3200000 | PA      | $2929952.00     | 0.02%             | 2056-04-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES TRUST 2024-IND2                                                                             | ARES1 2024-IND2 A                                                                                                                                   | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10370000 | PA      | $10370000.00    | 0.06%             | 2034-10-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                                                             | MEHILAINEN YHTIOT OY                                                                                                                                | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | LON              | CORP              | FI        |     1000000 | PA      | $1154208.69     | 0.01%             | 2031-08-25      | Floating      | 5.53%                 | No            |                  3 | On Loan: No      |
| UBS AG                                                                                           | MXN CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              | CORP              | CH        |   -33240000 | NC      | $-208127.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |    87334099 | NC      | $3204063.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG 3.195 07/18/29                                                                                                                                 | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      615000 | PA      | $589735.09      | 0.00%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                    | NI V6.375 03/31/55                                                                                                                                  | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      604000 | PA      | $617199.82      | 0.00%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STARZ ENTERTAINMENT CORP                                                                         | Starz Entertainment Corp. COM                                                                                                                       | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |        8031 | NS      | $92356.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRACELET HOLDINGS INC                                                                            | BRACEH 9.25 07/02/28                                                                                                                                | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5752000 | PA      | $5588739.12     | 0.03%             | 2028-07-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                                                                | TEX 5 05/15/29 144A                                                                                                                                 | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       28000 | PA      | $27585.76       | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J32326                                                                                                                                           | CUSIP: 31307NSP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      107663 | PA      | $105642.21      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIONS GATE TELEVISION INC                                                                        | LGF 6 04/15/30 144a                                                                                                                                 | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1819000 | PA      | $1668932.50     | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 AJ4687                                                                                                                                           | CUSIP: 36183AF47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       55227 | PA      | $52691.49       | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCI PH PARENT INC                                                                                | SCI PH PARENT INC                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        1875 | NS      | $2549100.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.25 02/15/52                                                                                                                                     | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28669500 | PA      | $17277853.36    | 0.10%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD3133                                                                                                                                           | CUSIP: 3132DQPS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2387801 | PA      | $2365580.93     | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J31999                                                                                                                                           | CUSIP: 31307NGG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      370989 | PA      | $361775.19      | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKGB 30 09/12/29 5Y                                                                                                                               | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    38691781 | PA      | $750319.57      | 0.00%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | IRS COP                                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-148337.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 2 06/17/31 MTN                                                                                                                                   | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      729000 | PA      | $646687.96      | 0.00%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating Limited Partnership                                                                | EQR 3.5 03/01/28                                                                                                                                    | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |      492000 | PA      | $484601.03      | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.33 03/15/50 MTN                                                                                                                              | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $831026.62      | 0.00%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co                                                                        | EPC 4.125 04/01/29 144A                                                                                                                             | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |       69000 | PA      | $65183.80       | 0.00%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BR1615                                                                                                                                           | CUSIP: 3140KYYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8586995 | PA      | $6963122.15     | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA2076                                                                                                                                           | CUSIP: 36179QJV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      105028 | PA      | $106703.55      | 0.00%             | 2044-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD GMO PAYMENT GATEWAY INC                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-13651.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                     | TMO 4.473 10/07/32                                                                                                                                  | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      146000 | PA      | $144468.50      | 0.00%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AE1982                                                                                                                                           | CUSIP: 36180UFX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      140387 | PA      | $131957.99      | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS CREDIT SUISSE GROUP AG                                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-23841.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                        | NEE 5.69 03/01/40                                                                                                                                   | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     1026000 | PA      | $1058759.97     | 0.01%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.013 04/04/51 MTN                                                                                                                             | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      914000 | PA      | $805227.68      | 0.00%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 3.5 07/09/41                                                                                                                                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1109000 | PA      | $741921.00      | 0.00%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Company                                                                          | AEE 5.625 03/01/55                                                                                                                                  | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      201000 | PA      | $195410.97      | 0.00%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-2                                                        | RMIT 2025-2 A                                                                                                                                       | CUSIP: 75908BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10082000 | PA      | $9971190.75     | 0.06%             | 2037-11-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 5.125 11/05/26                                                                                                                                    | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1562000 | PA      | $1565227.56     | 0.01%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | MXN CALL VERSUS EUR PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    -1204000 | NC      | $-7692.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                                  | EXC 3.7 09/15/47                                                                                                                                    | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     1254000 | PA      | $936895.09      | 0.01%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                                          | SPG 2.2 02/01/31                                                                                                                                    | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      149000 | PA      | $133547.09      | 0.00%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 7 LTD                                                                            | SPEAK 2019-1A A1R                                                                                                                                   | CUSIP: 82671EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $400359.12      | 0.00%             | 2037-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 7.25 12/11/55 144A                                                                                                                             | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1096000 | PA      | $1002292.00     | 0.01%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2025-IX LTD                                                                        | PKBLU 2025-9A C                                                                                                                                     | CUSIP: 70019UAG0<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | KY        |     2350000 | PA      | $2356787.98     | 0.01%             | 2038-10-20      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 7.125 02/12/32 7Y                                                                                                                            | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $200300.00      | 0.00%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA2404                                                                                                                                           | CUSIP: 3140Q9U68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      736868 | PA      | $732830.13      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOFI PERSONAL LOAN TRUST 2024-1                                                                  | SPLT 2024-1A A                                                                                                                                      | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2016992 | PA      | $2018895.57     | 0.01%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Ares European CLO XII Designated Activity Company                                                | ARESE 12A B1R                                                                                                                                       | CUSIP: 000000000<br>LEI: 635400XCOLUI5RNVIZ11 | Long             | ABS-O            | CORP              | IE        |      889000 | PA      | $1031359.06     | 0.01%             | 2032-04-20      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| GULF STREAM MERIDIAN 3 LTD                                                                       | RRAM 2024-29RA A1R                                                                                                                                  | CUSIP: 74989VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300150.00      | 0.00%             | 2039-07-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ConnectWise                                                                                      | ConnectWise Term Loan B 350 2028-09-07                                                                                                              | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2675464 | PA      | $2463647.36     | 0.01%             | 2028-09-29      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                                | DINO 5.5 09/01/32                                                                                                                                   | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |      472000 | PA      | $473075.38      | 0.00%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCLH 6.25 09/15/33 144A                                                                                                                             | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      137000 | PA      | $132936.36      | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.45 11/15/34                                                                                                                                   | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      282000 | PA      | $279242.21      | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Super 30Y Fixed                                                                            | FR SL2539                                                                                                                                           | CUSIP: 31427PZD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    34329679 | PA      | $34008056.46    | 0.19%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD ZTO EXPRESS (CAYMAN) INC                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-41883.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0378                                                                                                                                           | CUSIP: 3140XFM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15720506 | PA      | $13575153.94    | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 6.15 07/15/35                                                                                                                                    | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      477000 | PA      | $493262.67      | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BSPDF 2025-FL2 ISSUER LLC                                                                        | BSPDF 2025-FL2 A                                                                                                                                    | CUSIP: 05615KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1339000 | PA      | $1337432.97     | 0.01%             | 2042-12-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2022-1                                                        | RMIT 2022-1 C                                                                                                                                       | CUSIP: 75907DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      534000 | PA      | $530996.04      | 0.00%             | 2032-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2024-INV1                                                                        | NYMT 2024-INV1 A1                                                                                                                                   | CUSIP: 62956XAA9<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-O            | CORP              | US        |     1020922 | PA      | $1023184.37     | 0.01%             | 2069-06-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST                   | WMALT 2006-AR10 A2A                                                                                                                                 | CUSIP: 93935YAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      568991 | PA      | $478699.89      | 0.00%             | 2036-12-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                                       | LHX 5.25 06/01/31                                                                                                                                   | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102322.46      | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tcw Clo 2019-2 Ltd                                                                               | TCW 2019-2A A1R2                                                                                                                                    | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1270000 | PA      | $1269981.84     | 0.01%             | 2038-01-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BH9277                                                                                                                                           | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1703677 | PA      | $1586720.02     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 3.7 02/15/29                                                                                                                                  | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     3452000 | PA      | $3422331.89     | 0.02%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ardagh Group S A                                                                                 | ARGID 9.5 12/01/30 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     1791316 | PA      | $1878300.51     | 0.01%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                                              | EMACN 4.75 06/15/46                                                                                                                                 | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      106000 | PA      | $87446.46       | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS PLN                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $84066.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Company                                                                         | EMN 5.625 02/20/34                                                                                                                                  | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      216000 | PA      | $219011.73      | 0.00%             | 2034-02-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                                       | BIIB 5.75 05/15/35                                                                                                                                  | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      401000 | PA      | $414693.83      | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   -15336000 | NC      | $-106238.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | ICE 2.65 09/15/40                                                                                                                                   | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      619000 | PA      | $445784.61      | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DF RESIDENTIAL III                                                                               | DF RESIDENTIAL III                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     5690612 | NS      | $6259673.12     | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| NAAC REPERFORMING LOAN REMIC TRUST CERTIFICATES SERIES 2004-R1                                   | NAA 2004-R1 A2                                                                                                                                      | CUSIP: 62951MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      302344 | PA      | $284456.92      | 0.00%             | 2034-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D V7 06/01/54 B                                                                                                                                     | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     4328000 | PA      | $4577682.32     | 0.03%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-15YR                                                                                                                                           | CUSIP: 01F030447<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -3332000 | PA      | $-3181947.88    | -0.02%            | 2041-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                                    | OC 5.7 06/15/34                                                                                                                                     | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      642000 | PA      | $663660.78      | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COLT 2021-5 MORTGAGE LOAN TRUST                                                                  | COLT 2021-5 A1                                                                                                                                      | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1958095 | PA      | $1777365.28     | 0.01%             | 2066-11-25      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V1.922 10/24/31 MTN                                                                                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5675000 | PA      | $5029438.67     | 0.03%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-CES1                                                               | JPMMT 2026-CES1 A1B                                                                                                                                 | CUSIP: 46660BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      970373 | PA      | $962601.28      | 0.01%             | 2056-06-26      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS4488                                                                                                                                           | CUSIP: 3138WD7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51265 | PA      | $49851.82       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                                            | CPT 4.9 02/28/36                                                                                                                                    | CUSIP: 133131BC5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |      113000 | PA      | $109599.07      | 0.00%             | 2036-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MAIN TRUST 2026-OLAS                                                                             | MAIN 2026-OLAS A                                                                                                                                    | CUSIP: 56036BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10000000 | PA      | $9999947.00     | 0.06%             | 2041-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | SGD/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22305.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Connecticut Light and Power Company                                                          | ES 4.95 08/15/34                                                                                                                                    | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      113000 | PA      | $112050.36      | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEW RES MTG LN TR 2025-NQM1                                                                      | NRZT 2025-NQM1 A1                                                                                                                                   | CUSIP: 64832DAC5<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-O            | CORP              | US        |    10178780 | PA      | $10282513.86    | 0.06%             | 2065-01-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF3                                             | AMMST 2021-MF3 A5                                                                                                                                   | CUSIP: 03882KAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      679000 | PA      | $608094.34      | 0.00%             | 2054-10-16      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES TRUST 2007-HE1                                                     | MABS 2007-HE1 A4                                                                                                                                    | CUSIP: 576457AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1318273 | PA      | $1142654.38     | 0.01%             | 2037-05-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Aurora Innovation Inc                                                                            | Aurora Innovation Inc WT EXP 110326                                                                                                                 | CUSIP: 051774115<br>LEI: 984500AB2E0D9F7D9D76 | N/A              | DE               | CORP              | US        |       16026 | NC      | $3189.17        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Finance Corp                                                                                  | GS V0 02/17/31 Dmtn                                                                                                                                 | CUSIP: 40058XL69<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |    25124000 | PA      | $24451857.63    | 0.14%             | 2031-02-17      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| HIH TRUST 2024-61P                                                                               | HIH 2024-61P D                                                                                                                                      | CUSIP: 40444VAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1166679 | PA      | $1166679.15     | 0.01%             | 2041-10-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| SCULPTOR CLO XXXVI LTD                                                                           | SCUL 36A A1                                                                                                                                         | CUSIP: 81125KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2030000 | PA      | $2027872.76     | 0.01%             | 2039-01-31      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS5622                                                                                                                                           | CUSIP: 3138WFG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      206386 | PA      | $202216.27      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP INC                                                                   | NEW YORK COMMUNITY BANCORP INC                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         948 | NC      | $2493979.44     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC 4.15 01/24/29 MTN                                                                                                                               | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2316904.35     | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                            | ARE 2.95 03/15/34                                                                                                                                   | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      395000 | PA      | $333894.91      | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | BRL CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |    -2791000 | NC      | $-19892.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                               | CM V4.857 03/30/29                                                                                                                                  | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       61000 | PA      | $61488.00       | 0.00%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Breakwater Energy Holdings Sa R L                                                                | BRKWTR 9.25 11/15/30 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |      714000 | PA      | $749831.38      | 0.00%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST 2007-5                                                            | BAYC 2007-5A A4                                                                                                                                     | CUSIP: 07325WAE2<br>LEI: 549300I4K1GWFS0CTQ34 | Long             | ABS-O            | CORP              | US        |     2610292 | PA      | $1498723.78     | 0.01%             | 2037-10-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST 2008-2                                                            | BAYC 2008-2 A4A                                                                                                                                     | CUSIP: 07326HAJ3<br>LEI: 5493000GL2JJAFF26M50 | Long             | ABS-O            | CORP              | US        |      795706 | PA      | $793421.92      | 0.00%             | 2038-04-25      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN AB9337                                                                                                                                           | CUSIP: 31417GLT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      910342 | PA      | $833119.89      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 4.375 01/15/30                                                                                                                                  | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       77000 | PA      | $74580.41       | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD NIPPON STEEL CORP                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $27886.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC / RWLV Capital Inc.                                                  | RWLVCA 8.45 07/27/30 144A                                                                                                                           | CUSIP: 76120HAD9<br>LEI: 254900LHVH9D3APT8R82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190906.00      | 0.00%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD T&D HOLDINGS INC                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-10279.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                                  | CVX 4.819 04/15/32                                                                                                                                  | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102040.62      | 0.00%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD UNIPOL ASSICURAZIONI SPA                                                                                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $7814.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2021-2 LTD                                                                         | CAVU 2021-2A D1R                                                                                                                                    | CUSIP: 89624UAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $241246.25      | 0.00%             | 2034-10-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V5.59 11/26/35                                                                                                                               | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $203489.74      | 0.00%             | 2035-11-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 15 Ltd / Ballyrock CLO 15 LLC                                                      | BALLY 2021-1A A1R                                                                                                                                   | CUSIP: 05875TAJ6<br>LEI: 254900DRHPTI08KKW784 | Long             | ABS-CBDO         | CORP              | KY        |     6935000 | PA      | $6935085.30     | 0.04%             | 2038-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                                    | TACHEM 3.375 07/09/60                                                                                                                               | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      314000 | PA      | $196852.27      | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                              | AFRMT 2025-1A B                                                                                                                                     | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1155000 | PA      | $1158612.96     | 0.01%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CWMBS INC                                                                                        | CWHL 2007-9 A11                                                                                                                                     | CUSIP: 12544XAV7<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-O            | CORP              | US        |      696360 | PA      | $305584.92      | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                                  | GEHC 5.65 11/15/27                                                                                                                                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1631781.01     | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8097                                                                                                                                           | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    21275096 | PA      | $18315548.55    | 0.10%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REGATTA XVIII FUNDING LTD                                                                        | REG18 2021-1A A1R                                                                                                                                   | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2138445 | PA      | $2132247.14     | 0.01%             | 2038-04-15      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| RAD CLO 21 LTD                                                                                   | RAD 2023-21A CR                                                                                                                                     | CUSIP: 750099AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1494412.05     | 0.01%             | 2037-01-26      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                                       | LHX 5.4 07/31/33                                                                                                                                    | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      184000 | PA      | $188782.81      | 0.00%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5397                                                                                                                                           | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      516390 | PA      | $483832.68      | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 MORTGAGE TRUST                                                                       | CD 2017-CD6 B                                                                                                                                       | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      597000 | PA      | $565224.02      | 0.00%             | 2050-11-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO 2014-2 Ltd.                                                                     | BLUEM 2014-2A BR2                                                                                                                                   | CUSIP: 09626QBC0<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |      790000 | PA      | $790624.34      | 0.00%             | 2030-10-21      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 5.15 07/01/33                                                                                                                                   | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101143.18      | 0.00%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc.                                                                             | PYPL 3.9 06/01/27                                                                                                                                   | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      846000 | PA      | $841806.34      | 0.00%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BB MAUSER PACKAGING SOLUTIONS HOLD                                                               | BB MAUSER PACKAGING SOLUTIONS HOLD                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      524385 | PA      | $524385.00      | 0.00%             | 2027-03-22      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V5.827 02/13/35                                                                                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1658000 | PA      | $1679782.39     | 0.01%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM9318                                                                                                                                           | CUSIP: 3140XDK88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1414092 | PA      | $1307508.28     | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-J4                                                                   | CWALT 2005-J4 B1                                                                                                                                    | CUSIP: 12667GNJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       45104 | PA      | $44756.07       | 0.00%             | 2035-07-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 5.85 11/01/27                                                                                                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2991000 | PA      | $3046269.16     | 0.02%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SJM International Ltd.                                                                           | SJMHOL 6.5 01/15/31                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900D15HMHW0MJ6N62 | Long             | DBT              | CORP              | VG        |     2500000 | PA      | $2389425.00     | 0.01%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0496                                                                                                                                           | CUSIP: 3140XFRS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2510342 | PA      | $2404656.73     | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GREENSKY HME IMP ISSUER 2024-1                                                                   | GSKY 2024-1 B                                                                                                                                       | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      800139 | PA      | $810479.23      | 0.00%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 3.625 03/01/48                                                                                                                                   | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      173000 | PA      | $120549.09      | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                                       | ZBH 5.75 11/30/39                                                                                                                                   | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      116000 | PA      | $117287.36      | 0.00%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP Funding LLC                                                                           | NXPI 5.55 12/01/28                                                                                                                                  | CUSIP: 62947QBC1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |      489000 | PA      | $499650.42      | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HOME IMPROVEMENT HOME EQUITY LOANS SERIES 1997/A                                                 | GT 1997-3 M1                                                                                                                                        | CUSIP: 393505TZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      236141 | PA      | $239114.54      | 0.00%             | 2028-03-15      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AE9889                                                                                                                                           | CUSIP: 36181D7A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      268638 | PA      | $252424.90      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                           | BARC 2025-NQM1 B2                                                                                                                                   | CUSIP: 06744WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1699600 | PA      | $1698610.83     | 0.01%             | 2065-01-25      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Bluemountain Eur 2021-2 Clo Designated Activity Company                                          | BLUME 2021-2A B1                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400FUA3XKDDGLJL55 | Long             | ABS-O            | CORP              | IE        |     3280000 | PA      | $3783668.94     | 0.02%             | 2035-10-15      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD AAK                                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $20068.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA7255                                                                                                                                           | CUSIP: 3140QFBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3106693 | PA      | $2956589.15     | 0.02%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORIGEN MANUFACTURED HOUSING CONTRACT TRUST 2007-B                                                | ORGN 2007-B A1                                                                                                                                      | CUSIP: 68620KAA0<br>LEI: 5493005G5GFEQWMCSY59 | Long             | ABS-O            | CORP              | US        |       33872 | PA      | $33827.48       | 0.00%             | 2037-10-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                 | MRK 1.9 12/10/28                                                                                                                                    | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1018000 | PA      | $963856.54      | 0.01%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                                   | SARM 2006-3 4A                                                                                                                                      | CUSIP: 863579Y69<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      483031 | PA      | $246211.84      | 0.00%             | 2036-04-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2025-EWEST                                                                            | BFLD 2025-EWEST A                                                                                                                                   | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10008000 | PA      | $9976072.48     | 0.06%             | 2042-06-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Asimi Funding 2025-1 PLC                                                                         | ASIMI 2025-1 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |      196864 | PA      | $261046.90      | 0.00%             | 2032-05-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 5.2 03/01/47                                                                                                                                   | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      485000 | PA      | $428493.26      | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXIII LTD                                                            | BSP 2021-23A A1R                                                                                                                                    | CUSIP: 08186VAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $549206.63      | 0.00%             | 2034-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AH4260                                                                                                                                           | CUSIP: 3138A5WW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4464 | PA      | $4430.66        | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | IDR CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | GB        |     7532500 | NC      | $1202.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                 | MRK 5.7 12/04/65                                                                                                                                    | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      755000 | PA      | $733520.18      | 0.00%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY MUN WTR FIN AUTH                                                               | NY NYCUTL 5.88 06/15/2044                                                                                                                           | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     1665000 | PA      | $1675206.45     | 0.01%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                                               | SUCN 6.8 05/15/38                                                                                                                                   | CUSIP: 71644EAJ1<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |      262000 | PA      | $286276.11      | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST 2007-6                                                            | BAYC 2007-6A A4A                                                                                                                                    | CUSIP: 07326FAE8<br>LEI: 5493003DOWFR7J1QCW02 | Long             | ABS-O            | CORP              | US        |     1170494 | PA      | $1054530.31     | 0.01%             | 2037-12-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD EQUINOR                                                                                                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $185867.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS CATERPILLAR INC                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-49489.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR ZA1162                                                                                                                                           | CUSIP: 31329JJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25666 | PA      | $24284.36       | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD SERVICENOW INC                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-208064.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-L2                                                           | MSC 2019-L2 XA                                                                                                                                      | CUSIP: 61768HAX4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7951636 | PA      | $188630.30      | 0.00%             | 2052-03-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 4.5 08/10/33                                                                                                                                     | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3726000 | PA      | $3613972.97     | 0.02%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                             | GILD 2.8 10/01/50                                                                                                                                   | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      419000 | PA      | $259648.40      | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE TRUST 2022-RPL1                                                                | BARC 2022-RPL1 B                                                                                                                                    | CUSIP: 06745CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2124814 | PA      | $2125389.31     | 0.01%             | 2028-02-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                                           | PSD 5.638 04/15/41                                                                                                                                  | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      112000 | PA      | $110734.47      | 0.00%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF16                                                     | FFML 2006-FF16 2A3                                                                                                                                  | CUSIP: 320275AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8577736 | PA      | $3326545.71     | 0.02%             | 2036-12-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 2.375 03/31/29                                                                                                                                    | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    36277400 | PA      | $34793710.93    | 0.20%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN DG1547                                                                                                                                           | CUSIP: 3140U4WH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1420535 | PA      | $1406924.54     | 0.01%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                                     | GE 6.875 01/10/39 GMTN                                                                                                                              | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      772000 | PA      | $887512.69      | 0.00%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 6.7 02/16/32                                                                                                                                  | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      297000 | PA      | $290688.75      | 0.00%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | RPGB 6.375 04/28/35 1073                                                                                                                            | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   574680000 | PA      | $9143657.33     | 0.05%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6434                                                                                                                                           | CUSIP: 3140QSEG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70943 | PA      | $70256.25       | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZM8767                                                                                                                                           | CUSIP: 3131Y3W44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       53073 | PA      | $52044.84       | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 783314                                                                                                                                           | CUSIP: 36241LVF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      233320 | PA      | $238160.70      | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PRIVATE CREDIT FUND CLO 2                                                          | GCRED 2025-1A A1                                                                                                                                    | CUSIP: 38181WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1470000 | PA      | $1472844.16     | 0.01%             | 2039-10-18      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                     | UAL 4.875 03/01/29                                                                                                                                  | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      180000 | PA      | $176054.71      | 0.00%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2024-1 LTD                                                                         | CAVU 2024-1A A                                                                                                                                      | CUSIP: 895971AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4940000 | PA      | $4943023.77     | 0.03%             | 2038-01-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                                                | CNK 7 08/01/32 144A                                                                                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      125000 | PA      | $128435.88      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI TECHNOLOGY IN HOUSING TRUST 2023-1                                                     | PATH 2023-1 F                                                                                                                                       | CUSIP: 69547YAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3423000 | PA      | $2935676.05     | 0.02%             | 2040-10-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Halliburton Company                                                                              | HAL 7.45 09/15/39                                                                                                                                   | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      134000 | PA      | $156730.88      | 0.00%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1012                                                                                                                                           | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      708304 | PA      | $671248.77      | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.411 04/23/39                                                                                                                                  | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      126000 | PA      | $112842.94      | 0.00%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                                       | HUN 4.5 05/01/29                                                                                                                                    | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |       91000 | PA      | $85094.93       | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6 02/01/31 144A                                                                                                                              | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      110000 | PA      | $106912.50      | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Battalion CLO VIII Ltd.                                                                          | BATLN 2015-8A BR3                                                                                                                                   | CUSIP: 07132ACN1<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |     2901000 | PA      | $2893049.52     | 0.02%             | 2030-07-18      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                    | BDX 5.081 06/07/29                                                                                                                                  | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      378000 | PA      | $383577.91      | 0.00%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | CDS DISCOVERY GLOBAL HOLDINGS INC                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $43247.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingram Micro Inc.                                                                                | IM 4.75 05/15/29 144A                                                                                                                               | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |      132000 | PA      | $128295.25      | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO VII LTD /LLC                                                                        | TREST 2024-7A A1                                                                                                                                    | CUSIP: 89532XAC1<br>LEI: 254900F81BZ53L0B6092 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000228.10     | 0.01%             | 2037-10-26      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 890440                                                                                                                                           | CUSIP: 31410LHR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65712 | PA      | $64746.76       | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 5.625 11/17/29                                                                                                                                   | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      289000 | PA      | $300379.59      | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO 43 LTD                                                               | BSP 2025-43A A                                                                                                                                      | CUSIP: 08179QAA8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $499658.25      | 0.00%             | 2038-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.875 05/15/49                                                                                                                                    | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25757000 | PA      | $18311617.19    | 0.10%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.198 01/23/30                                                                                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1157869.67     | 0.01%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                                 | PCG 5.25 07/01/30                                                                                                                                   | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    18780000 | PA      | $18531955.64    | 0.10%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Travelers Companies, Inc.                                                                        | TRV 5.35 11/01/40                                                                                                                                   | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1147782.04     | 0.01%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD EBAY INC                                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $21031.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD ROCKWOOL A/S                                                                                                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $78829.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F032641<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -856655428 | PA      | $-785248083.84  | -4.41%            | 2056-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1                                                      | CGCMT 2015-P1 D                                                                                                                                     | CUSIP: 17324DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       15426 | PA      | $15078.77       | 0.00%             | 2048-09-17      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                                     | SRILAN 3.6 06/15/35 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      617000 | PA      | $467377.50      | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                                     | TGT 3.9 11/15/47                                                                                                                                    | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      107000 | PA      | $83330.31       | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO X LTD                                                                              | BATLN 2016-10A A1R3                                                                                                                                 | CUSIP: 07132JBL7<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |     1776756 | PA      | $1775884.86     | 0.01%             | 2035-01-16      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 7.05 02/03/31 144A                                                                                                                           | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      150000 | PA      | $155100.00      | 0.00%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CZK/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17325.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                                                         | V 3.65 09/15/47                                                                                                                                     | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      279000 | PA      | $212547.50      | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Penta Clo 17 Designated Activity Co.                                                             | PENTA 2024-17X DR                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900P6EQ7DE06DX267 | Long             | ABS-O            | CORP              | IE        |      370000 | PA      | $409494.96      | 0.00%             | 2039-02-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Atlas Funding 2024-1 PLC                                                                         | AFUND 2024-1 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-O            | CORP              | GB        |      342654 | PA      | $461635.02      | 0.00%             | 2061-09-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| DRYDEN 113 CLO LTD                                                                               | DRSLF 2022-113A AR3                                                                                                                                 | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1496950.50     | 0.01%             | 2037-10-15      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                               | USD/ZAR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-57527.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7534                                                                                                                                           | CUSIP: 3132DVLP8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    17487585 | PA      | $15062177.96    | 0.08%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                                               | CVECN 5.4 06/15/47                                                                                                                                  | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      140000 | PA      | $126722.87      | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN CLO 3 LTD                                                                           | NMC CLO-3A A1R                                                                                                                                      | CUSIP: 647550AQ5<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-O            | CORP              | KY        |     1070000 | PA      | $1070659.44     | 0.01%             | 2038-10-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                           | SRE V6.55 04/01/55                                                                                                                                  | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1378811.82     | 0.01%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V6.174 05/25/34                                                                                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1324000 | PA      | $1370496.77     | 0.01%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CHINA RUYI HOLDINGS LTD                                                                          | MSCOT 0 01/31/27                                                                                                                                    | CUSIP: 000000000<br>LEI: 984500976440498D1C06 | Long             | DBT              | CORP              | BM        |     3000000 | PA      | $364995.15      | 0.00%             | 2027-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                                 | CWALT 2007-3T1 1A1                                                                                                                                  | CUSIP: 02149VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      266243 | PA      | $112628.93      | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                                 | AMCX 10.5 07/15/32 144A                                                                                                                             | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      184000 | PA      | $181594.03      | 0.00%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TRUST SERIES 2007-A6                                               | CMALT 2007-A6 1A11                                                                                                                                  | CUSIP: 18976GAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400245 | PA      | $366575.90      | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | BRL/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $65801.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.25 11/14/28                                                                                                                                  | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100276.38      | 0.00%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                                      | AWK 5.25 03/01/35                                                                                                                                   | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      320000 | PA      | $325145.95      | 0.00%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc.                                                                           | WLSC 6.625 06/15/29 144A                                                                                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       39000 | PA      | $39438.52       | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                                           | DOW 9.4 05/15/39                                                                                                                                    | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $126647.85      | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.049 07/23/30                                                                                                                                  | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4234000 | PA      | $4285008.78     | 0.02%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 49 SENIOR LOAN FUND                                                                       | DRSLF 2017-49A BR                                                                                                                                   | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $499799.90      | 0.00%             | 2030-07-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                                      | BCECN 5.55 02/15/54                                                                                                                                 | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      603000 | PA      | $565628.73      | 0.00%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS6116                                                                                                                                           | CUSIP: 3138WFYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      219869 | PA      | $212899.05      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD SEKISUI CHEMICAL LTD                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $12703.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                                      | JBLU 2.75 05/15/32 2019                                                                                                                             | CUSIP: 477143AH4<br>LEI: 54930070J9H97ZO93T57 | Long             | ABS-O            | CORP              | US        |      633217 | PA      | $561177.86      | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                                            | LHAGR V5.25 01/15/55                                                                                                                                | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1131675.40     | 0.01%             | 2055-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.45 04/01/44                                                                                                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      494000 | PA      | $439458.13      | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OCTAGON 56 LTD                                                                                   | OCT56 2021-1A B                                                                                                                                     | CUSIP: 67577EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250045.30      | 0.00%             | 2034-10-16      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                                          | DUK 4.2 07/15/48                                                                                                                                    | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     1764000 | PA      | $1391606.88     | 0.01%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ocp Clo 2016-12 Ltd.                                                                             | OCP 2016-12A CR3                                                                                                                                    | CUSIP: 67092RBG2<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1253721.75     | 0.01%             | 2037-10-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V3.98 03/20/30                                                                                                                                    | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1618450.24     | 0.01%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                                              | MTXGR 0 07/15/33                                                                                                                                    | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $426253.26      | 0.00%             | 2033-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Providus Clo XIV DAC                                                                             | PRVD 14X D                                                                                                                                          | CUSIP: 000000000<br>LEI: 635400RHQLITOVVAUF62 | Long             | ABS-O            | CORP              | IE        |      961000 | PA      | $1079384.44     | 0.01%             | 2040-04-18      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS6141                                                                                                                                           | CUSIP: 3138WFZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      272429 | PA      | $263793.83      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD WHARF REAL ESTATE INVESTMENT CO LTD                                                                                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $28995.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q61322                                                                                                                                           | CUSIP: 3132VMPG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      589488 | PA      | $581572.36      | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | SCHW V6.196 11/17/29                                                                                                                                | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      609000 | PA      | $636492.42      | 0.00%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 6 05/20/34                                                                                                                                     | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      370000 | PA      | $377382.15      | 0.00%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA MORTGAGE TRUST                                                                    | DBSG 2024-ALTA A                                                                                                                                    | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2583650 | PA      | $2607836.32     | 0.01%             | 2037-06-12      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                        | MGM 6.5 04/15/32                                                                                                                                    | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      164000 | PA      | $165353.82      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/MXN FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-166326.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2017-1 Ltd.                                                                   | ROCKT 2017-1A AR2                                                                                                                                   | CUSIP: 77340EAW6<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |     4827000 | PA      | $4826775.54     | 0.03%             | 2034-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA6746                                                                                                                                           | CUSIP: 3140QEP89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10048717 | PA      | $9317491.65     | 0.05%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 10-Year T-Note Options                                                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -33 | NC      | $-22687.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 5.25 09/10/60                                                                                                                                | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      113887 | PA      | $103181.62      | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.5 03/31/31 144A                                                                                                                               | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      274000 | PA      | $270896.13      | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BF0056                                                                                                                                           | CUSIP: 3140FXB27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1980532 | PA      | $2032196.56     | 0.01%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB5227                                                                                                                                           | CUSIP: 3140QQYZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1302694 | PA      | $1314704.41     | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                     | NSC 3.942 11/01/47                                                                                                                                  | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     1356000 | PA      | $1036208.00     | 0.01%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 4.85 03/05/27 MTN                                                                                                                                | CUSIP: 24422EXM6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      768000 | PA      | $773129.59      | 0.00%             | 2027-03-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                           | BARC 2024-NQM1 B3                                                                                                                                   | CUSIP: 06745AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2836000 | PA      | $2838236.19     | 0.02%             | 2064-01-25      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| SERVICE EXPERTS ISSUER 2024-1 LLC                                                                | SE 2024-1A A                                                                                                                                        | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2887730 | PA      | $2945437.20     | 0.02%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                                 | BALL 3.125 09/15/31                                                                                                                                 | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      125000 | PA      | $112573.01      | 0.00%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2021-E                                                                  | AJAXM 2021-E A1                                                                                                                                     | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18121875 | PA      | $15855560.67    | 0.09%             | 2060-12-25      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                                   | DGX 6.4 11/30/33                                                                                                                                    | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      141000 | PA      | $153476.39      | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | WMB 3.5 11/15/30                                                                                                                                    | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      286000 | PA      | $271802.22      | 0.00%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-BRBK A                                                                                                                                      | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8630000 | PA      | $8608425.00     | 0.05%             | 2041-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 4.125 03/16/27                                                                                                                                   | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      567000 | PA      | $566632.06      | 0.00%             | 2027-03-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                               | BBVASM V6.875 PERP                                                                                                                                  | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $483450.91      | 0.00%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                         | APTV 5.15 09/13/34                                                                                                                                  | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      508000 | PA      | $518368.52      | 0.00%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | UYU/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $48491.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                                               | ASTONM 10.375 03/31/29 REGS                                                                                                                         | CUSIP: 000000000<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      652000 | PA      | $662256.38      | 0.00%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Amcor Group Finance PLC                                                                          | AMCR 5.45 05/23/29                                                                                                                                  | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |      451000 | PA      | $462099.43      | 0.00%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc                                                                           | OTEXCN 4.125 12/01/31 144A                                                                                                                          | CUSIP: 683720AC0<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -663000 | PA      | $-565798.17     | -0.00%            | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International S.a.r.l.                                                             | LHMCFI 6.5 03/15/29 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      569000 | PA      | $669225.74      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                                  | CAMLNG 3.402 01/15/38 144A                                                                                                                          | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     7021000 | PA      | $6113355.87     | 0.03%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                        | KHC 6.5 02/09/40                                                                                                                                    | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      865000 | PA      | $903234.58      | 0.01%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 5.55 08/15/41                                                                                                                                     | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      130000 | PA      | $125663.65      | 0.00%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                                       | ORSTED V5.125 03/14/24                                                                                                                              | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      235000 | PA      | $271576.18      | 0.00%             | 3024-03-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA8892                                                                                                                                           | CUSIP: 3133KQ2Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1636500 | PA      | $1682855.04     | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                                                 | CZK/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $120353.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                               | RPRX 2.15 09/02/31                                                                                                                                  | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      160000 | PA      | $139432.31      | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD CHINA PACIFIC INSURANCE (GROUP) LT                                                                                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $67161.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer Inc.                                                       | EMECLI 6.375 12/15/30 REGs                                                                                                                          | CUSIP: 000000000<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |      579000 | PA      | $681197.78      | 0.00%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding Clo II Designated Activity Company                                         | CIFCE 2X DR                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300NYQTL91Z5R9B69 | Long             | ABS-O            | CORP              | IE        |      300000 | PA      | $344138.70      | 0.00%             | 2039-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-4                                                                  | JPMMT 2021-4 B4                                                                                                                                     | CUSIP: 46652VCA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      263275 | PA      | $210249.36      | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                                                   | AZO 6.55 11/01/33                                                                                                                                   | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      379000 | PA      | $412507.67      | 0.00%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                                                               | UNIT 7.5 10/15/33 144A                                                                                                                              | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |       85000 | PA      | $88370.39       | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 B.V.                                                                   | HBRLN V6.117 PERP REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      287000 | PA      | $335233.67      | 0.00%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-RR1                                                                                    | NYMT 2024-RR1 A                                                                                                                                     | CUSIP: 62956VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6327944 | PA      | $6287957.23     | 0.04%             | 2064-05-28      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED                                                 | GBP/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $119180.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.75 03/01/35                                                                                                                                   | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      341000 | PA      | $350600.21      | 0.00%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.5 06/15/47                                                                                                                                    | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1629000 | PA      | $1492736.04     | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings Group Inc                                                                     | Hydrofarm Holdings Group Inc                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2093862 | PA      | $1046931.16     | 0.01%             | 2028-10-25      | Floating      | 9.43%                 | No            |                  3 | On Loan: No      |
| DTE Electric Co.                                                                                 | DTE 5.85 05/15/55                                                                                                                                   | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      202000 | PA      | $203328.17      | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V6.561 10/24/34                                                                                                                                  | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      484000 | PA      | $526201.12      | 0.00%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| M&T BANK RV TRUST 2026-1                                                                         | MTBRV 2026-1A A                                                                                                                                     | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3574750 | PA      | $3534311.46     | 0.02%             | 2046-01-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                           | BARC 2024-NQM1 A3                                                                                                                                   | CUSIP: 06745AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1694604 | PA      | $1700878.59     | 0.01%             | 2064-01-25      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G16186                                                                                                                                           | CUSIP: 3128MFCX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1412704 | PA      | $1368939.95     | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                                       | LHX 5.35 06/01/34                                                                                                                                   | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      766000 | PA      | $778592.95      | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc.                                                                           | TXN 5.05 05/18/63                                                                                                                                   | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      348000 | PA      | $305752.91      | 0.00%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AE2929                                                                                                                                           | CUSIP: 31419DHF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9651 | PA      | $9759.09        | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 1.5 02/15/30                                                                                                                                      | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23763000 | PA      | $21745001.37    | 0.12%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY MUN WTR FIN AUTH                                                               | NY NYCUTL 6.01 06/15/2042                                                                                                                           | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     2430000 | PA      | $2503633.62     | 0.01%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD CONSTELLATION BRANDS INC CLASS A                                                                                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $23056.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Hartford Insurance Group Inc.                                                                | HIG 2.8 08/19/29                                                                                                                                    | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      830000 | PA      | $785940.78      | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 4.5 09/15/30                                                                                                                                     | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       81000 | PA      | $80726.66       | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 4.05 08/22/47                                                                                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      640000 | PA      | $511751.33      | 0.00%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                               | RPRX 5.2 09/25/35                                                                                                                                   | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      246000 | PA      | $242785.29      | 0.00%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2023-68 FB                                                                                                                                      | CUSIP: 3136BQF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     8541443 | PA      | $8577375.94     | 0.05%             | 2054-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Totalenergies Capital USA LLC                                                                    | TTEFP 4.569 01/13/33                                                                                                                                | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |     1124000 | PA      | $1112619.85     | 0.01%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 5.75 01/15/34                                                                                                                                  | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1218000 | PA      | $1270138.78     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERDELITE STATIC CLO 2024-1 LTD                                                                  | BVSTAT 2024-1A A                                                                                                                                    | CUSIP: 92338VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1449072 | PA      | $1449365.28     | 0.01%             | 2032-07-20      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD INTUITIVE SURGICAL INC                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-76009.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD TAKE TWO INTERACTIVE SOFTWARE INC                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10713.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TK Elevator Us Newco Inc.                                                                        | THYELE 5.25 07/15/27 144A                                                                                                                           | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199477.20      | 0.00%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LESSEN HOLDINGS INC PREF                                                                         | LESSEN HOLDINGS INC PREF                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      143367 | NS      | $1.43           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 4.125 11/16/28                                                                                                                                  | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      759000 | PA      | $755813.70      | 0.00%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                            | BSABS 2007-HE2 22A                                                                                                                                  | CUSIP: 07389YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      319152 | PA      | $303833.19      | 0.00%             | 2037-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA6849                                                                                                                                           | CUSIP: 3140QETF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2081291 | PA      | $2002637.77     | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD CSG CLASS A                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $354409.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                               | RPRX 5.9 09/02/54                                                                                                                                   | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      451000 | PA      | $432996.83      | 0.00%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Atlas Funding 2024-1 PLC                                                                         | AFUND 2024-1 C                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-O            | CORP              | GB        |      518476 | PA      | $689395.52      | 0.00%             | 2061-09-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB8870                                                                                                                                           | CUSIP: 31417F2C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       84164 | PA      | $82956.95       | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brck Trust 2025 830B                                                                             | BRCK 2025-830B F                                                                                                                                    | CUSIP: 10635AAN9<br>LEI: 213800SK28MWXB3K3P26 | Long             | ABS-O            | CORP              | US        |     1971000 | PA      | $2025715.95     | 0.01%             | 2042-12-11      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                 | PARA 6.875 04/30/36                                                                                                                                 | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      405000 | PA      | $355254.92      | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BD8963                                                                                                                                           | CUSIP: 3140FG5Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93936 | PA      | $85366.66       | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 5.125 02/10/30                                                                                                                                 | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      607000 | PA      | $614779.72      | 0.00%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                             | EIX 4.8 03/15/31                                                                                                                                    | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      512000 | PA      | $499799.23      | 0.00%             | 2031-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8172                                                                                                                                           | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1535332 | PA      | $1244270.03     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Venture 32 Clo Ltd.                                                                              | VENTR 2018-32A A2A                                                                                                                                  | CUSIP: 92325QAC1<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |       99460 | PA      | $99233.10       | 0.00%             | 2031-07-18      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Clariane SE                                                                                      | CLARFP 0.875 03/06/27                                                                                                                               | CUSIP: 000000000<br>LEI: 969500WEPS61H6TJM037 | Long             | DBT              | CORP              | FR        |      472100 | PA      | $321365.61      | 0.00%             | 2027-03-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XI Ltd / OHA Credit Partners XI LLC                                          | OAKC 2015-11A A1R2                                                                                                                                  | CUSIP: 67109FAU9<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |     3780000 | PA      | $3781134.00     | 0.02%             | 2037-04-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-AF2                                                  | MLMI 2006-AF2 AV1                                                                                                                                   | CUSIP: 59023NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      633399 | PA      | $311015.07      | 0.00%             | 2037-09-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                                           | BX 2025-JDI A                                                                                                                                       | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8934709 | PA      | $8937490.55     | 0.05%             | 2042-11-17      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                                 | SCRT 2017-3 BIO                                                                                                                                     | CUSIP: 35563PCJ6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     2484646 | PA      | $283737.40      | 0.00%             | 2056-07-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                                    | XEL 2.9 03/01/50                                                                                                                                    | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      486000 | PA      | $314344.17      | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                            | ARE 5.5 10/01/35                                                                                                                                    | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      440000 | PA      | $437948.06      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI                                                  | WFCM 2024-1CHI A                                                                                                                                    | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2829000 | PA      | $2841055.78     | 0.02%             | 2035-07-17      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                                              | HNDA 5.337 07/08/35                                                                                                                                 | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $197873.95      | 0.00%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC (THE)                                                                          | CGMS 2017-3A A1R2                                                                                                                                   | CUSIP: 14314FAY4<br>LEI: 529900NGGVF94UK6PG95 | Long             | ABS-CBDO         | CORP              | US        |     4158000 | PA      | $4162385.86     | 0.02%             | 2037-10-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Apidos Clo LV / Apidos Clo LV LLC                                                                | APID 2025-55A A1                                                                                                                                    | CUSIP: 03771VAA0<br>LEI: 254900Z4DQDC7AU0J989 | Long             | ABS-CBDO         | CORP              | KY        |     2590000 | PA      | $2587725.46     | 0.01%             | 2039-01-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZL8482                                                                                                                                           | CUSIP: 3131XQM78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      349535 | PA      | $331249.27      | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                                           | SAH 4.875 11/15/31 144A                                                                                                                             | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       38000 | PA      | $36017.52       | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA 6.625 11/15/30                                                                                                                                 | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     1450000 | PA      | $1611701.67     | 0.01%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV5                                                               | JPMMT 2021-INV5 AX1                                                                                                                                 | CUSIP: 46653XAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    85278231 | PA      | $892274.65      | 0.01%             | 2051-12-25      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 4 10/15/30 144A                                                                                                                               | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      214000 | PA      | $201143.99      | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS DEUTSCHE BANK AG                                                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-67665.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49                                                   | WFCM 2019-C49 D                                                                                                                                     | CUSIP: 95001WAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      514000 | PA      | $420414.84      | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Alternative Loan Trust 2006-S3                                                         | JPALT 2007-A1 1A4                                                                                                                                   | CUSIP: 466287AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      578116 | PA      | $485920.10      | 0.00%             | 2037-03-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                           | ARNC 8 10/01/30 144A                                                                                                                                | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |       87000 | PA      | $90581.53       | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD GALDERMA GROUP AG                                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $9815.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcos Dorados B.V.                                                                               | ARCO 6.375 01/29/32 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |      428000 | PA      | $437330.40      | 0.00%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Travelers Companies, Inc.                                                                        | TRV 5.45 05/25/53                                                                                                                                   | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      306000 | PA      | $292666.96      | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                  | FG Q62549                                                                                                                                           | CUSIP: 3132VNZP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1653329 | PA      | $1628817.62     | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA.                                                                             | CEETRU 5.875 04/17/28 EMTN                                                                                                                          | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1505383.42     | 0.01%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| POINT BROADBAND FUNDING LLC                                                                      | POINTB 2025-1A C                                                                                                                                    | CUSIP: 73052AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2274000 | PA      | $2317862.28     | 0.01%             | 2055-07-15      | Fixed         | 8.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL7227                                                                                                                                           | CUSIP: 3138EQA51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      241892 | PA      | $236823.13      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP                                                        | JBLU 9.875 09/20/31 144A                                                                                                                            | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      312000 | PA      | $294858.20      | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                                 | DB V6.75 PERP ..                                                                                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $683974.24      | 0.00%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER 2 INC                                                                       | RCAP 10 08/15/30 144A                                                                                                                               | CUSIP: 04020JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $63729.88       | 0.00%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 TRUST                                                                            | HOMES 2025-NQM5 A1                                                                                                                                  | CUSIP: 43762CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5130768 | PA      | $5104824.95     | 0.03%             | 2070-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD BLUE ZONES HOLDINGS LTD                                                                                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $26310.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN DE5947                                                                                                                                           | CUSIP: 3140BJTD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2645338 | PA      | $2707809.72     | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO 1 Designated Activity Co.                                                  | SPCEU 1X D                                                                                                                                          | CUSIP: 000000000<br>LEI: 254900E59SU5T0V8CI79 | Long             | ABS-O            | CORP              | IE        |      370000 | PA      | $424524.03      | 0.00%             | 2039-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL4712                                                                                                                                           | CUSIP: 31427SGW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    58350193 | PA      | $57821492.40    | 0.33%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-1                                                                   | MSAIC 2020-1A A                                                                                                                                     | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      519037 | PA      | $457637.96      | 0.00%             | 2046-04-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD RELX PLC                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16904.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kennedy Lewis Clo 13 Ltd. / Kennedy Lewis Clo 13 LLC                                             | KLLM 2023-13A A1R                                                                                                                                   | CUSIP: 488930AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     3610000 | PA      | $3599850.49     | 0.02%             | 2038-01-20      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                       | CUSIP: 21H032647<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5794000 | PA      | $5313418.58     | 0.03%             | 2056-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 4.6 01/15/31                                                                                                                                    | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      279000 | PA      | $279455.26      | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD SPIE SA                                                                                                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $11589.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                                           | LNC 3.05 01/15/30                                                                                                                                   | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |       26000 | PA      | $24463.29       | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.9 01/24/28 W                                                                                                                                 | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      240000 | PA      | $240870.42      | 0.00%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GULF STREAM MERIDIAN 6 LTD                                                                       | RRAM 2024-36RA A1R                                                                                                                                  | CUSIP: 74989AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $550003.85      | 0.00%             | 2040-01-17      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International PLC / Tyco Fire & Security Finance S.C.A.                         | JCI 5.5 04/19/29                                                                                                                                    | CUSIP: 477921AA8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      220000 | PA      | $227276.17      | 0.00%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regatta XI funding LTD                                                                           | REG11 2018-1A BR                                                                                                                                    | CUSIP: 75887XAQ0<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |     3270000 | PA      | $3275473.33     | 0.02%             | 2037-07-17      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance S.a.r.l.                                                                      | ARNDTN V5.125 PERP                                                                                                                                  | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |     1081000 | PA      | $1127087.89     | 0.01%             | N/A             | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEGlobal BV                                                                                      | EQPTRC 4.25 11/03/26 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $197937.50      | 0.00%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                       | AAPL 2.65 02/08/51                                                                                                                                  | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     7821000 | PA      | $4733262.47     | 0.03%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER III LLC                                                               | CMDC 2025-3A A2                                                                                                                                     | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9702000 | PA      | $9606669.12     | 0.05%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD BEIERSDORF AG                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $133296.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                                          | BLKPRL 6.125 02/15/31 144A                                                                                                                          | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       66000 | PA      | $67174.60       | 0.00%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BPR 2022-SSP                                                                                     | BPR 2022-SSP A                                                                                                                                      | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1270000 | PA      | $1270000.00     | 0.01%             | 2039-05-16      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2018-2                                                      | DRMT 2025-INV1 B1                                                                                                                                   | CUSIP: 24382EAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      773214 | PA      | $762916.95      | 0.00%             | 2060-11-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                                | ETR 5 09/15/52                                                                                                                                      | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87068.01       | 0.00%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AD2252                                                                                                                                           | CUSIP: 36180DQD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      155891 | PA      | $146387.39      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                                          | TLN 6.25 02/01/34 144A                                                                                                                              | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197771.68      | 0.00%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| China Oil and Gas Group Ltd.                                                                     | CHIOIL 7 02/04/29                                                                                                                                   | CUSIP: 000000000<br>LEI: 52990063CVI7GDV4JZ06 | Long             | DBT              | CORP              | BM        |     2000000 | PA      | $1922625.00     | 0.01%             | 2029-02-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                                 | PSD 5.725 03/15/35                                                                                                                                  | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      601000 | PA      | $605372.75      | 0.00%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                                   | SPGI 4.25 05/01/29                                                                                                                                  | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      349000 | PA      | $348168.13      | 0.00%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DK TRUST 2024-SPBX                                                                               | DK 2024-SPBX A                                                                                                                                      | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4850000 | PA      | $4848484.38     | 0.03%             | 2034-03-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                               | COP 5.3 05/15/53                                                                                                                                    | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      435000 | PA      | $402550.87      | 0.00%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 3.825 03/01/59                                                                                                                                   | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      540000 | PA      | $361416.31      | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                                 | PR 5.875 07/01/29 144A                                                                                                                              | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100114.10      | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB0200                                                                                                                                           | CUSIP: 31416VGJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      248451 | PA      | $255422.77      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG V5.422 02/22/29                                                                                                                                | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      552000 | PA      | $560862.60      | 0.00%             | 2029-02-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM1 TRUST                                                                              | MFRA 2021-NQM1 B1                                                                                                                                   | CUSIP: 55283FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3310000 | PA      | $2779092.88     | 0.02%             | 2065-04-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 4.375 12/01/47                                                                                                                                  | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      155000 | PA      | $124678.14      | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-22T1                                    | CWALT 2005-22T1 A1                                                                                                                                  | CUSIP: 12667GGN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2570580 | PA      | $2273660.83     | 0.01%             | 2035-06-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| VEHIS AUTO LEASING 2025 DAC MEZZ LOAN/REVOLVE                                                    | VEHIS AUTO LEASING 2025 DAC MEZZ LOAN/REVOLVE                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |     4997745 | PA      | $1346302.75     | 0.01%             | 2032-06-10      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                    | BDX 4.298 08/22/32                                                                                                                                  | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      124000 | PA      | $120190.15      | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2021-96 MI                                                                                                                                      | CUSIP: 38382UVU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     5437719 | PA      | $910685.78      | 0.01%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL9227                                                                                                                                           | CUSIP: 3138ERHD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74715 | PA      | $70182.56       | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                                              | CHDN 4.75 01/15/28 144A                                                                                                                             | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      310000 | PA      | $305820.67      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                                         | DUK 3.7 10/15/46                                                                                                                                    | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     2928000 | PA      | $2178669.43     | 0.01%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                                             | TECOAR 9.25 05/28/33 144A                                                                                                                           | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      997926 | PA      | $1033239.31     | 0.01%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WOM NEW HOLDCO COMMON                                                                            | WOM NEW HOLDCO COMMON                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        9330 | NS      | $214590.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| American International Group Inc.                                                                | AIG 4.85 05/07/30                                                                                                                                   | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      280000 | PA      | $282812.95      | 0.00%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                                     | CVX 2.236 05/11/30                                                                                                                                  | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      204000 | PA      | $188342.73      | 0.00%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V5.24 05/13/31                                                                                                                                 | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1451000 | PA      | $1471437.41     | 0.01%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 3.75 02/05/70                                                                                                                                   | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      589000 | PA      | $391356.94      | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G08728                                                                                                                                           | CUSIP: 3128MJY20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2596538 | PA      | $2494198.63     | 0.01%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS CZK                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $41176.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD WHITECAP RESOURCES INC                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $59675.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bbva Consumer 2026-1 Fondo De Titulizacion                                                       | BBVAC 2026-1 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 9598008ZNM97MVXBD120 | Long             | ABS-O            | CORP              | ES        |     1500000 | PA      | $1714081.74     | 0.01%             | 2039-05-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 889983                                                                                                                                           | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63606 | PA      | $66723.77       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA Inc.                                                                            | BZH 7.25 10/15/29                                                                                                                                   | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     3721000 | PA      | $3717280.12     | 0.02%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-LBA                                                                                | BX 2021-LBA GV                                                                                                                                      | CUSIP: 05609BBM0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4206317 | PA      | $4193172.42     | 0.02%             | 2036-02-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                                           | ENR 6 09/15/33 144A                                                                                                                                 | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      109000 | PA      | $102082.12      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | FITB V4.895 09/06/30                                                                                                                                | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      378000 | PA      | $379260.41      | 0.00%             | 2030-09-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2018-1 Ltd/ Llc                                                               | ROCKT 2018-1A A                                                                                                                                     | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |      831174 | PA      | $831651.62      | 0.00%             | 2031-05-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG 8.125 06/01/28 144A                                                                                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      667000 | PA      | $682154.91      | 0.00%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-1                                                    | VCC 2022-1 M4                                                                                                                                       | CUSIP: 92258XAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      567323 | PA      | $475303.41      | 0.00%             | 2052-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD AIRBNB INC                                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-34087.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMMIT ISSUER LLC                                                                                | Summit Issuer LLC                                                                                                                                   | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5981000 | PA      | $5965984.70     | 0.03%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                                      | KVUE 5.05 03/22/28                                                                                                                                  | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     1119000 | PA      | $1136077.28     | 0.01%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ATI Inc                                                                                          | ATI 7.25 08/15/30                                                                                                                                   | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      290000 | PA      | $300721.01      | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Santander Consumo 10 Fondo De Titulizacion                                                       | CONSU 10 D                                                                                                                                          | CUSIP: 000000000<br>LEI: 959800GJKQBW5TDZB992 | Long             | ABS-O            | CORP              | ES        |     1200000 | PA      | $1387068.55     | 0.01%             | 2041-05-22      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG V60904                                                                                                                                           | CUSIP: 3132KFAD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      505802 | PA      | $491195.07      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ministerio de Hacienda y Credito Publico                                                         | COLTES 5.75 11/03/27 B                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 44483600000 | PA      | $10745829.02    | 0.06%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2418                                                                                                                                           | CUSIP: 3140QMVL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5394216 | PA      | $4813228.39     | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR10 Trust                                                            | PROG 2021-SFR10 F                                                                                                                                   | CUSIP: 74333WAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7123831 | PA      | $6974664.80     | 0.04%             | 2040-12-19      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA7597                                                                                                                                           | CUSIP: 3140QFNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8306360 | PA      | $7171723.17     | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RAD CLO 14 LTD                                                                                   | RAD 2021-14A A                                                                                                                                      | CUSIP: 75009RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3680000 | PA      | $3680664.24     | 0.02%             | 2035-01-16      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD SANTOS LTD                                                                                                                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $21896.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Abs Italian Stella Loans s.r.l.                                                             | ISTEL 2024-1 C                                                                                                                                      | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |      315343 | PA      | $366840.51      | 0.00%             | 2036-12-29      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | JNJ 4.9 06/01/31                                                                                                                                    | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      229000 | PA      | $236618.70      | 0.00%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                           | FR SD0490                                                                                                                                           | CUSIP: 3132DMRK3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |    15270203 | PA      | $14748042.09    | 0.08%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | CRM 4.9 09/15/31                                                                                                                                    | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     3468000 | PA      | $3463088.27     | 0.02%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 4.1 11/15/30                                                                                                                                  | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    20280000 | PA      | $20141761.18    | 0.11%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA3313                                                                                                                                           | CUSIP: 3133KJVE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4042543 | PA      | $3612358.42     | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                        | MSCI 3.625 09/01/30 144A                                                                                                                            | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     7909000 | PA      | $7475571.22     | 0.04%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA3282                                                                                                                                           | CUSIP: 3133KJUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12463001 | PA      | $11180085.65    | 0.06%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS PITNEY BOWES INC                                                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $2769.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 TRUST                                                                             | PRPM 2025-NQM5 A1A                                                                                                                                  | CUSIP: 69383FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4605580 | PA      | $4592697.24     | 0.03%             | 2070-10-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY V5.548 07/31/33                                                                                                                                | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      179000 | PA      | $175827.88      | 0.00%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                                    | TRPCN 5.85 03/15/36                                                                                                                                 | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $104066.34      | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL4141                                                                                                                                           | CUSIP: 3138ELS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      437191 | PA      | $458604.70      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                                | BRO 5.25 06/23/32                                                                                                                                   | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      335000 | PA      | $334072.62      | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.25 04/21/34 MTN                                                                                                                               | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1946000 | PA      | $1952076.46     | 0.01%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 22 LTD                                                                        | OAKC 2025-22A A1                                                                                                                                    | CUSIP: 67121HAA3<br>LEI: 2549003SYMVHPGWUV286 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3000361.50     | 0.02%             | 2038-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V4.626 06/06/33                                                                                                                                 | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      729000 | PA      | $708591.27      | 0.00%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                                   | DTE 3.4 06/15/29 C                                                                                                                                  | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      262000 | PA      | $253435.44      | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM3403                                                                                                                                           | CUSIP: 3140J7X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      114076 | PA      | $112008.91      | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JW COMMERCIAL MORTGAGE TRUST 2024-MRCO                                                           | JW 2024-MRCO D                                                                                                                                      | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2904000 | PA      | $2896740.00     | 0.02%             | 2039-06-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 782487                                                                                                                                           | CUSIP: 36241KXQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       70133 | PA      | $71595.49       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM5820                                                                                                                                           | CUSIP: 3140X9PE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1766240 | PA      | $1681709.57     | 0.01%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DURST COMMERCIAL MORTGAGE TRUST 2025-151                                                         | DURST 2025-151 D                                                                                                                                    | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1670000 | PA      | $1706135.63     | 0.01%             | 2042-08-12      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4181                                                                                                                                           | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10482247 | PA      | $8117262.37     | 0.05%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD ASSURANT INC                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3997.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse (USA) LLC                                                                          | UBS 7.125 07/15/32                                                                                                                                  | CUSIP: 22541LAE3<br>LEI: T2E64KWP8B9GCLM28W20 | Long             | DBT              | CORP              | US        |      354000 | PA      | $395452.62      | 0.00%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AZ2171                                                                                                                                           | CUSIP: 3138YTMV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      105504 | PA      | $101700.64      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Maison Finco PLC                                                                                 | KEEPMT 7.25 04/30/32 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 9845007743J958DAS530 | Long             | DBT              | CORP              | GB        |      249000 | PA      | $308982.46      | 0.00%             | 2032-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA2754                                                                                                                                           | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      219716 | PA      | $206988.59      | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                                  | BANK 2019-BN20 XB                                                                                                                                   | CUSIP: 06540AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    39279000 | PA      | $457942.08      | 0.00%             | 2062-09-15      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| GGP TRUST 2026-TY                                                                                | GGP 2026-TY A                                                                                                                                       | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1757000 | PA      | $1735666.68     | 0.01%             | 2043-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD HELVETIA BALOISE HOLDING N AG                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-22125.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                                 | CWALT 2007-14T2 A1                                                                                                                                  | CUSIP: 02150BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2093227 | PA      | $1044519.17     | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                           | USD CALL VERSUS COP PUT                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              | CORP              | CH        |     6020724 | NC      | $45520.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM5305                                                                                                                                           | CUSIP: 3140X83P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2542581 | PA      | $2096559.55     | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG V2.494 10/13/32                                                                                                                                | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      882000 | PA      | $779368.20      | 0.00%             | 2032-10-13      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft, Frankfurt Branch                                               | DB V7.375 PERP                                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $717782.85      | 0.00%             | N/A             | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                                  | BNTNF 10 01/01/27 NTNF                                                                                                                              | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    58495000 | PA      | $11003561.26    | 0.06%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/BRL FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-341159.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CQS US CLO 2023-3 Ltd / CQS US CLO 2023-3 LLC                                                    | CQS 2023-3A B                                                                                                                                       | CUSIP: 223929AE0<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |     1910000 | PA      | $1902626.45     | 0.01%             | 2037-01-26      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| QXO Inc                                                                                          | QXO Inc COM NEW                                                                                                                                     | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23922 | NS      | $464565.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE US CLO 2022-3 LTD                                                                        | CGMS 2022-3A A1R2                                                                                                                                   | CUSIP: 143111AY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2430000 | PA      | $2425472.42     | 0.01%             | 2039-04-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                                   | BAYC 2006-4A A1                                                                                                                                     | CUSIP: 07325BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      606170 | PA      | $584193.85      | 0.00%             | 2036-12-26      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BK9818                                                                                                                                           | CUSIP: 3140HP4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      379836 | PA      | $380932.27      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avoca Clo XXII Designated Activity Company                                                       | AVOCA 22X B1                                                                                                                                        | CUSIP: 000000000<br>LEI: 5493000BN1WPGQDK4X78 | Long             | ABS-O            | CORP              | IE        |      850000 | PA      | $974332.22      | 0.01%             | 2035-04-15      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA / Ardagh Packaging Finance PLC                                                   | ARGID 12 12/01/30 144a                                                                                                                              | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     7796431 | PA      | $6551730.79     | 0.04%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                                           | ES 5.4 06/01/34                                                                                                                                     | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      170000 | PA      | $173762.44      | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-3                                                                    | LFT 2025-3A A                                                                                                                                       | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8510000 | PA      | $8450972.94     | 0.05%             | 2035-05-21      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                                   | Y 8 11/30/39                                                                                                                                        | CUSIP: 893521AB0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |      100000 | PA      | $120581.42      | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                             | APH 5.05 04/05/27                                                                                                                                   | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100741.88      | 0.00%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD DIAMONDBACK ENERGY INC                                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-58696.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM4305                                                                                                                                           | CUSIP: 3140X7YB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1133098 | PA      | $998713.31      | 0.01%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                                           | VRSK 5.25 06/05/34                                                                                                                                  | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      365000 | PA      | $363533.54      | 0.00%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS1867                                                                                                                                           | CUSIP: 3138WBCD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      209601 | PA      | $207387.17      | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                                       | ANNGR 0.875 05/20/32 B                                                                                                                              | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1204218.73     | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN DA8030                                                                                                                                           | CUSIP: 3140A84Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      716365 | PA      | $734317.28      | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC 3.9 05/01/45                                                                                                                                    | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      915000 | PA      | $714225.92      | 0.00%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                               | Expand Energy Corp                                                                                                                                  | CUSIP: 000000000<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      623000 | PA      | $0.06           | 0.00%             | 2020-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS6812                                                                                                                                           | CUSIP: 3140XNSA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6456714 | PA      | $6401191.14     | 0.04%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA2444                                                                                                                                           | CUSIP: 36179QWD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       92679 | PA      | $83611.17       | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.75 03/01/33 144A                                                                                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      123000 | PA      | $124923.72      | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                                  | AJAXM 2022-B M1                                                                                                                                     | CUSIP: 00971BAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      602600 | PA      | $554306.01      | 0.00%             | 2062-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KKR CLO 17 Ltd.                                                                                  | KKR 17 BR                                                                                                                                           | CUSIP: 48251FAJ0<br>LEI: 549300I0HBY0ZQ3YIB77 | Long             | ABS-CBDO         | CORP              | KY        |      295000 | PA      | $295091.77      | 0.00%             | 2034-04-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                                    | JEF 6.25 01/15/36                                                                                                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      652000 | PA      | $660933.66      | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                                 | XLP A 2026-04-17 PUT 82                                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        1495 | NC      | $201166.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANA A 4YR NOTE UPSIZE                                                                         | OCEANA A 4YR NOTE UPSIZE                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     4228000 | PA      | $2877144.21     | 0.02%             | 2028-07-31      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                                   | BAYC 2005-4A A1                                                                                                                                     | CUSIP: 07324SCR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2056022 | PA      | $1967355.21     | 0.01%             | 2036-01-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD SUNNY OPTICAL TECHNOLOGY GROUP CO LTD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $2940.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                                    | ED 4.3 12/01/56 C                                                                                                                                   | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       95000 | PA      | $73702.79       | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD HYPERA SA                                                                                                                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $25804.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q36244                                                                                                                                           | CUSIP: 3132QS5E4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28842 | PA      | $27744.41       | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AlmavivA S.p.A.                                                                                  | ALMAIN 5 10/30/30 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |      743000 | PA      | $813826.72      | 0.00%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA5939                                                                                                                                           | CUSIP: 3140QDS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1145573 | PA      | $1055837.13     | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                            | CAH 4.5 11/15/44                                                                                                                                    | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      855000 | PA      | $716563.88      | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mastr Specialized Loan Trust 2006-03                                                             | MASD 2006-3 A                                                                                                                                       | CUSIP: 57643BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      157843 | PA      | $153117.06      | 0.00%             | 2046-06-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS CNY                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1503.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS4641                                                                                                                                           | CUSIP: 3140XLEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2706186 | PA      | $2795926.96     | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS5728                                                                                                                                           | CUSIP: 3138WFLJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      239958 | PA      | $235011.24      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 3 LTD                                                                            | SPEAK 2016-3A AR3                                                                                                                                   | CUSIP: 82672NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1350000 | PA      | $1350600.08     | 0.01%             | 2037-01-23      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                                                   | C 4.838 08/06/29                                                                                                                                    | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     1106000 | PA      | $1120716.96     | 0.01%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                                      | BCECN 5.1 05/11/33                                                                                                                                  | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      488000 | PA      | $488567.94      | 0.00%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS UNITED MEXICAN STATES                                                                                                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $42320.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC                                                       | HGVLLC 6.625 01/15/32 144A                                                                                                                          | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       81000 | PA      | $80004.65       | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                   | BCRED 5.35 03/12/31                                                                                                                                 | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     1203000 | PA      | $1142626.75     | 0.01%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                                 | BPLN 4.868 11/25/29                                                                                                                                 | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1267471.62     | 0.01%             | 2029-11-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NGPL Pipe Co LLC                                                                                 | NGPLCO 3.25 07/15/31 144A                                                                                                                           | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     8477000 | PA      | $7790301.97     | 0.04%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                                  | CSX 6.15 05/01/37                                                                                                                                   | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      546000 | PA      | $590678.74      | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.65 01/17/29                                                                                                                                    | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1251000 | PA      | $1279512.35     | 0.01%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ANZ GROUP HOLDINGS LTD                                                                           | ANZ F 02/23/37 MTN                                                                                                                                  | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | DBT              | CORP              | AU        |     1500000 | PA      | $1026438.62     | 0.01%             | 2037-02-23      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F040644<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13794000 | PA      | $13014965.09    | 0.07%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PLYM COMMERCIAL MORTGAGE TRUST 2026-IND                                                          | PLYM 2026-IND D                                                                                                                                     | CUSIP: 69292BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      588000 | PA      | $582145.46      | 0.00%             | 2043-03-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XIV LTD                                                                             | TRNTS 2020-14A BR2                                                                                                                                  | CUSIP: 89641QBC3<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |     3460000 | PA      | $3456434.12     | 0.02%             | 2034-01-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2025-IV LTD                                                                         | CIFC 2025-4A B                                                                                                                                      | CUSIP: 12575MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      890000 | PA      | $891546.73      | 0.01%             | 2038-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 6 09/26/35 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $202736.00      | 0.00%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0786                                                                                                                                           | CUSIP: 3132DM2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6666105 | PA      | $5486178.09     | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT EDUCATION LOAN TRUST 2025-A                                                              | NAVEL 2025-A D                                                                                                                                      | CUSIP: 63943EAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      404000 | PA      | $404349.62      | 0.00%             | 2055-07-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A94977                                                                                                                                           | CUSIP: 312943Q63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33398 | PA      | $32296.87       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | TII 1.625 04/15/30                                                                                                                                  | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   206814461 | PA      | $208871261.84   | 1.17%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2005-C                                                 | NCHET 2005-C M2                                                                                                                                     | CUSIP: 64352VPA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2183535 | PA      | $1967900.16     | 0.01%             | 2035-12-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 4.3 04/06/29                                                                                                                                     | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      282000 | PA      | $279150.58      | 0.00%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROJECT MIDNIGHTS 22-August-29: TL LOAN/TERM                                                     | PROJECT MIDNIGHTS 22-August-29: TL LOAN/TERM                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JP        |    10903158 | PA      | $12585858.98    | 0.07%             | 2026-08-22      | Floating      | 5.17%                 | No            |                  3 | On Loan: No      |
| Fairbridge 2025-1 BV                                                                             | FBRG 2025-1 C                                                                                                                                       | CUSIP: 000000000<br>LEI: 724500T08SS1ZWOYTR56 | Long             | ABS-O            | CORP              | NL        |      260291 | PA      | $301980.30      | 0.00%             | 2062-02-24      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V3.157 04/22/42                                                                                                                                 | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1823000 | PA      | $1370590.72     | 0.01%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                             | GILD 1.65 10/01/30                                                                                                                                  | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      417000 | PA      | $371432.63      | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                       | AAPL 4.2 05/12/30                                                                                                                                   | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     3945000 | PA      | $3965398.37     | 0.02%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3182                                                                                                                                           | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3742087 | PA      | $3477218.90     | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | IDR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7174.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 7 09/15/28 144A                                                                                                                                 | CUSIP: 86765KAA7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      304000 | PA      | $310168.46      | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Voya Euro Clo II Designated Activity Company                                                     | VOYE 2A CR                                                                                                                                          | CUSIP: 000000000<br>LEI: 635400URG3IUW6R6W254 | Long             | ABS-O            | CORP              | IE        |      750000 | PA      | $860378.74      | 0.00%             | 2035-07-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                | CCI 5.8 03/01/34                                                                                                                                    | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      389000 | PA      | $398436.48      | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | USD CALL VERSUS COP PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              | CORP              | GB        |     5316000 | NC      | $52167.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP Pte Ltd.                                                                                     | GLPSP 9.75 05/20/28                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |      356000 | PA      | $291030.00      | 0.00%             | 2028-05-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BX6449                                                                                                                                           | CUSIP: 3140NBEX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      581278 | PA      | $586118.23      | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | ICE 4.6 03/15/33                                                                                                                                    | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     1398000 | PA      | $1378509.08     | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD SYENSQO SA                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $7671.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS7370                                                                                                                                           | CUSIP: 3138WHFL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1076708 | PA      | $980915.73      | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN 5.588 08/08/28                                                                                                                               | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      970000 | PA      | $993593.32      | 0.01%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 3.875 08/15/29 144A                                                                                                                          | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      141000 | PA      | $134025.98      | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 8.075 04/01/36 144A                                                                                                                          | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      200000 | PA      | $203217.42      | 0.00%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 3.3 02/15/53                                                                                                                                    | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      990000 | PA      | $654078.15      | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5478 FD                                                                                                                                         | CUSIP: 3137HHSB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     4129967 | PA      | $4161694.94     | 0.02%             | 2054-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                                    | CA CAS 7.55 04/01/2039                                                                                                                              | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     4000000 | PA      | $4748290.40     | 0.03%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8128                                                                                                                                           | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7189016 | PA      | $5847510.62     | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 6.7 04/01/53                                                                                                                                    | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    11996000 | PA      | $12416868.74    | 0.07%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Santander Consumo 8 Fondo de Titulizacion                                                        | CONSU 8 D                                                                                                                                           | CUSIP: 000000000<br>LEI: 529900MNYVA8N0FZJK96 | Long             | ABS-O            | CORP              | ES        |      300000 | PA      | $346431.48      | 0.00%             | 2040-01-23      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO 2020-2 Ltd.                                                                      | EATON 2020-2A AR2                                                                                                                                   | CUSIP: 27829PAU0<br>LEI: 549300FU3GAH1NNHOO94 | Long             | ABS-CBDO         | CORP              | KY        |      100000 | PA      | $100056.29      | 0.00%             | 2037-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                                 | YUM 4.75 01/15/30 144A                                                                                                                              | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      180000 | PA      | $176997.10      | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                                   | DGX 4.2 06/30/29                                                                                                                                    | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99406.92       | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                                           | CNP V6.85 02/15/55 B                                                                                                                                | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      184000 | PA      | $192788.39      | 0.00%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 2.8 08/15/41                                                                                                                                   | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      872000 | PA      | $628401.32      | 0.00%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V6.087 10/23/29                                                                                                                                 | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      407000 | PA      | $422905.06      | 0.00%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS INC                                                                  | PNFP V5.957 01/15/36                                                                                                                                | CUSIP: 87164DXY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      531000 | PA      | $525879.57      | 0.00%             | 2036-01-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK 5.766 01/13/33                                                                                                                               | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1764000 | PA      | $1835820.01     | 0.01%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 6 11/30/65                                                                                                                                       | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      965000 | PA      | $934835.88      | 0.01%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 6.1 04/01/64                                                                                                                                    | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3453000 | PA      | $3333471.33     | 0.02%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Marcobre S.A.C.                                                                                  | MARSAC 5.75 01/22/36 144A                                                                                                                           | CUSIP: 56625AAA2<br>LEI: 254900BORIUZFCM1XB72 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $193680.00      | 0.00%             | 2036-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                                           | HPQ 5.4 04/25/30                                                                                                                                    | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      264000 | PA      | $269546.32      | 0.00%             | 2030-04-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                                                 | EUR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3559.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3415                                                                                                                                           | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      380360 | PA      | $361797.54      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BK5090                                                                                                                                           | CUSIP: 3140HJUQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      167365 | PA      | $165063.75      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | CLP CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | GB        |    -1391000 | NC      | $-85.89         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | IRS COP                                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $79080.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                                       | LHX 6.15 12/15/40                                                                                                                                   | CUSIP: 413875AN5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      201000 | PA      | $214037.85      | 0.00%             | 2040-12-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                                                               | NIPSTL 0 02/14/31                                                                                                                                   | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | DBT              | CORP              | JP        |   220000000 | PA      | $1420875.21     | 0.01%             | 2031-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                                           | CMCSA 4.45 01/15/43                                                                                                                                 | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83031.92       | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG V9 PERP 144a                                                                                                                                 | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1767981.95     | 0.01%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD KGHM POLSKA MIEDZ SA                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8044.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD ACKERMANS & VAN HAAREN NV                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $39274.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN 4.625 11/17/30 EMTN                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     3300000 | PA      | $4269529.80     | 0.02%             | 2030-11-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                                        | LOXAM 4.25 02/15/31 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |      520000 | PA      | $583241.94      | 0.00%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 2 LTD                                                                       | DCLO 2021-2A A1R                                                                                                                                    | CUSIP: 25255LAS1<br>LEI: 2549008BUJNKS7JJUU65 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250210.60      | 0.00%             | 2037-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD ENEVA SA                                                                                                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5711.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden Ray SA Compartment 2                                                                      | GDNRY 2 C                                                                                                                                           | CUSIP: 000000000<br>LEI: 2549001LNIGNHBB7QG48 | Long             | ABS-O            | CORP              | LU        |      200000 | PA      | $231544.96      | 0.00%             | 2058-12-27      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM3                                                                                   | EFMT 2025-NQM6 A1A                                                                                                                                  | CUSIP: 281916AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      469954 | PA      | $467308.57      | 0.00%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                       | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -1188000 | PA      | $-1176479.18    | -0.01%            | 2056-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                   | INTNED V6.114 09/11/34                                                                                                                              | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      491000 | PA      | $517875.55      | 0.00%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                              | VICI 3.875 02/15/29 144A                                                                                                                            | CUSIP: 92564RAL9<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    10482000 | PA      | $10186464.10    | 0.06%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR MORTGAGE TRUST                                                                    | TYSN 2023-CRNR A                                                                                                                                    | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2230000 | PA      | $2317462.83     | 0.01%             | 2033-12-12      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | IRS CLP                                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $58934.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD COMCAST CORP CLASS A                                                                                                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $14625.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEALTHFRONT CORP                                                                                 | Wealthfront Corp. COM                                                                                                                               | CUSIP: 947002101<br>LEI: 254900H4LJLUHGFJYM32 | Long             | EC               | CORP              | US        |       55550 | NS      | $513837.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Constellation Brands, Inc.                                                                       | STZ 4.9 05/01/33                                                                                                                                    | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      262000 | PA      | $258465.95      | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS2040                                                                                                                                           | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12777461 | PA      | $10376250.10    | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G04692                                                                                                                                           | CUSIP: 3128M6RM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       85324 | PA      | $87341.43       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DWIGHT 2025-FL1 ISSUER LLC                                                                       | DWIGHT 2025-FL1 A                                                                                                                                   | CUSIP: 233636AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1148000 | PA      | $1146967.83     | 0.01%             | 2042-06-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| MAIN TRUST 2026-OLAS                                                                             | MAIN 2026-OLAS B                                                                                                                                    | CUSIP: 56036BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5000000 | PA      | $4999970.50     | 0.03%             | 2041-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-H6                                                           | MSC 2019-H6 XB                                                                                                                                      | CUSIP: 61769JBC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23510000 | PA      | $494735.04      | 0.00%             | 2052-06-17      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO 42 LTD                                                               | BSP 2025-42A A                                                                                                                                      | CUSIP: 08187LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3180000 | PA      | $3179953.25     | 0.02%             | 2038-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| OI European Group B.V.                                                                           | OI 4.75 02/15/30 144A                                                                                                                               | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |      189000 | PA      | $176371.47      | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV5                                                               | JPMMT 2021-INV5 A2X                                                                                                                                 | CUSIP: 46653XAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    44120564 | PA      | $1238336.28     | 0.01%             | 2051-12-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                               | CM V5.245 01/13/31                                                                                                                                  | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      122000 | PA      | $124424.27      | 0.00%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                               | JPMMT 2021-INV7 AX1                                                                                                                                 | CUSIP: 46654CAR6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    45461570 | PA      | $685978.72      | 0.00%             | 2052-02-25      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 985482                                                                                                                                           | CUSIP: 31415PXK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19251 | PA      | $19435.06       | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc.                                                                | LNW 7.5 09/01/31 144A                                                                                                                               | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      133000 | PA      | $136497.90      | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FISV 2.65 06/01/30                                                                                                                                  | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      282000 | PA      | $256776.78      | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc.                                                                     | RJF 3.75 04/01/51                                                                                                                                   | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |      105000 | PA      | $74953.41       | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 AX4344                                                                                                                                           | CUSIP: 36196FZH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      551343 | PA      | $510802.57      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD2654                                                                                                                                           | CUSIP: 3132DP5P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       43721 | PA      | $43304.83       | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE 5.9 03/15/55                                                                                                                                    | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      174000 | PA      | $170790.90      | 0.00%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                                                                   | Sofi Consumer Loan Program 2026-B Trust                                                                                                             | CUSIP: 83407MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1710000 | PA      | $1707704.84     | 0.01%             | 2036-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | MXN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $603248.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                         | JANEST 7.125 04/30/31 144A                                                                                                                          | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      290000 | PA      | $298107.24      | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| The Hartford Insurance Group Inc.                                                                | HIG 4.4 03/15/48                                                                                                                                    | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      131000 | PA      | $108112.41      | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA 3.5 02/15/28 GMTN                                                                                                                              | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     2611000 | PA      | $2560292.81     | 0.01%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G15520                                                                                                                                           | CUSIP: 3128MEK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      350700 | PA      | $343874.54      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                                     | TGT 5.25 02/15/36                                                                                                                                   | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101173.64      | 0.00%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                                 | WELL 3.1 01/15/30                                                                                                                                   | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      421000 | PA      | $400536.07      | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 726906                                                                                                                                           | CUSIP: 31402ER34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      123174 | PA      | $120762.36      | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAP HILL BRANDS - PREF EQUITY                                                                    | CAP HILL BRANDS - PREF EQUITY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     2670520 | NS      | $26.71          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 4.45 09/26/30                                                                                                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      947000 | PA      | $912606.27      | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AGL CLO 7 LTD                                                                                    | AGL 2020-7A AR2                                                                                                                                     | CUSIP: 008511AW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1490000 | PA      | $1488725.01     | 0.01%             | 2038-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-3BP                                                           | NYC 2025-77C A                                                                                                                                      | CUSIP: 67123LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11020000 | PA      | $10931776.08    | 0.06%             | 2036-01-10      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital S.A.                                                                       | TTEFP 5.638 04/05/64                                                                                                                                | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      422000 | PA      | $404942.06      | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding 2026-1 PLC                                                              | BRACN 2026-1X D                                                                                                                                     | CUSIP: 000000000<br>LEI: 2138006RXLKWX319BI66 | Long             | ABS-O            | CORP              | GB        |      424000 | PA      | $561201.35      | 0.00%             | 2068-04-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                                          | SPG 4.375 10/01/30                                                                                                                                  | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      543000 | PA      | $539920.17      | 0.00%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                              | ONCRTX 5.35 04/01/35                                                                                                                                | CUSIP: 68233JDC5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      145000 | PA      | $148166.10      | 0.00%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                                      | MTCHII 6.125 09/15/33 144A                                                                                                                          | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       82000 | PA      | $79688.71       | 0.00%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                                           | CB 4.65 08/15/29                                                                                                                                    | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      228000 | PA      | $230563.36      | 0.00%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance B.V.                                                                           | ZFFNGR 7 06/12/30 EMTN                                                                                                                              | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235810.17      | 0.00%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating Limited Partnership                                                                | EQR 4.5 06/01/45                                                                                                                                    | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |      148000 | PA      | $125705.12      | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                                     | BMY 4.9 02/22/29                                                                                                                                    | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      793000 | PA      | $809813.65      | 0.00%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V6.627 11/01/34                                                                                                                                  | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      446000 | PA      | $485305.99      | 0.00%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2025-88 AT                                                                                                                                      | CUSIP: 38381MRL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     2167007 | PA      | $2170438.90     | 0.01%             | 2058-06-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                                       | CDW 5.55 08/22/34                                                                                                                                   | CUSIP: 12513GBL2<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |      278000 | PA      | $273196.05      | 0.00%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                                                | CNRCN 3.2 08/02/46                                                                                                                                  | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      397000 | PA      | $280204.02      | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CWMBS INC MORTGAGE PASS THROUGH CERTIFICATES SERIES 2003-J11                                     | CWHL 2005-R3 AF                                                                                                                                     | CUSIP: 126694JG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       40425 | PA      | $34044.73       | 0.00%             | 2035-09-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                                           | BX 2025-BCAT B                                                                                                                                      | CUSIP: 12433HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1033031 | PA      | $1030449.92     | 0.01%             | 2042-08-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD D R HORTON INC                                                                                                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4647.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 7 LTD                                                                         | OAKC 2020-7A A1R2                                                                                                                                   | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6345618 | PA      | $6345529.16     | 0.04%             | 2038-07-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                                      | KVUE 5.2 03/22/63                                                                                                                                   | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $179121.88      | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 734931                                                                                                                                           | CUSIP: 31402QPQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      102760 | PA      | $101080.72      | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RC1999                                                                                                                                           | CUSIP: 3133L8GG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7796584 | PA      | $7185185.45     | 0.04%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                                                     | MEXPCP 5.5 08/17/30 144A                                                                                                                            | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $250625.00      | 0.00%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | PLN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-110078.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2016-FL1 LTD                                           | ARCLO 2025-BTR1 A                                                                                                                                   | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1120000 | PA      | $1120767.76     | 0.01%             | 2041-01-23      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Cwabs Asset Backed Certificates Series 2002-4                                                    | CWL 2005-16 1AF                                                                                                                                     | CUSIP: 126670NV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1676184 | PA      | $1501010.95     | 0.01%             | 2036-04-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 5.2 01/15/36                                                                                                                                    | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      221000 | PA      | $222185.39      | 0.00%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                                                               | ONYP 2020-1NYP AJ                                                                                                                                   | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1157000 | PA      | $1090472.50     | 0.01%             | 2036-01-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 5.7 11/01/54                                                                                                                                      | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1592000 | PA      | $1490636.05     | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 4.2 03/10/31 I                                                                                                                                   | CUSIP: 24422EYL7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      650000 | PA      | $643832.66      | 0.00%             | 2031-03-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOV Inc.                                                                                         | NOV 3.95 12/01/42                                                                                                                                   | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |      170000 | PA      | $133574.81      | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.375 05/15/30                                                                                                                                  | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      156000 | PA      | $149746.68      | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Santander Consumo 8 Fondo de Titulizacion                                                        | CONSU 8 C                                                                                                                                           | CUSIP: 000000000<br>LEI: 529900MNYVA8N0FZJK96 | Long             | ABS-O            | CORP              | ES        |      900000 | PA      | $1041716.17     | 0.01%             | 2040-01-23      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Babson CLO 2015-I LLC                                                                            | BABSN 2015-IA BR                                                                                                                                    | CUSIP: 056162AQ3<br>LEI: 549300QR3VQZ1T0JUI29 | Long             | ABS-CBDO         | CORP              | KY        |      352393 | PA      | $352288.68      | 0.00%             | 2031-01-21      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Eurobank S.A.                                                                                    | EUROB V6.25 PERP                                                                                                                                    | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      750000 | PA      | $825526.56      | 0.00%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | TRS ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |           1 | NC      | $220215.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                                 | CP 4.8 09/15/35                                                                                                                                     | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      835000 | PA      | $827157.47      | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GSAT TRUST 2025-BMF                                                                              | GSAT 2025-BMF A                                                                                                                                     | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1936000 | PA      | $1934108.33     | 0.01%             | 2040-07-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AY7016                                                                                                                                           | CUSIP: 3138YLYN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      240460 | PA      | $218844.62      | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corporation                                                                   | MFCCN 4.986 12/11/35                                                                                                                                | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      136000 | PA      | $132863.43      | 0.00%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-2                                                                  | FFIN 2025-2A E                                                                                                                                      | CUSIP: 35042NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1082000 | PA      | $1065760.91     | 0.01%             | 2052-04-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Company                                                                           | TE 5.15 03/01/35                                                                                                                                    | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100287.37      | 0.00%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                                  | WYNMAC 5.625 08/26/28 144A                                                                                                                          | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $196592.50      | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V3.749 11/07/36 GMTN                                                                                                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2689635.74     | 0.02%             | 2036-11-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS0190                                                                                                                                           | CUSIP: 3138W9F88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      300436 | PA      | $295476.35      | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS VOLVO CAR AB                                                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-207364.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.625 09/15/29                                                                                                                                  | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       28000 | PA      | $27330.35       | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Yale Mortgage Loan Trust 2007-1                                                                  | YMLT 2007-1 A                                                                                                                                       | CUSIP: 984582AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1930836 | PA      | $586840.19      | 0.00%             | 2037-06-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Methanex Corporation                                                                             | MXCN 5.25 12/15/29                                                                                                                                  | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $99002.79       | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4511                                                                                                                                           | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2105730 | PA      | $2013225.99     | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                                               | MTN 5.625 07/15/30 144A                                                                                                                             | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39669.10       | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| 245 PARK AVENUE TRUST 2017-245P                                                                  | PRKAV 2017-245P XA                                                                                                                                  | CUSIP: 90187LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13000000 | PA      | $22347.00       | 0.00%             | 2037-06-05      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD LI AUTO INC                                                                                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-12138.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD MABUCHI MOTOR CO LTD                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10191.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREYSTONE CRE NOTES 2025-FL4 LTD                                                                 | GSTNE 2025-FL4 A                                                                                                                                    | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2077000 | PA      | $2074015.77     | 0.01%             | 2043-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN FA3176                                                                                                                                           | CUSIP: 3140W3Q69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      544848 | PA      | $539966.95      | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2024-VIS2                                                             | JPMMT 2024-VIS2 B1                                                                                                                                  | CUSIP: 46658DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2216000 | PA      | $2237191.83     | 0.01%             | 2064-11-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                                      | PSX 5.875 05/01/42                                                                                                                                  | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      652000 | PA      | $653121.03      | 0.00%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                                               | CIFR 7.125 11/15/30 144A                                                                                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      152000 | PA      | $157476.41      | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                                    | VCC 2025-P2 M5                                                                                                                                      | CUSIP: 92262XAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      287221 | PA      | $261741.33      | 0.00%             | 2055-10-25      | Variable      | 10.21%                | No            |                  2 | On Loan: No      |
| Invesco Euro CLO V Designated Activity Company                                                   | INVSC 5X D                                                                                                                                          | CUSIP: 000000000<br>LEI: 5493004UWK07M4U35L23 | Long             | ABS-O            | CORP              | IE        |      350000 | PA      | $398648.71      | 0.00%             | 2034-01-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                                   | PLD 2.125 10/15/50                                                                                                                                  | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      367000 | PA      | $194675.43      | 0.00%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA6397                                                                                                                                           | CUSIP: 3133KNDA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9908341 | PA      | $8560469.96     | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD SIKA AG                                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-50660.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREAT LAKES CLO IX LTD                                                                           | GRTLK 2025-9A A1                                                                                                                                    | CUSIP: 390922AC6<br>LEI: 254900GD0BIHJ4BVAE98 | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $450956.93      | 0.00%             | 2039-01-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                     | AM 5.75 07/01/34 144A                                                                                                                               | CUSIP: 03690AAN6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |       91000 | PA      | $89674.29       | 0.00%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK II LTD/LLC                                                                        | SAND 2023-1A BR                                                                                                                                     | CUSIP: 80013TAQ6<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |      570000 | PA      | $570160.23      | 0.00%             | 2038-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                           | MU 5.8 01/15/35                                                                                                                                     | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      453000 | PA      | $482326.04      | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                                          | SSNC 6.5 06/01/32 144A                                                                                                                              | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100003.40      | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                     | MET 4.721 12/15/44                                                                                                                                  | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     2948000 | PA      | $2566344.14     | 0.01%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | COP CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | GB        |    -3163000 | NC      | $-38894.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MORTGAGE SECURITIES I INC                                                    | RFMSI 2006-SA2 2A1                                                                                                                                  | CUSIP: 749574AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3992313 | PA      | $2650759.53     | 0.01%             | 2036-08-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 8 10/29/35                                                                                                                                   | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    83373057 | PA      | $2075865.02     | 0.01%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD ACCOR SA                                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5072.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                                           | DOW 5.25 11/15/41                                                                                                                                   | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      106000 | PA      | $93110.62       | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLUB CAP PARTNERS 2020-52BR                                                                     | GCBSL 2020-52A BR                                                                                                                                   | CUSIP: 381945AC8<br>LEI: 254900GLBB9HMWF4NZ09 | Long             | ABS-CBDO         | CORP              | KY        |      940000 | PA      | $940680.65      | 0.01%             | 2037-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| EURO PARFUMS FZE                                                                                 | EURO PARFUMS FZE                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     1087902 | PA      | $1083877.06     | 0.01%             | 2028-09-01      | Floating      | 9.12%                 | No            |                  3 | On Loan: No      |
| Essendi SA                                                                                       | ACCINV 5.625 05/15/32 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |      587000 | PA      | $656372.83      | 0.00%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corp.                                                                    | BAFC 2014-R2 1C                                                                                                                                     | CUSIP: 05968KAC8<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-O            | CORP              | US        |     3209695 | PA      | $1107182.11     | 0.01%             | 2036-11-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                                      | PEP 5 02/07/35                                                                                                                                      | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     1046000 | PA      | $1058973.41     | 0.01%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD MUENCHENER RUECKVERSICHERUNGS-GESE                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $22326.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                              | ABT 4.3 03/15/33                                                                                                                                    | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      765000 | PA      | $748672.06      | 0.00%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cwalt Incorporation                                                                              | CWALT 2006-6CB 2A10                                                                                                                                 | CUSIP: 12668BSQ7<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |      220655 | PA      | $76921.11       | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 4.75 02/12/30                                                                                                                                   | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     1127000 | PA      | $1147423.04     | 0.01%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RSA SECURITY 1L 1O NEW MONEY:TL LOAN/TERM                                                        | RSA SECURITY 1L 1O NEW MONEY:TL LOAN/TERM                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2000000 | PA      | $1746660.00     | 0.01%             | 2030-12-31      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| iHeartCommunications Inc                                                                         | IHRT 7.75 08/15/30 144A                                                                                                                             | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      200000 | PA      | $159230.28      | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 4.9 03/07/31 MTN                                                                                                                                 | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204165.05      | 0.00%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                                 | IWM A 2026-04-17 PUT 215                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         100 | NC      | $4425.54        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD LONDON STOCK EXCHANGE GROUP PLC                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $18840.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mortimer 2024-Mix PLC                                                                            | MORTI 2024-MIX C                                                                                                                                    | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-O            | CORP              | GB        |      654000 | PA      | $866707.79      | 0.00%             | 2067-09-22      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM6863                                                                                                                                           | CUSIP: 3140XATV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5586404 | PA      | $4606423.37     | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB7235                                                                                                                                           | CUSIP: 3140QTBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      356461 | PA      | $352792.51      | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                               | JPMMT 2021-INV7 A4A                                                                                                                                 | CUSIP: 46654CAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10539000 | PA      | $7232899.89     | 0.04%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| KKR CLO 48 LTD/LLC                                                                               | KKR 48A AR                                                                                                                                          | CUSIP: 48256EAQ2<br>LEI: 549300GM4MA615ZG7468 | Long             | ABS-CBDO         | CORP              | JE        |      740000 | PA      | $739788.43      | 0.00%             | 2038-10-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 3.625 07/15/26 144A                                                                                                                            | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      124000 | PA      | $123239.59      | 0.00%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                                       | MMM 5.7 03/15/37 MTN                                                                                                                                | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      117000 | PA      | $121444.09      | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS HP INC                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2636.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 17-R LTD                                                                      | OAKC 2024-17RA A1                                                                                                                                   | CUSIP: 676920AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3240000 | PA      | $3233169.43     | 0.02%             | 2039-04-20      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 4.05 02/01/30                                                                                                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      359000 | PA      | $348615.78      | 0.00%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS9102                                                                                                                                           | CUSIP: 3140XRDG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9829978 | PA      | $9726991.35     | 0.05%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIGEAC AERO SA                                                                                   | FIGEAC AERO SA                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     7240000 | PA      | $8211865.78     | 0.05%             | 2030-07-23      | Fixed         | 7.79%                 | Yes           |                  3 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 4.875 05/15/29                                                                                                                                  | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      162000 | PA      | $163839.38      | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-1                                                     | CWL 2006-22 M1                                                                                                                                      | CUSIP: 12666BAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      846167 | PA      | $850201.86      | 0.00%             | 2047-05-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | USD CALL VERSUS BRL PUT                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |   -20087262 | NC      | $-55238.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                                | ILIADH 7 04/15/32 144A                                                                                                                              | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      332000 | PA      | $332397.74      | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ULTRA ELECTRONICS(COBHAM ULTRA):TL-B LOAN/TERM                                                   | ULTRA ELECTRONICS(COBHAM ULTRA):TL-B LOAN/TERM                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1150798.94     | 0.01%             | 2029-08-06      | Floating      | 5.90%                 | No            |                  3 | On Loan: No      |
| FLATIRON CLO LTD 25                                                                              | FLAT 2024-2A B                                                                                                                                      | CUSIP: 33883XAC4<br>LEI: 254900Z25NHHRUZ9O184 | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $600342.06      | 0.00%             | 2037-10-19      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6340                                                                                                                                           | CUSIP: 3140QSBJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5835465 | PA      | $6066063.04     | 0.03%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7552                                                                                                                                           | CUSIP: 3132DVL94<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     6100239 | PA      | $5237936.40     | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AZ3151                                                                                                                                           | CUSIP: 3138YUQD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      141417 | PA      | $138302.22      | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 6.75 04/15/29 144A                                                                                                                              | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    15516000 | PA      | $15526905.58    | 0.09%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C03815                                                                                                                                           | CUSIP: 31292LGY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4102838 | PA      | $3886818.14     | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTAGE SECURITIES TRUST 2022                                         | JPMCC 2022-OPO D                                                                                                                                    | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3034000 | PA      | $2346798.39     | 0.01%             | 2039-01-07      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                                           | BX 2026-VLT9 A                                                                                                                                      | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2526000 | PA      | $2513773.15     | 0.01%             | 2045-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q21699                                                                                                                                           | CUSIP: 3132JN3G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      364147 | PA      | $354689.46      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                                                             | OHA Loan Funding 2015-1 Ltd                                                                                                                         | CUSIP: 67109BDN1<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |     1830000 | PA      | $1829379.63     | 0.01%             | 2038-10-19      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V2.65 10/21/32                                                                                                                                   | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      231000 | PA      | $205077.28      | 0.00%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                           | WM 1.5 03/15/31                                                                                                                                     | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      883000 | PA      | $767227.32      | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WRKCO Inc                                                                                        | SW 3 06/15/33                                                                                                                                       | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      381000 | PA      | $334668.63      | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                               | JPMMT 2021-INV7 A4X                                                                                                                                 | CUSIP: 46654CAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6755774 | PA      | $280536.89      | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                    | BDX 5.11 02/08/34                                                                                                                                   | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      577000 | PA      | $580589.47      | 0.00%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 6.625 03/15/32 144A                                                                                                                             | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      171000 | PA      | $175023.63      | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                                            | WAL 2021-CL2 M1                                                                                                                                     | CUSIP: 95763PNC1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-O            | CORP              | US        |     5437670 | PA      | $5682744.53     | 0.03%             | 2059-07-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD SAINSBURY(J) PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-752.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS MERCEDES-BENZ GROUP AG                                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-33189.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                                   | CWALT 2006-OA16 A2                                                                                                                                  | CUSIP: 23242GAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1869053 | PA      | $1775477.82     | 0.01%             | 2046-10-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.625 10/01/42                                                                                                                                 | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      104000 | PA      | $93535.54       | 0.00%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                                | FE 3.4 03/01/50 C                                                                                                                                   | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    18914000 | PA      | $12583438.43    | 0.07%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD OTIS WORLDWIDE CORP                                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-168483.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL7225                                                                                                                                           | CUSIP: 3138EQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      341232 | PA      | $334080.89      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD ENERGISA S/A                                                                                                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-27315.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pierpont BTL 2025-1 PLC                                                                          | PIER 2025-1 D                                                                                                                                       | CUSIP: 000000000<br>LEI: 635400SRTLDO3B8L9Y97 | Long             | ABS-O            | CORP              | GB        |      151000 | PA      | $201040.40      | 0.00%             | 2062-03-21      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| OVH Groupe SA                                                                                    | OVH 4.75 02/05/31 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 9695001J8OSOVX4TP939 | Long             | DBT              | CORP              | FR        |      165000 | PA      | $184952.89      | 0.00%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                               | MXN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1484.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA8635                                                                                                                                           | CUSIP: 3140QGSZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1894324 | PA      | $1821207.49     | 0.01%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                           | BARC 2024-NQM1 XS                                                                                                                                   | CUSIP: 06745AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    28350079 | PA      | $600911.11      | 0.00%             | 2064-01-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| CTF Services Limited                                                                             | CTFSHK 0.75 10/03/28                                                                                                                                | CUSIP: 000000000<br>LEI: 2549002WHK9XGQC01O62 | Long             | DBT              | CORP              | BM        |    14000000 | PA      | $1738126.82     | 0.01%             | 2028-10-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES SERIES 2007-CB6                                   | CBASS 2007-CB6 A4                                                                                                                                   | CUSIP: 1248RHAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      363078 | PA      | $241899.02      | 0.00%             | 2037-07-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio Lp                                                                               | ESS 5.5 04/01/34                                                                                                                                    | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      466000 | PA      | $471846.71      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7528                                                                                                                                           | CUSIP: 3132DVLH6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     3073829 | PA      | $2534608.43     | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA0917                                                                                                                                           | CUSIP: 3140Q8AT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7104 | PA      | $6616.05        | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                                 | KMI 6.55 09/15/40                                                                                                                                   | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      911000 | PA      | $974934.79      | 0.01%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| VOLT CVI LLC                                                                                     | VOLT 2021-NP12 A1                                                                                                                                   | CUSIP: 92873KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2507583 | PA      | $2508745.49     | 0.01%             | 2051-12-26      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | ICE 3.75 09/21/28                                                                                                                                   | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98796.90       | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| The Campbells Co.                                                                                | CPB 4.55 03/21/31                                                                                                                                   | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      840000 | PA      | $814361.02      | 0.00%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CDW FINANCE CORP                                                                                 | CDW 3.25 02/15/29                                                                                                                                   | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      237000 | PA      | $225704.96      | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD ENDEAVOUR MINING                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2160.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V3.5094 08/17/33 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    14540000 | PA      | $16332565.09    | 0.09%             | 2033-08-17      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES FUND LP MF-BOND                                                                 | ASCENT RESOURCES FUND LP MF-BOND                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     4150285 | NS      | $5270861.95     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| LYB International Finance III LLC                                                                | LYB 4.2 10/15/49                                                                                                                                    | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      999000 | PA      | $706874.44      | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIV Ltd                                                                    | MDPK 2016-24A BR2                                                                                                                                   | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      159242 | PA      | $159120.92      | 0.00%             | 2029-10-22      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK 5.71 01/13/30                                                                                                                                | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      640000 | PA      | $663183.55      | 0.00%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 34 LLC                                                        | NEUB 2019-34A BR2                                                                                                                                   | CUSIP: 64132YBJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $999230.10      | 0.01%             | 2039-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | IDR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2331.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN 65 CLO LTD                                                                                | DRSLF 2018-65A B                                                                                                                                    | CUSIP: 26251YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $299828.46      | 0.00%             | 2030-07-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HTL MORTGAGE TRUST                                                                      | MCR 2024-HTL A                                                                                                                                      | CUSIP: 55286PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      276352 | PA      | $276006.98      | 0.00%             | 2037-02-17      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                                           | BRK 1.85 03/12/30                                                                                                                                   | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      325000 | PA      | $298103.93      | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                      | NTRCN 4.125 03/15/35                                                                                                                                | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      475000 | PA      | $435354.70      | 0.00%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA6015                                                                                                                                           | CUSIP: 3133KMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2721090 | PA      | $2422471.72     | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | WMB 5.3 09/30/35                                                                                                                                    | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      320000 | PA      | $319701.35      | 0.00%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 6.95 08/15/37                                                                                                                                 | CUSIP: 20030NAV3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      431000 | PA      | $481411.90      | 0.00%             | 2037-08-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co LLC                                                                    | BX 4.95 02/15/36                                                                                                                                    | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |      123000 | PA      | $118708.58      | 0.00%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CWHEQ HOME EQUITY LOAN TRUST SERIES 2006-C                                                       | CWHEL 2006-C 2A                                                                                                                                     | CUSIP: 126685DJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      201121 | PA      | $200255.42      | 0.00%             | 2036-05-15      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD SNOWFLAKE INC                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-33003.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDOGB 6.625 05/15/33 FR65                                                                                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 12665000000 | PA      | $735713.57      | 0.00%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                                           | HPQ 2.65 06/17/31                                                                                                                                   | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      589000 | PA      | $523829.84      | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V5.817 02/01/34                                                                                                                                 | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14324.36       | 0.00%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-IV LTD                                                                         | CIFC 2021-4A CR                                                                                                                                     | CUSIP: 12547DAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250296.93      | 0.00%             | 2037-07-23      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | USD CALL VERSUS CLP PUT                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | GB        |    -4918000 | NC      | $-170790.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS CNY                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3338.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEGAS 2024-GCS                                                                                   | VEGAS 2024-GCS C                                                                                                                                    | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7390000 | PA      | $7466894.43     | 0.04%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS MXN                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-7406.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                     | NSC 5.1 05/01/35                                                                                                                                    | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       93000 | PA      | $93271.28       | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                | EXPE 3.25 02/15/30                                                                                                                                  | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |      572000 | PA      | $540505.62      | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA8731                                                                                                                                           | CUSIP: 3133KQVY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      113183 | PA      | $112023.79      | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                                 | HACLN 2025-2 B2                                                                                                                                     | CUSIP: 44644NAP4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |     2749191 | PA      | $2756605.88     | 0.02%             | 2033-09-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 6.5 10/01/53                                                                                                                                    | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      307000 | PA      | $325808.59      | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2018                                                                                | CIFC 2018-2A A1R                                                                                                                                    | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250108.80      | 0.00%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB5543                                                                                                                                           | CUSIP: 3140QRER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15129416 | PA      | $15557954.30    | 0.09%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Triton Container International Limited / TAL International Container Corporation                 | TRTN 5.15 02/15/33                                                                                                                                  | CUSIP: 89681LAC6<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     2647000 | PA      | $2591786.23     | 0.01%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AY4688                                                                                                                                           | CUSIP: 3138YJF68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37851 | PA      | $37524.42       | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2021-A                                                                        | AQFIT 2021-A A                                                                                                                                      | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      157023 | PA      | $144116.06      | 0.00%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                                   | AON 4.6 06/14/44                                                                                                                                    | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |      447000 | PA      | $378759.74      | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp                                                                               | MATHOM 4.625 03/01/30 144A                                                                                                                          | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     1691000 | PA      | $1607719.60     | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD TENCENT HOLDINGS LTD                                                                                                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-69558.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL7167                                                                                                                                           | CUSIP: 3138EP6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      169232 | PA      | $164387.97      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Granite Ridge Resources Inc                                                                      | GRNT 8.875 11/05/29                                                                                                                                 | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |     8080000 | PA      | $7892643.42     | 0.04%             | 2029-11-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD/BRL FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $106252.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR ZL3535                                                                                                                                           | CUSIP: 3131XJ4U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      107927 | PA      | $102174.86      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.478 04/04/31 MTN                                                                                                                             | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1556000 | PA      | $1542557.11     | 0.01%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                      | OVV 6.25 07/15/33                                                                                                                                   | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      168000 | PA      | $177260.78      | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                                   | LBMLT 2006-5 2A3                                                                                                                                    | CUSIP: 54251PAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2850390 | PA      | $1329135.49     | 0.01%             | 2036-06-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3 02/15/48                                                                                                                                        | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    67725000 | PA      | $49941896.82    | 0.28%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2024-1 LTD                                                                              | VOYA 2024-1A A1                                                                                                                                     | CUSIP: 92920DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250072.38      | 0.00%             | 2037-04-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.5 02/15/45                                                                                                                                      | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    51465000 | PA      | $36091841.47    | 0.20%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc.                                                                        | ECPG 4.25 06/01/28 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      156000 | PA      | $196799.45      | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EASY STREET MORTGAGE LOAN TRUST 2025-RTL2                                                        | EASY 2025-RTL2 A1                                                                                                                                   | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2081000 | PA      | $2083195.46     | 0.01%             | 2040-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD MR PRICE GROUP LTD                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-32480.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 3.05 03/12/51                                                                                                                                 | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    11595000 | PA      | $7246875.00     | 0.04%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                       | CUSIP: 21H030641<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    80112000 | PA      | $71507451.27    | 0.40%             | 2056-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 4.2 08/14/29                                                                                                                                    | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $3428245.15     | 0.02%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                           | BARC 2024-NQM3 A3                                                                                                                                   | CUSIP: 066941AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2916147 | PA      | $2935601.80     | 0.02%             | 2064-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                              | VLO 6.625 06/15/37                                                                                                                                  | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      181000 | PA      | $198106.15      | 0.00%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                                                 | EUR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $60546.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA6341                                                                                                                                           | CUSIP: 3140QEBK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12155192 | PA      | $10429422.67    | 0.06%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                                               | RAKUTN 9.75 04/15/29 144A                                                                                                                           | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $213119.61      | 0.00%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 26 LTD                                                                               | ELM26 2024-1A A1                                                                                                                                    | CUSIP: 29004CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      440000 | PA      | $440000.00      | 0.00%             | 2037-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD8065                                                                                                                                           | CUSIP: 3132DV6A8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |      155791 | PA      | $152127.04      | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                                | DINO 6.25 01/15/35                                                                                                                                  | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103252.66      | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                           | BARC 2024-NQM1 M1                                                                                                                                   | CUSIP: 06745AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2475500 | PA      | $2487736.64     | 0.01%             | 2064-01-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Company                                                                      | EXC 4 03/01/49                                                                                                                                      | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      100000 | PA      | $76403.49       | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53                                                           | HTL 2024-T53 A                                                                                                                                      | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1790000 | PA      | $1803841.18     | 0.01%             | 2039-05-12      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                  | SANUK V2.896 03/15/32                                                                                                                               | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      290000 | PA      | $263054.69      | 0.00%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 3.4 10/29/33                                                                                                                                    | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     1810000 | PA      | $1601397.84     | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-3                                                      | DRMT 2022-3 B1                                                                                                                                      | CUSIP: 24381YAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1716000 | PA      | $1616631.24     | 0.01%             | 2067-07-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                                                    | BSX 7.375 01/15/40                                                                                                                                  | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      114000 | PA      | $134907.79      | 0.00%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Corning Incorporated                                                                             | GLW 4.375 11/15/57                                                                                                                                  | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |      200000 | PA      | $157497.26      | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS CMBX.NA.BBB-.9                                                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-289549.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD INCYTE CORP                                                                                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-25781.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLT 2022-3 MORTGAGE LOAN TRUST                                                                  | COLT 2022-3 B2                                                                                                                                      | CUSIP: 12659YAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1087707.14     | 0.01%             | 2067-02-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS1331                                                                                                                                           | CUSIP: 3140XGPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5445878 | PA      | $5013794.63     | 0.03%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F022642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -108881000 | PA      | $-91528090.63   | -0.51%            | 2056-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT2037                                                                                                                                           | CUSIP: 3138WPHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      105891 | PA      | $96957.47       | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                                | PAA 4.7 06/15/44                                                                                                                                    | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |      115000 | PA      | $97166.57       | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 4.25 06/05/28 I                                                                                                                                  | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       76000 | PA      | $76239.74       | 0.00%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                     | NSC 5.95 03/15/64                                                                                                                                   | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      148000 | PA      | $146535.07      | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD DANONE SA                                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $15265.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD GEA GROUP AG                                                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-12810.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2836                                                                                                                                           | CUSIP: 3140QNEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4561592 | PA      | $3759077.82     | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PENINSULA PACIFIC ENTERTAINMENT LLC                                                              | Peninsula Pacific Entertainment LLC                                                                                                                 | CUSIP: 70715SAD9<br>LEI: 549300LWV74H4IE3FG45 | Long             | LON              | CORP              | US        |      815939 | PA      | $811859.28      | 0.00%             | 2032-10-01      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| Bank of Nova Scotia                                                                              | BNS V4.588 05/04/37                                                                                                                                 | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1202000 | PA      | $1149872.67     | 0.01%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6818                                                                                                                                           | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    35107731 | PA      | $29019036.49    | 0.16%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LI LTD                                                                      | MDPK 2021-51A A1R                                                                                                                                   | CUSIP: 55821GAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      540000 | PA      | $539648.19      | 0.00%             | 2038-10-19      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.336 01/23/35                                                                                                                                 | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2201000 | PA      | $2234780.95     | 0.01%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM4844                                                                                                                                           | CUSIP: 3140J9L25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1185771 | PA      | $1169097.97     | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cross 2025-H8 Mortgage Trust                                                                     | CROSS 2025-H8 A1A                                                                                                                                   | CUSIP: 22757XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4646718 | PA      | $4624440.35     | 0.03%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 6 LTD                                                                         | OAKC 2020-6A AR2                                                                                                                                    | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      850000 | PA      | $850329.97      | 0.00%             | 2037-10-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD TELEFONICA SA                                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $15739.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD SCHNEIDER ELECTRIC                                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-7333.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                                 | KMI 7.3 08/15/33                                                                                                                                    | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      992000 | PA      | $1119854.26     | 0.01%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2021-2 LTD                                                                              | VOYA 2021-2A A1R                                                                                                                                    | CUSIP: 92919AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249514.50      | 0.00%             | 2038-04-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2020-EYP                                                                              | BFLD 2020-EYP E                                                                                                                                     | CUSIP: 05493AAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3978000 | PA      | $29874.78       | 0.00%             | 2035-10-15      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                                     | EXC V6.5 03/15/55                                                                                                                                   | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      346000 | PA      | $352768.64      | 0.00%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OZLM XIX LTD                                                                                     | OZLM 2017-19A A1R3                                                                                                                                  | CUSIP: 67112CBN6<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | US        |     2680000 | PA      | $2679969.98     | 0.02%             | 2035-01-16      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/CAD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $54390.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                                | BRO 5.65 06/11/34                                                                                                                                   | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      661000 | PA      | $666617.65      | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                            | ETR 4.2 04/01/50                                                                                                                                    | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      251000 | PA      | $197363.13      | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-3                                                                | VERUS 2021-3 B1                                                                                                                                     | CUSIP: 92539LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1668000 | PA      | $1302530.36     | 0.01%             | 2066-06-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                       | AAPL 4.25 02/09/47                                                                                                                                  | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      702000 | PA      | $587895.28      | 0.00%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V0 12/11/30 mTn                                                                                                                                   | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    21220000 | PA      | $20159084.88    | 0.11%             | 2030-12-11      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                                        | TRGP 4.875 02/01/31                                                                                                                                 | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    10135000 | PA      | $10118985.28    | 0.06%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | U.S. Treasury Bond Options                                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          33 | NC      | $28875.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 2.625 04/01/31                                                                                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1551000 | PA      | $1409251.67     | 0.01%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                           | BARC 2025-NQM1 M1                                                                                                                                   | CUSIP: 06744WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3144500 | PA      | $3167630.94     | 0.02%             | 2065-01-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Picard Groupe S.A.S.                                                                             | PICSUR 6.375 07/01/29 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |      463000 | PA      | $540956.03      | 0.00%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM6 TRUST                                                                             | PRPM 2025-NQM6 A1                                                                                                                                   | CUSIP: 69383RAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      663087 | PA      | $658699.08      | 0.00%             | 2070-12-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ3177                                                                                                                                           | CUSIP: 3140H4Q72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52425 | PA      | $51620.39       | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/IDR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12572.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY LLC                                                               | KMI 7 10/15/28                                                                                                                                      | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $106081.03      | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                               | MO 5.625 02/06/35                                                                                                                                   | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      293000 | PA      | $300099.90      | 0.00%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | SGD/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12498.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-18 FH                                                                                                                                      | CUSIP: 3136BVAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     3001299 | PA      | $3026625.73     | 0.02%             | 2054-08-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 5.75 02/15/66                                                                                                                                 | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      636000 | PA      | $629857.39      | 0.00%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | WMB 5.6 03/15/35                                                                                                                                    | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      302000 | PA      | $308629.54      | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-D                                                                 | NSLT 2021-DA B                                                                                                                                      | CUSIP: 64034YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7353000 | PA      | $6631147.17     | 0.04%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                                                                               | FYBR 6.73 02/15/28 G                                                                                                                                | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1551000.00     | 0.01%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8428                                                                                                                                           | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    54609411 | PA      | $54473390.55    | 0.31%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.433 01/23/47                                                                                                                                 | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      118000 | PA      | $111810.26      | 0.00%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 6.625 03/15/35                                                                                                                               | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $204600.00      | 0.00%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PALLADYNE AI CORP                                                                                | Palladyne AI Corp WT EXP 092426                                                                                                                     | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      267474 | NC      | $16770.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                                                                     | CMI 5.3 05/09/35                                                                                                                                    | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |      422000 | PA      | $430135.27      | 0.00%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dbc 2025-DBC Mortgage Trust                                                                      | DBC 2025-DBC A                                                                                                                                      | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13377000 | PA      | $13368654.09    | 0.08%             | 2042-11-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J18913                                                                                                                                           | CUSIP: 3128PY3W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4086 | PA      | $4047.06        | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                                                           | BX 2024-AIRC A                                                                                                                                      | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10515420 | PA      | $10525278.53    | 0.06%             | 2041-08-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                                              | KIM 4.85 03/01/35                                                                                                                                   | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      107000 | PA      | $104817.38      | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 3.1 05/03/27                                                                                                                                    | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     6285000 | PA      | $6210038.11     | 0.03%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA O2 VENDOR FINANCING NOTES V DAC                                                     | VMED 8.5 03/15/33 144A                                                                                                                              | CUSIP: 92769UAA9<br>LEI: 635400ASSEVCXAPVGC36 | Long             | DBT              | CORP              | IE        |      253000 | PA      | $221076.94      | 0.00%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2007-2                                   | FFMER 2007-2 A2C                                                                                                                                    | CUSIP: 59024QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      726128 | PA      | $531079.16      | 0.00%             | 2037-05-26      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV5                                                               | JPMMT 2021-INV5 B4                                                                                                                                  | CUSIP: 46653XAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1187348 | PA      | $986032.13      | 0.01%             | 2051-12-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6094                                                                                                                                           | CUSIP: 3140QRXY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5248036 | PA      | $5422064.37     | 0.03%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 929941                                                                                                                                           | CUSIP: 31412NEN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23412 | PA      | $24562.65       | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                         | WYNFIN 6.25 03/15/33 144A                                                                                                                           | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      139000 | PA      | $137554.32      | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                           | FR SD0520                                                                                                                                           | CUSIP: 3132DMSH9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |     5237422 | PA      | $5008291.70     | 0.03%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5038                                                                                                                                           | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5255349 | PA      | $5207730.81     | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                                           | ES 3.25 05/15/29                                                                                                                                    | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      173000 | PA      | $167460.57      | 0.00%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST 2019-PREZ                                                | SGCMS 2019-PREZ E                                                                                                                                   | CUSIP: 78430EAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1792000 | PA      | $1523062.02     | 0.01%             | 2039-09-16      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD INVESCO LTD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $5410.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                                                  | CLVTSC 3.875 07/01/28 144A                                                                                                                          | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      163000 | PA      | $153825.89      | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS5654                                                                                                                                           | CUSIP: 3140XMH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      291741 | PA      | $289157.59      | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                               | ELM 2024-ELM A15                                                                                                                                    | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4860000 | PA      | $4869586.35     | 0.03%             | 2039-06-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS8553                                                                                                                                           | CUSIP: 3138WJQF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      739716 | PA      | $700813.88      | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD BOLLORE SE                                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-15271.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                              | BPL 6.875 07/01/29 144A                                                                                                                             | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      217000 | PA      | $223342.91      | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CREEKSOURCE 2024-1 DUNES CREEK CLO                                                               | CKSRC 2024-1A A1                                                                                                                                    | CUSIP: 225914AA8<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250210.68      | 0.00%             | 2038-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 4.101 03/01/28                                                                                                                                  | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2027000 | PA      | $2013485.04     | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2025-P2                                                     | LENDR 2025-P2 A                                                                                                                                     | CUSIP: 525949AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6333175 | PA      | $6360055.11     | 0.04%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                                        | TPG 5.375 01/15/36                                                                                                                                  | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |      217000 | PA      | $209861.51      | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                                                       | DG 5.45 07/05/33                                                                                                                                    | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      546000 | PA      | $552361.25      | 0.00%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONNI COMMERCIAL MORTGAGE TRUST 2024-APT                                                          | ONNI 2024-APT A                                                                                                                                     | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      781000 | PA      | $790421.75      | 0.00%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                           | BARC 2025-NQM1 A2                                                                                                                                   | CUSIP: 06744WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2856361 | PA      | $2878159.64     | 0.02%             | 2065-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA8377                                                                                                                                           | CUSIP: 3140QGJX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      878635 | PA      | $795583.27      | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3238                                                                                                                                           | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2292565 | PA      | $2131536.74     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DC TRUST 2024-HLTN                                                                               | DC 2024-HLTN F                                                                                                                                      | CUSIP: 24022FAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2180000 | PA      | $2155604.06     | 0.01%             | 2040-04-13      | Variable      | 10.30%                | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                  | SANUK V5.136 09/22/36                                                                                                                               | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $193132.78      | 0.00%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD CENCORA INC                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $4977.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD BROTHER INDUSTRIES LTD                                                                                                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-905.46        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation 2025-Cre-1 PLC                                              | TOGET 2025-CRE1 C                                                                                                                                   | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-O            | CORP              | GB        |      511000 | PA      | $682713.32      | 0.00%             | 2057-01-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 5233                                                                                                                                             | CUSIP: 36202FY67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9517 | PA      | $9150.77        | 0.00%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                                                | AIG 4.5 07/16/44                                                                                                                                    | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      293000 | PA      | $250503.61      | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   157151000 | NC      | $25735.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                             | APH 4.625 02/15/36                                                                                                                                  | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      583000 | PA      | $563777.32      | 0.00%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AOA TRUST 2025-1301                                                                              | AOA 2025-1301 A                                                                                                                                     | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1955000 | PA      | $1959638.04     | 0.01%             | 2042-08-13      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                                 | KMI 6.5 09/01/39                                                                                                                                    | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      120000 | PA      | $128033.79      | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS BAYERISCHE MOTOREN WERKE AG                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-32292.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRM5 TRUST 2025-PRM5                                                                             | PRM5 2025-PRM5 D                                                                                                                                    | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1685849.71     | 0.01%             | 2033-03-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| COLT 2022-1 MORTGAGE LOAN TRUST                                                                  | COLT 2022-1 B2                                                                                                                                      | CUSIP: 19688HAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      316000 | PA      | $274593.51      | 0.00%             | 2066-12-27      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 3.375 02/01/35                                                                                                                                  | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      318000 | PA      | $283348.98      | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 4.8 03/01/50                                                                                                                                   | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     1980000 | PA      | $1463926.68     | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                                     | TGT 3.625 04/15/46                                                                                                                                  | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      563000 | PA      | $423300.48      | 0.00%             | 2046-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| National RMBS Trust 2026-1                                                                       | NRMBS 2026-1 C                                                                                                                                      | CUSIP: 000000000<br>LEI: 984500A1759693F5DD13 | Long             | ABS-O            | CORP              | AU        |      850000 | PA      | $582786.28      | 0.00%             | 2057-10-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD SUZUKI MOTOR CORP                                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-21839.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| One Bryant Park Trust 2019-Obp                                                                   | OBP 2019-OBP A                                                                                                                                      | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1888000 | PA      | $1744400.04     | 0.01%             | 2054-09-13      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD INTERTEK GROUP PLC                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-231201.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                                       | STZ 3.5 05/09/27                                                                                                                                    | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1132870.80     | 0.01%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD NEC CORP                                                                                                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2824.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                                  | AJAXM 2022-A M2                                                                                                                                     | CUSIP: 009695AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3256000 | PA      | $2723781.40     | 0.02%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-9 FG                                                                                                                                       | CUSIP: 3136BVEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     3393528 | PA      | $3417197.90     | 0.02%             | 2055-03-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020-4                                                                  | AOMT 2020-4 A3                                                                                                                                      | CUSIP: 03464LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      342563 | PA      | $335863.23      | 0.00%             | 2065-06-25      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR TA4389                                                                                                                                           | CUSIP: 3142JS2X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2791267 | PA      | $2760015.83     | 0.02%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 4.25 03/15/46                                                                                                                                   | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      856000 | PA      | $650196.88      | 0.00%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 32 LTD                                                                     | ANCHC 2025-32A D                                                                                                                                    | CUSIP: 03333MAG8<br>LEI: 63670045P01T5CDEDN27 | Long             | ABS-CBDO         | CORP              | KY        |     1412200 | PA      | $1412108.91     | 0.01%             | 2037-07-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Apidos Clo Xxxvii Ltd / Llc                                                                      | APID 2021-37A A                                                                                                                                     | CUSIP: 03769HAA5<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $450060.21      | 0.00%             | 2034-10-23      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD KBC GROUP NV                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-63530.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                                               | RYASPE 4.375 02/01/30 144A                                                                                                                          | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      164000 | PA      | $158878.43      | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2024-A                                                            | MFIT 2024-AA E                                                                                                                                      | CUSIP: 567928AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1277000 | PA      | $1307910.17     | 0.01%             | 2036-09-22      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| ARES LOAN FUNDING I LTD                                                                          | ARES 2021-ALFA AR                                                                                                                                   | CUSIP: 04018XAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |     2820000 | PA      | $2814955.58     | 0.02%             | 2039-04-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V7.399 11/13/34                                                                                                                                | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2193000 | PA      | $2422890.37     | 0.01%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| VEGAS 2024-GCS                                                                                   | VEGAS 2024-GCS D                                                                                                                                    | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10840000 | PA      | $10784997.84    | 0.06%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Dynamo Newco II GmbH                                                                             | DYNNEW 6.25 10/15/31 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |      258000 | PA      | $264472.37      | 0.00%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL FOUR US CLO II LTD                                                                       | C4US 2022-1A AR                                                                                                                                     | CUSIP: 14016CAN6<br>LEI: 2138009KMDCX6G3MTA10 | Long             | ABS-CBDO         | CORP              | JE        |       20000 | PA      | $20009.74       | 0.00%             | 2037-01-21      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXIX LTD                                                                        | BLUEM 2020-29A BR                                                                                                                                   | CUSIP: 09630KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1080000 | PA      | $1074971.20     | 0.01%             | 2034-07-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                                      | PEP 4 03/05/42                                                                                                                                      | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      136000 | PA      | $115083.01      | 0.00%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA3639                                                                                                                                           | CUSIP: 31418DBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1263959 | PA      | $1236547.37     | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc.                                                                                | PBI 6.875 03/15/27 144A                                                                                                                             | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     6435000 | PA      | $6426506.44     | 0.04%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VELOCIT COM CAP LN TR 2022-2                                                                     | VCC 2022-2 M3                                                                                                                                       | CUSIP: 92259UAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1774311 | PA      | $1689804.58     | 0.01%             | 2052-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | KRW CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | GB        |    -2915000 | NC      | $-1032.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES SERIES 2006-CB2                                   | CBASS 2006-CB2 AF4                                                                                                                                  | CUSIP: 12498NAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      296424 | PA      | $241516.43      | 0.00%             | 2036-12-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | SWOP IRS JPY                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        | 17252600000 | NC      | $24299.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                           | BARC 2024-NQM4 A1                                                                                                                                   | CUSIP: 06745KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    33252442 | PA      | $33165044.41    | 0.19%             | 2064-12-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Oneok Partners Lp                                                                                | OKE 6.85 10/15/37                                                                                                                                   | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      151000 | PA      | $164474.39      | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2025-P2                                                     | LENDR 2025-P2 B                                                                                                                                     | CUSIP: 525949AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      407000 | PA      | $406828.04      | 0.00%             | 2035-04-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MAVERICK GAMING LLC SO:TL-SO                                                                     | MAVERICK GAMING LLC SO:TL-SO                                                                                                                        | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2705840 | PA      | $106068.94      | 0.00%             | 2028-06-03      | Floating      | 15.25%                | No            |                  3 | On Loan: No      |
| MCM 2021-VFN1: CERT CMO/WHOLE                                                                    | MCM 2021-VFN1: CERT CMO/WHOLE                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19373179 | PA      | $14904118.20    | 0.08%             | 2031-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 4.5 07/01/40                                                                                                                                    | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    10244610 | PA      | $8742141.64     | 0.05%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREMF 2012-KF01 MORTGAGE TRUST                                                                   | FREMF 2017-KGX1 BFX                                                                                                                                 | CUSIP: 30305QAG6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     1190000 | PA      | $1154487.19     | 0.01%             | 2027-10-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2855                                                                                                                                           | CUSIP: 3140QNE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11981194 | PA      | $10330556.58    | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G61079                                                                                                                                           | CUSIP: 31335BFU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1035922 | PA      | $1021570.86     | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIRKUL COM 0.01 WARR                                                                             | CIRKUL COM 0.01 WARR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       11075 | NC      | $0.11           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS MXN                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $3360.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.125 08/03/65                                                                                                                                 | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     8420000 | PA      | $7004300.86     | 0.04%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6872                                                                                                                                           | CUSIP: 3140QST68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    22836466 | PA      | $23405379.38    | 0.13%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD AMPHENOL CORP                                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-11245.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The J M Smucker Company                                                                          | SJM 4.25 03/15/35                                                                                                                                   | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |      159000 | PA      | $146126.42      | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2007-OA5 2A                                                                                                                                    | CUSIP: 93364BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      826568 | PA      | $703156.80      | 0.00%             | 2047-06-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BlackRock ETF Trust II                                                                           | BlackRock ETF Trust II ISHARES AAA CLO ACTIVE ETF                                                                                                   | CUSIP: 092528504<br>LEI: 549300PLJCTZLQ2LE832 | Long             | EC               | RF                | US        |      200000 | NS      | $10367000.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| The Charles Schwab Corporation                                                                   | SCHW 1.65 03/11/31                                                                                                                                  | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      502000 | PA      | $437420.97      | 0.00%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2165                                                                                                                                           | CUSIP: 3140QMMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12637749 | PA      | $11284538.91    | 0.06%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD ROHM CO LTD                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-57424.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | MRSH 4.85 11/15/31                                                                                                                                  | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      430000 | PA      | $433506.45      | 0.00%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EUREX FRANKFURT AKTIENGESELLSCHAFT                                                               | EURO STOXX 50 Index Options(OESX) Index Opt                                                                                                         | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DE               | CORP              | DE        |        -226 | NC      | $-430363.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                                                      | USD CALL VERSUS AUD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |     -638500 | NC      | $-110.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS BRL                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $6474.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD PAYPAL HOLDINGS INC                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $49696.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                        | TOYOTA 5.1 03/21/31                                                                                                                                 | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     2419000 | PA      | $2474541.76     | 0.01%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2020-2                                                          | VSTA 2020-2 M1                                                                                                                                      | CUSIP: 92838TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1480000 | PA      | $1420096.11     | 0.01%             | 2065-04-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXIV LTD                                                                   | MDPK 2025-71A A1                                                                                                                                    | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9325000 | PA      | $9294362.71     | 0.05%             | 2038-04-23      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XX LTD                                                                    | ATCLO 2022-20A XR                                                                                                                                   | CUSIP: 049410AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      335000 | PA      | $334999.36      | 0.00%             | 2037-10-19      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                      | GLPI 4 01/15/31                                                                                                                                     | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     2181000 | PA      | $2062310.63     | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS KINGDOM OF SAUDI ARABIA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19576.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                            | BSABS 2007-HE2 23A                                                                                                                                  | CUSIP: 07389YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      359437 | PA      | $346927.74      | 0.00%             | 2037-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED                                                 | USD/CHF FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-46609.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                                | BRKHEC 5.95 05/15/37                                                                                                                                | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      668000 | PA      | $702266.35      | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Totalenergies Capital USA LLC                                                                    | TTEFP 4.248 01/13/31                                                                                                                                | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |     2307000 | PA      | $2285715.16     | 0.01%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                                           | ENR 4.75 06/15/28 144A                                                                                                                              | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |       53000 | PA      | $52169.37       | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                              | ALA 2025-OANA A                                                                                                                                     | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5949000 | PA      | $5963872.50     | 0.03%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HTL MORTGAGE TRUST                                                                      | MCR 2024-HTL E                                                                                                                                      | CUSIP: 55286PAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2414659 | PA      | $2388284.62     | 0.01%             | 2037-02-17      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-6                                                    | VCC 2024-6 M4                                                                                                                                       | CUSIP: 92261BAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1190178 | PA      | $1198879.51     | 0.01%             | 2054-12-25      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                          | BNCN 4.85 03/29/29                                                                                                                                  | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      428000 | PA      | $429930.79      | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7544                                                                                                                                           | CUSIP: 3132DVLZ6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     2296728 | PA      | $2057712.28     | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN 104 CLO LTD                                                                               | DRSLF 2022-104A A1R                                                                                                                                 | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3180000 | PA      | $3179528.09     | 0.02%             | 2034-08-21      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                           | BARC 2025-NQM1 XS                                                                                                                                   | CUSIP: 06744WAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    47449860 | PA      | $1454751.02     | 0.01%             | 2065-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X1                                                        | AFFRM 2025-X1 C                                                                                                                                     | CUSIP: 00834MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1280000 | PA      | $1281672.32     | 0.01%             | 2030-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD VERALTO CORP                                                                                                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-88503.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                       | CZR 6 10/15/32 144A                                                                                                                                 | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      206000 | PA      | $189521.82      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD LA FRANCAISE DES JEUX SACA                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-979.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                                 | MKL 6 05/16/54                                                                                                                                      | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      184000 | PA      | $179088.35      | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AU6241                                                                                                                                           | CUSIP: 3138X55B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      215043 | PA      | $208994.59      | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB2481                                                                                                                                           | CUSIP: 31416XXK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82360 | PA      | $81508.85       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG V60902                                                                                                                                           | CUSIP: 3132KFAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      318202 | PA      | $308827.07      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                              | KNTK 5.875 06/15/30 144A                                                                                                                            | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37136.12       | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                                    | JEF 5.875 07/21/28                                                                                                                                  | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102106.95      | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-SOX                                            | NCMS 2018-SOX A                                                                                                                                     | CUSIP: 63874NAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4162000 | PA      | $4077861.84     | 0.02%             | 2038-06-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4237                                                                                                                                           | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    63576528 | PA      | $51752667.24    | 0.29%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                                           | HARMID 7.5 09/01/28 144A                                                                                                                            | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      145000 | PA      | $146406.65      | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 5.4 10/15/35                                                                                                                                    | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      184000 | PA      | $182784.46      | 0.00%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | TRS ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $46483.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW RES MTG LN TR 2025-NQM1                                                                      | NRZT 2025-NQM1 M1                                                                                                                                   | CUSIP: 64832DAF8<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-O            | CORP              | US        |      679356 | PA      | $689589.41      | 0.00%             | 2065-01-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| GENIUS SPORTS LTD                                                                                | Genius Sports Ltd. COM NPV                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |      501475 | NS      | $2221534.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J34223                                                                                                                                           | CUSIP: 31307QVQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20139 | PA      | $19901.72       | 0.00%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM3240                                                                                                                                           | CUSIP: 3140J7S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      519683 | PA      | $508017.31      | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Incorporated                                                                       | LAD 5.5 10/01/30 144A                                                                                                                               | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      161000 | PA      | $157768.79      | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GREENPOINT CREDIT LLC                                                                            | GPMH 1999-5 M2                                                                                                                                      | CUSIP: 395383AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      432468 | PA      | $431219.04      | 0.00%             | 2029-12-15      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2015-3 LLC                                                                      | BLUEM 2015-3A A1R                                                                                                                                   | CUSIP: 09628JAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      642493 | PA      | $642734.04      | 0.00%             | 2031-04-21      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust 2022-SH1                                                         | SHMLT 2022-SH1 A3                                                                                                                                   | CUSIP: 85213XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      785448 | PA      | $768287.61      | 0.00%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD NORSK HYDRO                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-106250.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 3 06/15/28                                                                                                                                      | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      665000 | PA      | $643379.11      | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUREX FRANKFURT AKTIENGESELLSCHAFT                                                               | EURO STOXX Banks Options(OESB) Index Opt                                                                                                            | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DE               | CORP              | DE        |          88 | NC      | $6357.18        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/THB FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1092439.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC HOME EQUITY MORTGAGE LOAN ASSET-BACKED TRUST SPMD 2004-C                                 | INHEL 2004-A M2                                                                                                                                     | CUSIP: 456606ER9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      197615 | PA      | $192005.84      | 0.00%             | 2034-07-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD JAPAN TOBACCO INC                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $18189.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKGB 27.7 09/27/34 10Y                                                                                                                            | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    40431000 | PA      | $806063.52      | 0.00%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| PRKCM 2022-AFC2 TRUST                                                                            | PRKCM 2022-AFC2 A1                                                                                                                                  | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3995046 | PA      | $3983212.58     | 0.02%             | 2057-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2025-FL10 ISSUER LLC                                                                   | FSRIA 2025-FL10 A                                                                                                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1610000 | PA      | $1606542.20     | 0.01%             | 2042-08-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Agl Clo 5 Ltd/ Llc                                                                               | AGL 2020-5A D1AR                                                                                                                                    | CUSIP: 00119TBM5<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |      620000 | PA      | $613411.82      | 0.00%             | 2039-01-20      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD BRAMBLES LTD                                                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $3833.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corporation                                                               | PPL 3.95 06/01/47                                                                                                                                   | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      285000 | PA      | $221986.10      | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4696                                                                                                                                             | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2154 | PA      | $2136.12        | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS ZF EUROPE FINANCE BV                                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $58964.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings Llc                                                             | FYBR 5 05/01/28 144A                                                                                                                                | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12915000 | PA      | $12912976.22    | 0.07%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ambipar Luxembourg S.a.r.l.                                                                      | AMBIBZ 10.875 02/05/33 144A                                                                                                                         | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |      539000 | PA      | $73293.22       | 0.00%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-C                                                                  | AJAXM 2023-C M1                                                                                                                                     | CUSIP: 009926AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      731400 | PA      | $640475.35      | 0.00%             | 2063-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 5.55 11/15/35                                                                                                                                   | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      851000 | PA      | $820056.53      | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                 | ALIANT 5.875 11/01/29 144A                                                                                                                          | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      230000 | PA      | $222531.72      | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD INSURANCE AUSTRALIA GROUP LTD                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $33833.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BWAY TRUST 2025-1535                                                                             | BWAY 2025-1535 A                                                                                                                                    | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      891000 | PA      | $901595.95      | 0.01%             | 2042-05-07      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QH4303                                                                                                                                           | CUSIP: 3133CGX85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39661 | PA      | $39155.27       | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK 5.424 07/09/31                                                                                                                               | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     2134000 | PA      | $2184552.73     | 0.01%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                              | KMI 5.3 12/01/34                                                                                                                                    | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      748000 | PA      | $753764.22      | 0.00%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AA9346                                                                                                                                           | CUSIP: 31416TL49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5744 | PA      | $5684.49        | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.766 04/22/35                                                                                                                                 | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1735000 | PA      | $1807150.22     | 0.01%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS PLN                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $19401.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD SIEMENS AG                                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-79115.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 5083                                                                                                                                             | CUSIP: 36202FUG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      561544 | PA      | $571020.13      | 0.00%             | 2041-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J31418                                                                                                                                           | CUSIP: 31307MSF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2258 | PA      | $2190.50        | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust 2021-B                                                            | MFIT 2021-BA E                                                                                                                                      | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1265000 | PA      | $1187126.47     | 0.01%             | 2036-11-20      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AD2409                                                                                                                                           | CUSIP: 36180DVA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      180239 | PA      | $169359.94      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS LANXESS AG                                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $75910.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-4                                                    | VCC 2021-4 M4                                                                                                                                       | CUSIP: 92258DAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      851977 | PA      | $694794.82      | 0.00%             | 2051-12-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                                 | BMO V4.64 09/10/30                                                                                                                                  | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      361000 | PA      | $361668.18      | 0.00%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 34 Ltd                                                        | NEUB 2019-34A A1R2                                                                                                                                  | CUSIP: 64132YBE1<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |      740000 | PA      | $740383.54      | 0.00%             | 2039-07-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                           | GFLCN 4.375 08/15/29 144A                                                                                                                           | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       90000 | PA      | $87563.06       | 0.00%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (UK) PLC                                                          | SAZKAG 4.125 02/15/31 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      741000 | PA      | $805848.09      | 0.00%             | 2031-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO VII LTD                                                                              | ELMW7 2020-4A A1RR                                                                                                                                  | CUSIP: 29002QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      790000 | PA      | $790289.61      | 0.00%             | 2037-10-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                          | STX 5.875 07/15/30 144A                                                                                                                             | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     3531000 | PA      | $3589049.64     | 0.02%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   -30672000 | NC      | $-161934.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 6.25 02/15/32 144A                                                                                                                             | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       66000 | PA      | $66682.37       | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORCHARD PARK CLO LTD                                                                             | ORCHPK 2024-1A B1                                                                                                                                   | CUSIP: 68563JAC8<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | KY        |     1380000 | PA      | $1381560.64     | 0.01%             | 2037-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD COSAN SA                                                                                                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-14529.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2025-IV LTD                                                                         | CIFC 2025-4A C                                                                                                                                      | CUSIP: 12575MAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      890000 | PA      | $890083.22      | 0.01%             | 2038-10-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J18955                                                                                                                                           | CUSIP: 3128PY5Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4476 | PA      | $4435.95        | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TRUST SERIES 2005-2                                                                    | IMM 2004-11 1A2                                                                                                                                     | CUSIP: 45254NMA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      501841 | PA      | $707714.11      | 0.00%             | 2035-03-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                        | TOYOTA 4.65 09/03/32                                                                                                                                | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      509000 | PA      | $505223.29      | 0.00%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS6233                                                                                                                                           | CUSIP: 3138WF4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31145 | PA      | $30688.35       | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LQR TRUST 2025-CALI                                                                              | LQR 2025-CALI A                                                                                                                                     | CUSIP: 50216WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1859000 | PA      | $1846274.03     | 0.01%             | 2043-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                                                               | ONYP 2020-1NYP D                                                                                                                                    | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      960000 | PA      | $888000.00      | 0.00%             | 2036-01-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BX6752                                                                                                                                           | CUSIP: 3140NBQE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      496205 | PA      | $491256.52      | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALI COMMERCIAL MORTGAGE TRUST 2024-SUN                                                          | CALI 2024-SUN A                                                                                                                                     | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4289000 | PA      | $4289000.00     | 0.02%             | 2041-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRU                                                               | AMERICAN AIRLINES PASS THROUGH TRU                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2613238 | PA      | $2603568.52     | 0.01%             | 2026-06-15      | Fixed         | 3.53%                 | No            |                  3 | On Loan: No      |
| Youni Italy 2025-2                                                                               | YOUIT 2025-2 C                                                                                                                                      | CUSIP: 000000000<br>LEI: 8156001A7AEEA1E59607 | Long             | ABS-O            | CORP              | IT        |      188112 | PA      | $217169.03      | 0.00%             | 2036-01-25      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V5.043 07/26/28                                                                                                                                 | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1573427.08     | 0.01%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | HBAN V5.709 02/02/35                                                                                                                                | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      667000 | PA      | $680616.83      | 0.00%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD VALERO ENERGY CORP                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $50942.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                                     | HON 4.5 01/15/34                                                                                                                                    | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     1626000 | PA      | $1599643.78     | 0.01%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                                   | PLD 2.875 11/15/29                                                                                                                                  | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      250000 | PA      | $237054.71      | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mc Brazil Downstream Trading Sarl                                                                | MCBRAC 7.25 06/30/31 144A                                                                                                                           | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |      187577 | PA      | $167656.23      | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CRSO TRUST 2023-BRND                                                                             | CRSO TRUST 2023-BRND 7.1207% MTG BDS 10/07/28 USD1000 A 144A                                                                                        | CUSIP: 228925AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2270716 | PA      | $2337452.80     | 0.01%             | 2040-07-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 4.75 02/01/32                                                                                                                                   | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    11947000 | PA      | $11640777.60    | 0.07%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FDG XLIV 2024-44                                                                   | CERB 2023-5A A                                                                                                                                      | CUSIP: 15674DAA2<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-CBDO         | CORP              | US        |     1480000 | PA      | $1481248.08     | 0.01%             | 2036-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | JNJ 3.75 03/03/47                                                                                                                                   | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     1308000 | PA      | $1035167.30     | 0.01%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | MIZUHO V2.201 07/10/31                                                                                                                              | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     2232000 | PA      | $2010446.03     | 0.01%             | 2031-07-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TAGUS - Sociedade de Titularizacao de Creditos, S.A.                                             | VASCO 2 D                                                                                                                                           | CUSIP: 000000000<br>LEI: 213800D3OXAL3N7T1S19 | Long             | ABS-O            | CORP              | PT        |      266882 | PA      | $311583.56      | 0.00%             | 2042-10-27      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| AGL CLO 37 LTD                                                                                   | AGL 2024-37A A1                                                                                                                                     | CUSIP: 00121MAA3<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | KY        |      290000 | PA      | $289759.39      | 0.00%             | 2038-04-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -2514129127 | PA      | $-2479249708.53 | -13.94%           | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Genmab AS And Genmab Finance LLC                                                                 | GMABDC 6.25 12/15/32 144A                                                                                                                           | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $205046.40      | 0.00%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| New World China Land Limited                                                                     | NWDEVL 4.75 01/23/27                                                                                                                                | CUSIP: 000000000<br>LEI: 549300X7767HIID3YE28 | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $1866000.00     | 0.01%             | 2027-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q37957                                                                                                                                           | CUSIP: 3132QUZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      130293 | PA      | $125702.70      | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                             | KDP 5.05 03/15/29                                                                                                                                   | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     1829000 | PA      | $1848901.35     | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2019-GSA1                                                           | GSMS 2019-GSA1 C                                                                                                                                    | CUSIP: 36261PAZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      260000 | PA      | $234307.53      | 0.00%             | 2052-11-13      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL7320                                                                                                                                           | CUSIP: 3138EQD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40379 | PA      | $39659.43       | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4501                                                                                                                                           | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6607966 | PA      | $5743188.02     | 0.03%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 5 LTD                                                                         | OAKC 2020-5A B1R                                                                                                                                    | CUSIP: 67113GAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      420000 | PA      | $420409.50      | 0.00%             | 2037-10-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-660F                                                         | BFLD 2025-660F D                                                                                                                                    | CUSIP: 05556QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      422000 | PA      | $420945.00      | 0.00%             | 2042-11-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                                    | TRPCN 5.6 03/31/34                                                                                                                                  | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      213000 | PA      | $219038.20      | 0.00%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6884                                                                                                                                           | CUSIP: 3140QSUJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8087253 | PA      | $8376454.90     | 0.05%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | USD CALL VERSUS AUD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | GB        |    10400000 | NC      | $32315.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.35 06/01/34                                                                                                                                  | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      229000 | PA      | $233645.14      | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JSC National Company KazMunayGas                                                                 | KZOKZ 6.375 10/24/48 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     1749000 | PA      | $1727207.46     | 0.01%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V6.123 10/28/33 MTN                                                                                                                             | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1417000 | PA      | $1498067.05     | 0.01%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Brck Trust 2025 830B                                                                             | BRCK 2025-830B E                                                                                                                                    | CUSIP: 10635AAL3<br>LEI: 213800SK28MWXB3K3P26 | Long             | ABS-O            | CORP              | US        |     3768000 | PA      | $3845228.93     | 0.02%             | 2042-12-11      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.875 08/15/40                                                                                                                                    | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8144000 | PA      | $7464485.00     | 0.04%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC / JFIN CO-ISSUER CORP                                                      | JEFFIN 6.625 10/15/31 144A                                                                                                                          | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190679.80      | 0.00%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS INR                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $797459.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2004-W11                     | ARSI 2005-W1 A2                                                                                                                                     | CUSIP: 040104MY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2101800 | PA      | $1783214.01     | 0.01%             | 2035-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                    | ENBCN 5.7 03/08/33                                                                                                                                  | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1827000 | PA      | $1892564.53     | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/TRY FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $369.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0297                                                                                                                                           | CUSIP: 3132DMKJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13512826 | PA      | $12946960.69    | 0.07%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 3 10/29/28                                                                                                                                      | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      280000 | PA      | $269523.65      | 0.00%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ8269                                                                                                                                           | CUSIP: 3140HAFK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      170437 | PA      | $167707.97      | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Finance Corp                                                                                  | GS V0 02/17/31 DmtN                                                                                                                                 | CUSIP: 40058XL51<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |    12097000 | PA      | $11749804.00    | 0.07%             | 2031-02-17      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 10.75 06/01/36 144A                                                                                                                          | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    78800000 | PA      | $1364604.47     | 0.01%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-13 FB                                                                                                                                      | CUSIP: 3136BU2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     6350247 | PA      | $6393000.92     | 0.04%             | 2055-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G07358                                                                                                                                           | CUSIP: 3128M9QK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      572669 | PA      | $579760.75      | 0.00%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3121                                                                                                                                           | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      259812 | PA      | $246978.87      | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-DSC2                                                    | GSMBS 2025-DSC2 A1                                                                                                                                  | CUSIP: 36275JAC4<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-O            | CORP              | US        |     1816619 | PA      | $1811321.10     | 0.01%             | 2066-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q16403                                                                                                                                           | CUSIP: 3132J7RZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      226306 | PA      | $207538.82      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                                               | D 4.6 06/15/43                                                                                                                                      | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |      280000 | PA      | $242158.20      | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 983911                                                                                                                                           | CUSIP: 31415MAL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34655 | PA      | $34829.26       | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 1.25 03/31/28                                                                                                                                     | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38227500 | PA      | $36354949.61    | 0.20%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F040644<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |     -905000 | PA      | $-853888.89     | -0.00%            | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SB8507                                                                                                                                           | CUSIP: 3132D6NY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5551494 | PA      | $5121468.57     | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD DARDEN RESTAURANTS INC                                                                                                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-17573.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP 3.3 05/03/27                                                                                                                                    | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      860000 | PA      | $852761.09      | 0.00%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ARES LOAN FUNDING III LTD                                                                        | ARES 2022-ALF3A A1R                                                                                                                                 | CUSIP: 04009BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1050000 | PA      | $1050000.00     | 0.01%             | 2036-07-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                                      | OCP CLO 2025-46 Ltd                                                                                                                                 | CUSIP: 671023AG4<br>LEI: 213800J27YESIODUZS34 | Long             | ABS-CBDO         | CORP              | US        |      360000 | PA      | $348961.21      | 0.00%             | 2038-10-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BE1896                                                                                                                                           | CUSIP: 3140FMDA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      564216 | PA      | $534881.54      | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                        | O 3.4 01/15/30                                                                                                                                      | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95895.64       | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                              | CSCO 5.5 02/24/55                                                                                                                                   | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      175000 | PA      | $169673.58      | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2021-1 LTD                                                                         | CAVU 2021-1A AR                                                                                                                                     | CUSIP: 89624NAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1970000 | PA      | $1971783.64     | 0.01%             | 2037-07-23      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD AXA SA                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $15405.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-1 FX                                                                                                                                       | CUSIP: 3136BUE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     5854467 | PA      | $5895508.45     | 0.03%             | 2055-02-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 4.05 08/18/29                                                                                                                                  | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1411000 | PA      | $1397789.74     | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 5116                                                                                                                                             | CUSIP: 36202FVH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      303955 | PA      | $309177.30      | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD HEIWA CORP                                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $31146.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBAM US CLO V LTD                                                                                | BBAM 2025-5A A1                                                                                                                                     | CUSIP: 05556BAA0<br>LEI: 213800MKXSA1BGWGVJ66 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250159.88      | 0.00%             | 2038-07-26      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 5.15 03/02/28                                                                                                                                  | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1123000 | PA      | $1139457.13     | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | BRL/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17541.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2003-UP3                                                           | CMLTI 2007-AHL2 A3C                                                                                                                                 | CUSIP: 17312TAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1847233 | PA      | $1260644.83     | 0.01%             | 2037-05-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 2.25 08/15/27                                                                                                                                     | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15187000 | PA      | $14866649.22    | 0.08%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS CMBX.NA.BBB-.9                                                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-218610.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD BELIMO N AG                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-28556.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC 1.125 08/03/27 MTN                                                                                                                              | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      373000 | PA      | $357528.46      | 0.00%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD DR ING HC F PORSCHE PRF AG                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $6091.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                                    | TACHEM 2.05 03/31/30                                                                                                                                | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      469000 | PA      | $426136.70      | 0.00%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust 2024-2                                                        | RMIT 2024-2 A                                                                                                                                       | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1860000 | PA      | $1867136.26     | 0.01%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| A10 2025-FL6 Issuer LLC                                                                          | A10 2025-FL6 A                                                                                                                                      | CUSIP: 00028AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4881000 | PA      | $4878850.41     | 0.03%             | 2042-05-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XLVIII LTD                                                                            | APID 2024-48A A1                                                                                                                                    | CUSIP: 03770WAA9<br>LEI: 25490046M6DC4604K633 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250208.90      | 0.00%             | 2037-07-27      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| LCM 29 LTD                                                                                       | LCM 29A AR                                                                                                                                          | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      805386 | PA      | $805607.98      | 0.00%             | 2031-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS2763                                                                                                                                           | CUSIP: 3140XJB93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      889933 | PA      | $770909.89      | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                                                        | SR V6.25 06/01/56                                                                                                                                   | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      277000 | PA      | $273910.81      | 0.00%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD CAMPBELL SOUP                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-29959.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Summer (BC) Holdco B S.a r.l.                                                                    | KANGRP F 02/15/30 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |     1113000 | PA      | $1117822.23     | 0.01%             | 2030-02-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                                     | IT 5.6 11/20/35                                                                                                                                     | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      411000 | PA      | $389848.27      | 0.00%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | EUR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19407.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 18 LTD                                                                     | ANCHC 2021-18A A1                                                                                                                                   | CUSIP: 03331AAA9<br>LEI: 549300JIJ617WYIUFX18 | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $550062.10      | 0.00%             | 2034-04-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2026-NQM2                                                           | BARC 2026-NQM2 A1                                                                                                                                   | CUSIP: 06745FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10830388 | PA      | $10685268.61    | 0.06%             | 2065-12-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                              | D 2.45 12/15/50                                                                                                                                     | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     1417000 | PA      | $789838.24      | 0.00%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD TRANSURBAN GROUP                                                                                                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1876.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS CZK                                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   -52572000 | NC      | $-1235.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RR 24 Ltd / RR 24 LLC                                                                            | RRAM 2022-24A A1A2                                                                                                                                  | CUSIP: 75000HBA1<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | BM        |      500000 | PA      | $500079.15      | 0.00%             | 2037-01-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO VI LTD                                                                               | BBAM 2025-6A A1                                                                                                                                     | CUSIP: 05556TAA1<br>LEI: 213800XNFJXOBNFACF61 | Long             | ABS-CBDO         | CORP              | KY        |     3280000 | PA      | $3278610.92     | 0.02%             | 2039-01-27      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO                                                                                     | AGL 2020-4A AR2                                                                                                                                     | CUSIP: 001199AQ1<br>LEI: 549300HS2AZ4GZPCZ864 | Long             | ABS-CBDO         | CORP              | KY        |     3620000 | PA      | $3621942.13     | 0.02%             | 2037-10-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 995066                                                                                                                                           | CUSIP: 31416BMP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      415119 | PA      | $423034.65      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS INC                                                          | RAMP 2004-RS7 A2A                                                                                                                                   | CUSIP: 7609857G0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      927285 | PA      | $738182.52      | 0.00%             | 2034-07-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust 2024-2                                                        | RMIT 2024-2 D                                                                                                                                       | CUSIP: 75907AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      271000 | PA      | $272441.42      | 0.00%             | 2033-12-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-C                                                                  | AJAXM 2023-C C                                                                                                                                      | CUSIP: 009926AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7569930 | PA      | $4093001.44     | 0.02%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 4.5 08/15/30 144A                                                                                                                              | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      342000 | PA      | $319591.68      | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AO3048                                                                                                                                           | CUSIP: 3138LTL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27455 | PA      | $25883.50       | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSECO FINANCE SECURITIZATIONS CORP                                                             | CNF 2000-5 A6                                                                                                                                       | CUSIP: 20846QEQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2104715 | PA      | $356663.78      | 0.00%             | 2031-05-01      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Dryden 53 Clo Ltd                                                                                | DRSLF 2017-53A BR                                                                                                                                   | CUSIP: 26243EAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      430000 | PA      | $429678.06      | 0.00%             | 2031-01-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 1.7 09/15/28                                                                                                                                    | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       63000 | PA      | $59206.89       | 0.00%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                                               | VOYA 5.7 07/15/43                                                                                                                                   | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95340.00       | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SLM PRIVATE EDUCATION LOAN TRUST 2010-C                                                          | SLMA 2010-C A5                                                                                                                                      | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |     8818195 | PA      | $9249494.92     | 0.05%             | 2041-10-15      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| ARES LXXIX CLO LTD                                                                               | ARES 2026-79A A1                                                                                                                                    | CUSIP: 04021UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3530000 | PA      | $3523502.68     | 0.02%             | 2039-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0193                                                                                                                                           | CUSIP: 3140XFGB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11117796 | PA      | $9527488.40     | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER V6.5 01/31/56                                                                                                                                   | CUSIP: 00774MBQ7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     2448000 | PA      | $2450521.44     | 0.01%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CPV Fairview                                                                                     | CPV Fairview Term Loan B 250 2031-08-01                                                                                                             | CUSIP: 12620SAD5<br>LEI: 549300SLZ4P6TH9PTH93 | Long             | LON              | CORP              | US        |     1587327 | PA      | $1578724.12     | 0.01%             | 2031-08-14      | Floating      | 6.20%                 | No            |                  3 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |    87334181 | NC      | $2989100.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fedrigoni S.p.A.                                                                                 | FEDRIG F 01/15/30 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |      612000 | PA      | $668763.93      | 0.00%             | 2030-01-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8147                                                                                                                                           | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12372216 | PA      | $10660716.74    | 0.06%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4770                                                                                                                                             | CUSIP: 36202FJP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14554 | PA      | $14016.89       | 0.00%             | 2040-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG V4.08 04/19/28                                                                                                                                 | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1702000 | PA      | $1695551.80     | 0.01%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.5 09/27/64                                                                                                                                   | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5022000 | PA      | $3845899.63     | 0.02%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Soundview Home Loan Trust 2005-Opt1                                                              | SVHE 2007-NS1 M1                                                                                                                                    | CUSIP: 83612QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      781757 | PA      | $817496.80      | 0.00%             | 2037-01-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Agl Clo 6 Ltd / Agl Clo 6 Llc                                                                    | AGL 2020-6A A1R2                                                                                                                                    | CUSIP: 00119VAY5<br>LEI: 5493008ZSC34VKNPZN79 | Long             | ABS-CBDO         | CORP              | KY        |     3980000 | PA      | $3980649.14     | 0.02%             | 2038-04-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Providus Clo XIV DAC                                                                             | PRVD 14X A                                                                                                                                          | CUSIP: 000000000<br>LEI: 635400RHQLITOVVAUF62 | Long             | ABS-O            | CORP              | IE        |     2000000 | PA      | $2306767.53     | 0.01%             | 2040-04-18      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD DEXUS STAPLED UNITS                                                                                                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-39210.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS ALLY FINANCIAL INC                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-81820.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 4.45 02/15/43                                                                                                                                   | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      164000 | PA      | $141733.31      | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS5708                                                                                                                                           | CUSIP: 3138WFKW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      188326 | PA      | $186154.69      | 0.00%             | 2030-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GREEN TREE MANIFACTURED HOUSING CONTRACT PASS THROUGH CERTIFICATES                               | GT 1999-5 A6                                                                                                                                        | CUSIP: 3935053Q3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      818193 | PA      | $189355.41      | 0.00%             | 2030-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust 2025-2                                                    | GSKY 2024-2 A4                                                                                                                                      | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1011216 | PA      | $1015817.81     | 0.01%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC 6.5 05/02/36 **                                                                                                                                | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      899000 | PA      | $944145.26      | 0.01%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BY0945                                                                                                                                           | CUSIP: 3140NHBP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      583157 | PA      | $577902.66      | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 4.5 09/15/31 144A                                                                                                                              | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      134000 | PA      | $124594.73      | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD DOVER CORP                                                                                                                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $52191.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM1791                                                                                                                                           | CUSIP: 3140J57D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58380 | PA      | $56707.13       | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                                   | SOLEIN 6.25 10/01/29 144A                                                                                                                           | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      400000 | PA      | $378016.80      | 0.00%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXXIII LTD                                                                  | MDPK 2025-73A B                                                                                                                                     | CUSIP: 55823HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      730000 | PA      | $731446.28      | 0.00%             | 2038-10-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| PNC Bank National Association Pittsburgh Pennsylvania                                            | PNC 4.05 07/26/28 BKNT                                                                                                                              | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |      311000 | PA      | $308234.04      | 0.00%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD KAWASAKI KISEN LTD                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $26942.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLOURISHING TRADE AND INVESTMENT LTD                                                             | Flourishing Trade & Investment Ltd. 11.035% SNR SEC NTS 02/04/2028 USD (144A)                                                                       | CUSIP: 343427AA8<br>LEI: 894500HOU2R49R9MRX51 | Long             | DBT              | CORP              | MU        |    18914241 | PA      | $19411685.20    | 0.11%             | 2028-04-02      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 5.375 02/01/29                                                                                                                                  | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    10382000 | PA      | $10372787.84    | 0.06%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD RINNAI CORP                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-37248.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT1477                                                                                                                                           | CUSIP: 3132ADUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       29488 | PA      | $27882.13       | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                                 | GATX 6.9 05/01/34                                                                                                                                   | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      661000 | PA      | $724662.82      | 0.00%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD FAR EASTONE TELECOMMUNICATIONS CO LTD                                                                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $3243.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA                          | SLG 2026-OMA E                                                                                                                                      | CUSIP: 78451FAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2250000 | PA      | $2262309.75     | 0.01%             | 2041-04-17      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| AFG 2026-1 Trust                                                                                 | AFG 2026-1 E                                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |      565000 | PA      | $384605.93      | 0.00%             | 2057-10-10      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                                 | MCD 6.3 10/15/37 MTN                                                                                                                                | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     1111000 | PA      | $1217791.95     | 0.01%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-6                                                    | VCC 2024-6 M2                                                                                                                                       | CUSIP: 92261BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      432431 | PA      | $432868.57      | 0.00%             | 2054-12-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                      | WMT 4.35 04/28/30                                                                                                                                   | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      490000 | PA      | $494703.02      | 0.00%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 4.875 02/10/28                                                                                                                                 | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     2069000 | PA      | $2083562.66     | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                       | AAPL 3.75 09/12/47                                                                                                                                  | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1411179.64     | 0.01%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD MITSUBISHI CHEMICAL GROUP CORP                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $89474.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                                                          | VENZ 9.25 09/15/27                                                                                                                                  | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      541000 | PA      | $256975.00      | 0.00%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | IDR CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |    -7532500 | NC      | $-1202.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO 2021-1 LTD                                                                     | STCP 2021-1A AR                                                                                                                                     | CUSIP: 87122VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      960000 | PA      | $960668.26      | 0.01%             | 2038-01-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.099 05/22/36                                                                                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     8623000 | PA      | $9891621.67     | 0.06%             | 2036-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ontex Group NV                                                                                   | ONTEX 5.25 04/15/30                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300AQESC6JJOPW253 | Long             | DBT              | CORP              | BE        |      429000 | PA      | $454896.55      | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SONDER1LPIKNOTES                                                                                 | SONDER1LPIKNOTES                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10986164 | PA      | $1.10           | 0.00%             | 2027-12-10      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD TAIWAN MOBILE CO LTD                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6453.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD ALIMENTATION COUCHE TARD INC                                                                                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $37952.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 11/15/53                                                                                                                                     | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    46070000 | PA      | $44794077.07    | 0.25%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                                      | PFE 7.2 03/15/39                                                                                                                                    | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      793000 | PA      | $926987.74      | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PRODIGY FINANCE CM2021-1 DESIGNATED                                                              | PRDGY 2021-1A D                                                                                                                                     | CUSIP: 742857AA3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       72795 | PA      | $72820.84       | 0.00%             | 2051-07-25      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE V6.375 08/15/55                                                                                                                                 | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1477000 | PA      | $1504696.70     | 0.01%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                        | O 3.25 01/15/31                                                                                                                                     | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      503000 | PA      | $472973.04      | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Southern Power Company                                                                           | SO 4.9 10/01/35 B                                                                                                                                   | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96709.70       | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY V4.522 10/18/28 GMTN                                                                                                                             | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      130000 | PA      | $130144.19      | 0.00%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Grifols S.A.                                                                                     | GRFSM 7.5 05/01/30 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      387000 | PA      | $462652.25      | 0.00%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | USD CALL VERSUS AUD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |      638500 | NC      | $1483.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                                 | CP 3 12/02/41                                                                                                                                       | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      240000 | PA      | $176380.91      | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Algoma Steel Group Inc                                                                           | Algoma Steel Group Inc COM                                                                                                                          | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |      296503 | NS      | $1224557.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 2.05 08/01/50 MTN                                                                                                                               | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       22000 | PA      | $11617.02       | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                               | JPMMT 2021-INV7 B3                                                                                                                                  | CUSIP: 46654CAU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      985578 | PA      | $831078.40      | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                                    | XEL 6.25 06/01/36                                                                                                                                   | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      354000 | PA      | $384759.81      | 0.00%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS4629                                                                                                                                           | CUSIP: 3140XLEB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8952655 | PA      | $9087194.40     | 0.05%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 5.45 06/01/47                                                                                                                                   | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1402163.03     | 0.01%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                                      | PFE 5.6 09/15/40                                                                                                                                    | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     1991000 | PA      | $2039665.00     | 0.01%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 2.45 02/21/30                                                                                                                                  | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      285000 | PA      | $264668.59      | 0.00%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 6.75 05/15/31                                                                                                                                   | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      196000 | PA      | $200338.07      | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HAMLIN PARK CLO LTD                                                                              | HAMLN 2024-1A A                                                                                                                                     | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1460000 | PA      | $1460730.00     | 0.01%             | 2037-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                                           | BWP 4.45 07/15/27                                                                                                                                   | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99890.99       | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                              | ETR V7.125 12/01/54                                                                                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     3459000 | PA      | $3544361.20     | 0.02%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                                   | BAYC 2006-1A A2                                                                                                                                     | CUSIP: 07324SDF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      104049 | PA      | $98857.69       | 0.00%             | 2036-04-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                              | GIS 5.25 01/30/35                                                                                                                                   | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      450000 | PA      | $444814.42      | 0.00%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS VIRGIN MEDIA FINANCE PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $37631.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nickel Industries Ltd.                                                                           | NICAU 9 09/30/30 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |     2185000 | PA      | $2179537.50     | 0.01%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM6                                                    | NRZT 2025-NQM6 A1                                                                                                                                   | CUSIP: 64832KAC9<br>LEI: 213800WA8IIKCWU9R842 | Long             | ABS-O            | CORP              | US        |     7257521 | PA      | $7239599.55     | 0.04%             | 2065-10-25      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD DEUTSCHE LUFTHANSA AG                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $20256.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q16502                                                                                                                                           | CUSIP: 3132J7U42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19595 | PA      | $17954.59       | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                           | BARC 2024-NQM3 B1                                                                                                                                   | CUSIP: 066941AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1983300 | PA      | $2001925.77     | 0.01%             | 2064-06-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding 2024-3 PLC                                                                  | TWRBG 2024-3X D                                                                                                                                     | CUSIP: 000000000<br>LEI: 635400XMA28GDAPK1E69 | Long             | ABS-O            | CORP              | GB        |      333913 | PA      | $443474.59      | 0.00%             | 2066-12-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR                                                                              | BAHA 2024-MAR D                                                                                                                                     | CUSIP: 05493XAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1389000 | PA      | $1448026.53     | 0.01%             | 2041-12-12      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                                        | TEL 5 05/09/35                                                                                                                                      | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $99667.77       | 0.00%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.419 12/20/28                                                                                                                                 | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6755000 | PA      | $6635919.41     | 0.04%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Citadel 2024-1 PLC                                                                               | CTADL 2024-1 E                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-O            | CORP              | GB        |      539000 | PA      | $721181.70      | 0.00%             | 2060-04-27      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership, L.P.                                                             | PDM 5.625 01/15/33                                                                                                                                  | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |      737000 | PA      | $716181.17      | 0.00%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO I LTD                                                                                 | RMRK 2017-1A B                                                                                                                                      | CUSIP: 77587UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $753205.88      | 0.00%             | 2030-10-23      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 4.1 09/15/67                                                                                                                                    | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      238000 | PA      | $172050.04      | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                                               | SUCN 6.85 06/01/39                                                                                                                                  | CUSIP: 86722TAB8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |      389000 | PA      | $426057.45      | 0.00%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD WH GROUP LTD                                                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $42103.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 6.05 09/01/33                                                                                                                                   | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104862.33      | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXIV LTD                                                                   | MDPK 2025-71A B                                                                                                                                     | CUSIP: 55817DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249266.63      | 0.00%             | 2038-04-23      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS INR                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-73776.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD2275                                                                                                                                           | CUSIP: 3132DPQ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1428843 | PA      | $1450314.61     | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASH MUT BANK NV                                                                                 | WASHINGTON MUTUAL BANK / DEBT NOT ACQUIRED BY JPMORGAN ESCROW                                                                                       | CUSIP: 939ESCAZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13308000 | PA      | $1.33           | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COMPASS DATACENTERS ISSUER III LLC                                                               | CMDC 2026-1A A22                                                                                                                                    | CUSIP: 20469BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4526000 | PA      | $4432516.83     | 0.02%             | 2056-02-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                                           | VRSK 5.25 03/15/35                                                                                                                                  | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104101.77      | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                       | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    80836000 | PA      | $78079586.17    | 0.44%             | 2056-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G61677                                                                                                                                           | CUSIP: 31335B2J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2841689 | PA      | $2799539.90     | 0.02%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 5.15 02/21/34                                                                                                                                  | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1959000 | PA      | $1953640.57     | 0.01%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-6                                                                | VERUS 2025-6 A1                                                                                                                                     | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-O            | CORP              | US        |     8868871 | PA      | $8899031.34     | 0.05%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8149                                                                                                                                           | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9749416 | PA      | $9015510.53     | 0.05%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                            | IBM 4.9 07/27/52                                                                                                                                    | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      289000 | PA      | $243359.73      | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                                         | DGFP 0.75 03/04/31 ADP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $1536149.09     | 0.01%             | 2031-03-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                                          | RAIZBZ 6.45 03/05/34 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     2216000 | PA      | $1218800.00     | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR2 TRUST                                                             | PROG 2024-SFR2 E2                                                                                                                                   | CUSIP: 74290XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1012000 | PA      | $953597.38      | 0.01%             | 2041-04-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AZ8560                                                                                                                                           | CUSIP: 36197MQM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      408508 | PA      | $400800.76      | 0.00%             | 2047-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J31370                                                                                                                                           | CUSIP: 31307MQX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       29475 | PA      | $28426.32       | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                                      | ZTS 4.7 02/01/43                                                                                                                                    | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      346000 | PA      | $308535.86      | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | IDR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23444.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                                   | DTE 4.95 07/01/27                                                                                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      217000 | PA      | $218403.51      | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKGB 31.08 11/08/28 5Y                                                                                                                            | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    33416674 | PA      | $670732.17      | 0.00%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                        | NEE 5.625 04/01/34                                                                                                                                  | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      230000 | PA      | $240038.98      | 0.00%             | 2034-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5329                                                                                                                                           | CUSIP: 36179T4N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2455384 | PA      | $2300575.79     | 0.01%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                           | BARC 2025-NQM2 A1                                                                                                                                   | CUSIP: 066930AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    26361107 | PA      | $26674538.02    | 0.15%             | 2065-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.271 07/23/29 MTN                                                                                                                             | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      543000 | PA      | $540786.61      | 0.00%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 2.25 02/01/32                                                                                                                                     | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      818000 | PA      | $714625.02      | 0.00%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD POWERTECH TECHNOLOGY INC                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11777.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY V6.992 06/13/29                                                                                                                                | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      577000 | PA      | $600978.50      | 0.00%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD1952                                                                                                                                           | CUSIP: 3132DPEZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2127424 | PA      | $2037178.19     | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bcap Llc Trust                                                                                   | BCAP 2011-RR5 11A5                                                                                                                                  | CUSIP: 05533YBJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1042235 | PA      | $1016610.18     | 0.01%             | 2036-05-28      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2007-GEL2                                   | SASC 2007-GEL2 M1                                                                                                                                   | CUSIP: 86363MAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2108853 | PA      | $1759863.29     | 0.01%             | 2037-05-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC / Crown Americas Capital Corp. V                                              | CCK 4.25 09/30/26                                                                                                                                   | CUSIP: 22819KAB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      201000 | PA      | $200231.46      | 0.00%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brck Trust 2025 830B                                                                             | BRCK 2025-830B A                                                                                                                                    | CUSIP: 10635AAA7<br>LEI: 213800SK28MWXB3K3P26 | Long             | ABS-O            | CORP              | US        |     2965000 | PA      | $2935578.90     | 0.02%             | 2042-12-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                                       | PRU 3.905 12/07/47                                                                                                                                  | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3826000 | PA      | $2882531.28     | 0.02%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sunrise Finco I BV                                                                               | SUNN 4.625 05/15/32 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      211000 | PA      | $238296.01      | 0.00%             | 2032-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO SA                                                                                    | BESPL 4 01/21/19 EMTN                                                                                                                               | CUSIP: 000000000<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |     6300000 | PA      | $1602008.10     | 0.01%             | 2019-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kondor Finance plc                                                                               | NAFTO 7.125 07/19/26                                                                                                                                | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |     1246875 | PA      | $1181784.27     | 0.01%             | 2026-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Santander Consumo 10 Fondo De Titulizacion                                                       | CONSU 10 C                                                                                                                                          | CUSIP: 000000000<br>LEI: 959800GJKQBW5TDZB992 | Long             | ABS-O            | CORP              | ES        |     1100000 | PA      | $1271480.77     | 0.01%             | 2041-05-22      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J31118                                                                                                                                           | CUSIP: 31307MG34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      108276 | PA      | $105753.18      | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD DR ING HC F PORSCHE AG                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $19607.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BK6737                                                                                                                                           | CUSIP: 3140HLPX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      115256 | PA      | $113015.88      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 8.875 01/13/33                                                                                                                               | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      197000 | PA      | $207933.50      | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                                        | EOFP 5.625 06/15/30 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      463000 | PA      | $539391.61      | 0.00%             | 2030-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V4.583 06/19/29                                                                                                                                | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2815000 | PA      | $2812979.67     | 0.02%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR ZS4100                                                                                                                                           | CUSIP: 3132A4RV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2732 | PA      | $2565.36        | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                               | ABNANV 4.625 11/08/30 EMTN                                                                                                                          | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     3300000 | PA      | $4250938.44     | 0.02%             | 2030-11-08      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-A                                                                  | AJAXM 2023-A A1                                                                                                                                     | CUSIP: 009692AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19581470 | PA      | $18639887.46    | 0.10%             | 2062-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-3                                                                  | AOMT 2020-3 A3                                                                                                                                      | CUSIP: 03465LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      778229 | PA      | $756637.55      | 0.00%             | 2065-04-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-VLT6                                                                               | BX 2025-VLT6 A                                                                                                                                      | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4516486 | PA      | $4485435.16     | 0.03%             | 2042-03-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM5                                                           | BARC 2025-NQM5 PT2                                                                                                                                  | CUSIP: 06745XAM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    47559530 | PA      | $48400116.40    | 0.27%             | 2055-10-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FP0025                                                                                                                                           | CUSIP: 3140XTA35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3710139 | PA      | $3020667.01     | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                                     | AR 5.375 03/01/30 144A                                                                                                                              | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    40064000 | PA      | $40268126.08    | 0.23%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Co.                                                                         | PG 4.35 11/03/35                                                                                                                                    | CUSIP: 742718GQ6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      555000 | PA      | $538128.31      | 0.00%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                     | NSC 3.7 03/15/53                                                                                                                                    | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      202000 | PA      | $142564.04      | 0.00%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio Lp                                                                               | ESS 1.65 01/15/31                                                                                                                                   | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      207000 | PA      | $179491.44      | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                                                | CNRCN 4.2 03/12/31                                                                                                                                  | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       60000 | PA      | $59176.16       | 0.00%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                                               | EVRI 9.25 07/01/32 144A                                                                                                                             | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      189000 | PA      | $196222.45      | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                                     | PLN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2073.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                              | CSCO 5.3 02/26/54                                                                                                                                   | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93788.33       | 0.00%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB1223                                                                                                                                           | CUSIP: 3140QLLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1419310 | PA      | $1359286.26     | 0.01%             | 2036-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 5.375 02/15/33                                                                                                                                   | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      516000 | PA      | $530315.13      | 0.00%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST 2021-MHC                                                           | MHC 2021-MHC F                                                                                                                                      | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      471122 | PA      | $470827.95      | 0.00%             | 2038-04-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3 EQUITY                                                                       | ALTICE FRANCE LUX 3 EQUITY                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       16571 | NS      | $275811.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Campbells Co.                                                                                | CPB 5.2 03/21/29                                                                                                                                    | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      115000 | PA      | $116099.65      | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD LENOVO GROUP LTD                                                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $13652.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                              | D 5.3 08/15/33                                                                                                                                      | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102291.69      | 0.00%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Co.                                                                         | PG 5.8 08/15/34                                                                                                                                     | CUSIP: 742718DB2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      352000 | PA      | $380159.64      | 0.00%             | 2034-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.375 11/15/40                                                                                                                                    | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6836000 | PA      | $4403345.28     | 0.02%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                  | SANUK V4.858 09/11/30                                                                                                                               | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $400869.96      | 0.00%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J31645                                                                                                                                           | CUSIP: 31307MZJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      141904 | PA      | $138854.65      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AZ7833                                                                                                                                           | CUSIP: 3140E0V36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40490 | PA      | $39344.42       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bbva Consumer 2026-1 Fondo De Titulizacion                                                       | BBVAC 2026-1 E                                                                                                                                      | CUSIP: 000000000<br>LEI: 9598008ZNM97MVXBD120 | Long             | ABS-O            | CORP              | ES        |      900000 | PA      | $1037920.24     | 0.01%             | 2039-05-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 3.15 05/11/27                                                                                                                                  | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      544000 | PA      | $536261.55      | 0.00%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-NQM1                                                                                   | EFMT 2024-NQM1 A1A                                                                                                                                  | CUSIP: 26845DAA3<br>LEI: 254900GTI06L3BTCLG55 | Long             | ABS-O            | CORP              | US        |     3276362 | PA      | $3296958.52     | 0.02%             | 2069-11-25      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD OCCIDENTAL PETROLEUM CORP                                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $68674.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J32000                                                                                                                                           | CUSIP: 31307NGH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       56116 | PA      | $54884.95       | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                                          | ATOFP 9.36 12/18/29 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | DBT              | CORP              | FR        |      542471 | PA      | $706894.07      | 0.00%             | 2029-12-18      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| Castell 2025-1 PLC                                                                               | CASTE 2025-1 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-O            | CORP              | GB        |      232998 | PA      | $310613.99      | 0.00%             | 2062-01-27      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                              | GIS 2.25 10/14/31                                                                                                                                   | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      228000 | PA      | $199856.74      | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 5.15 01/20/63                                                                                                                                   | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      203000 | PA      | $181577.82      | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WHITEBOX CLO II LTD                                                                              | WBOX 2020-2A D1R2                                                                                                                                   | CUSIP: 96466CBE7<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      420621 | PA      | $418017.36      | 0.00%             | 2037-10-26      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP / Suburban Energy Finance Corporation                               | SPH 5 06/01/31 144A                                                                                                                                 | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |       91000 | PA      | $85619.93       | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                                      | BRKHEC V7.125 08/15/56                                                                                                                              | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      233000 | PA      | $220110.09      | 0.00%             | 2056-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                                    | QCOM 4.8 05/20/45                                                                                                                                   | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      424000 | PA      | $374676.23      | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM5771                                                                                                                                           | CUSIP: 3140X9MV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      324976 | PA      | $309573.63      | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | COP CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              | CORP              | GB        |    -2658000 | NC      | $-21020.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                                      | ETN 3.85 03/06/28                                                                                                                                   | CUSIP: 278058DV1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     1339000 | PA      | $1329175.66     | 0.01%             | 2028-03-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-1                                                                  | AOMT 2024-1 A1                                                                                                                                      | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-O            | CORP              | US        |     1473761 | PA      | $1471179.03     | 0.01%             | 2068-08-25      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                    | BDX 4.669 06/06/47                                                                                                                                  | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      137000 | PA      | $119588.02      | 0.00%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD EATON PLC                                                                                                                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $24761.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kentucky Utilities Company                                                                       | PPL 5.45 04/15/33 KENT                                                                                                                              | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |      294000 | PA      | $303370.45      | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD SUNCORP GROUP LTD                                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-15342.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5 07/31/27 144A                                                                                                                                 | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      209000 | PA      | $208262.46      | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                               | ELM 2024-ELM D10                                                                                                                                    | CUSIP: 26860XBE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1472000 | PA      | $1472523.15     | 0.01%             | 2039-06-10      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                           | MU 5.875 09/15/33                                                                                                                                   | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      107000 | PA      | $114361.58      | 0.00%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                        | TOYOTA 4.45 06/29/29 MTN                                                                                                                            | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      218000 | PA      | $218775.48      | 0.00%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                                        | PRXNA 4.027 08/03/50 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $133450.00      | 0.00%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2025-6 LTD                                                                        | CGMS 2025-6A A1                                                                                                                                     | CUSIP: 14320LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $998940.00      | 0.01%             | 2039-01-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                                        | APA 6.1 02/15/35                                                                                                                                    | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      220000 | PA      | $225888.93      | 0.00%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 4.05 11/15/45                                                                                                                                   | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      257000 | PA      | $206448.11      | 0.00%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2016-36 IO                                                                                                                                      | CUSIP: 38379RHB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      529991 | PA      | $14135.66       | 0.00%             | 2057-08-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD ISHARES PREFERRED AND INCOME SECURITIES ETF                                                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $655576.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD JACOBS SOLUTIONS INC                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $6501.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | AJG 3.5 05/20/51                                                                                                                                    | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      577000 | PA      | $394706.83      | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROJECT INFINITY                                                                                 | PROJECT INFINITY                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    10373619 | PA      | $10335236.61    | 0.06%             | 2027-09-11      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHMR 2024-P015 A1                                                                                                                                   | CUSIP: 3137HDJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     1191603 | PA      | $1178479.58     | 0.01%             | 2032-11-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | USD CALL VERSUS COP PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              | CORP              | GB        |     -166800 | NC      | $-292.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 7.1 11/19/36 144A                                                                                                                              | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $204926.00      | 0.00%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| PROJECT BEEPER: TL-B LOAN/TERM                                                                   | PROJECT BEEPER: TL-B LOAN/TERM                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4777646 | PA      | $4658204.45     | 0.03%             | 2027-12-21      | Floating      | 10.54%                | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8099                                                                                                                                           | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    14571990 | PA      | $13477316.40    | 0.08%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BN8796                                                                                                                                           | CUSIP: 3140JRX22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      616693 | PA      | $604653.09      | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB1733                                                                                                                                           | CUSIP: 3140QL4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1046337 | PA      | $1007074.37     | 0.01%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.297 04/20/37                                                                                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      156000 | PA      | $155620.47      | 0.00%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings Llc                                                                  | BRKHEC 5.8 01/15/35                                                                                                                                 | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     1146000 | PA      | $1188465.40     | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II PLC                                                            | MODULA 4.75 11/30/28 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      429000 | PA      | $466466.99      | 0.00%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                                      | ETN 3.95 03/06/29                                                                                                                                   | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     2726000 | PA      | $2698776.28     | 0.02%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM1 TRUST                                                                             | PRPM 2024-NQM1 B1                                                                                                                                   | CUSIP: 693977AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1346000 | PA      | $1353743.00     | 0.01%             | 2068-12-25      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2025-45 LTD                                                                              | OCP 2025-45A A                                                                                                                                      | CUSIP: 67126BAA1<br>LEI: 2138003GLGSMD38EKJ48 | Long             | ABS-CBDO         | CORP              | KY        |     1260000 | PA      | $1259180.12     | 0.01%             | 2038-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd.                                                             | FMGAU 4.375 04/01/31 144A                                                                                                                           | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $94484.45       | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FISV 5.45 03/15/34                                                                                                                                  | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      536000 | PA      | $533336.26      | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Self Commercial Mortgage Trust 2024-STRG                                                         | SELF 2024-STRG A                                                                                                                                    | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      295951 | PA      | $295765.77      | 0.00%             | 2034-11-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA0023                                                                                                                                           | CUSIP: 36179MAY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      790840 | PA      | $760408.96      | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AE7638                                                                                                                                           | CUSIP: 31419JPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19804 | PA      | $19987.79       | 0.00%             | 2040-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cameroon (Republic of)                                                                           | REPCAM 9.5 07/31/31 7Y                                                                                                                              | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |      822000 | PA      | $801450.00      | 0.00%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 2.8 07/18/29 MTN                                                                                                                                 | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      298000 | PA      | $284848.66      | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                                             | BXP 2.45 10/01/33                                                                                                                                   | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      480000 | PA      | $387596.74      | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| STAR 2021-SFR1 TRUST                                                                             | STAR 2021-SFR1 F                                                                                                                                    | CUSIP: 85521DAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      198528 | PA      | $198551.50      | 0.00%             | 2038-04-19      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL4                                                            | BX 2024-XL4 D                                                                                                                                       | CUSIP: 05611VAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7112730 | PA      | $7130511.61     | 0.04%             | 2039-02-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD 2024-37                                                                              | OCP 2024-37A B1                                                                                                                                     | CUSIP: 67120AAE1<br>LEI: 213800VGDQYISNVLCT08 | Long             | ABS-CBDO         | CORP              | JE        |     1390000 | PA      | $1390779.79     | 0.01%             | 2037-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Brignole CO 2024 s.r.l.                                                                          | BRICO 2024 C                                                                                                                                        | CUSIP: 000000000<br>LEI: 8156008A00DBDEE08297 | Long             | ABS-O            | CORP              | IT        |      157029 | PA      | $182492.35      | 0.00%             | 2042-02-24      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL BANK / DEBT NOT ACQUIRED BY JPMORGAN ESCROW                                    | WASHINGTON MUTUAL BANK / DEBT NOT ACQUIRED BY JPMORGAN ESCROW                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3115000 | PA      | $0.31           | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pfizer Inc.                                                                                      | PFE 4.2 11/15/30                                                                                                                                    | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     1491000 | PA      | $1480642.62     | 0.01%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FLUIDSTACK SERIES A PREF EQ                                                                      | FLUIDSTACK SERIES A PREF EQ                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | GB        |       38166 | NS      | $2827797.91     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                           | BARC 2025-NQM2 B3                                                                                                                                   | CUSIP: 066930AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      109200 | PA      | $97740.16       | 0.00%             | 2065-05-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.423 01/25/41                                                                                                                                 | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1226000 | PA      | $1201049.12     | 0.01%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8307                                                                                                                                           | CUSIP: 3132DWGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10079316 | PA      | $9989024.85     | 0.06%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMAIN GREENBOUGH PARTNER 2                                                                      | DOMAIN GREENBOUGH PARTNER 2                                                                                                                         | CUSIP: 25704PAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3237962 | PA      | $3234076.45     | 0.02%             | 2032-01-23      | Fixed         | 14.57%                | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                                                                      | USD/JPY ONE-TOUCH BARRIER OPTION; BARRIER PRICE USD 150.00000                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |      840000 | NC      | $61183.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perimeter Holdings LLC                                                                           | PRM 6.25 01/15/34 144A                                                                                                                              | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $98075.04       | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD AYVENS SA                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5084.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2967                                                                                                                                           | CUSIP: 3140QNJM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3260537 | PA      | $3001627.61     | 0.02%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY 8 11/01/31 *                                                                                                                                   | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      253000 | PA      | $280533.21      | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | E-mini Russell 2000 Options                                                                                                                         | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DE               | CORP              | US        |          23 | NC      | $49450.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                           | BARC 2025-NQM2 B2                                                                                                                                   | CUSIP: 066930AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      589400 | PA      | $584174.20      | 0.00%             | 2065-05-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SB0539                                                                                                                                           | CUSIP: 3132CWS47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3286269 | PA      | $3027732.48     | 0.02%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.875 11/14/48                                                                                                                                 | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     2342000 | PA      | $2100045.78     | 0.01%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EUREX FRANKFURT AKTIENGESELLSCHAFT                                                               | EURO STOXX 50 Index Options(OESX) Index Opt                                                                                                         | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DE               | CORP              | DE        |          27 | NC      | $36872.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mississippi Power Company                                                                        | SO 4.25 03/15/42 12-A                                                                                                                               | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |      120000 | PA      | $100739.42      | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                                    | TACHEM 5 11/26/28                                                                                                                                   | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     1125000 | PA      | $1139508.82     | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                                        | KLAC 4.7 02/01/34                                                                                                                                   | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     1121000 | PA      | $1111046.82     | 0.01%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V2.572 02/11/31 MTN                                                                                                                             | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2132000 | PA      | $1972054.33     | 0.01%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                           | USD CALL VERSUS BRL PUT                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              | CORP              | CH        |   -11620000 | NC      | $-16318.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CWMBS INC MORTGAGE PASS THROUGH CERTIFICATES SERIES 2003-J11                                     | CWHL 2006-OA5 3A1                                                                                                                                   | CUSIP: 126694N46<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      325711 | PA      | $300398.23      | 0.00%             | 2046-04-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TR                                                              | VCC 2024-1 A                                                                                                                                        | CUSIP: 92261CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4356970 | PA      | $4404386.97     | 0.02%             | 2054-01-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                          | RSG 1.45 02/15/31                                                                                                                                   | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      410000 | PA      | $355490.71      | 0.00%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/ZAR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-272150.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7548                                                                                                                                           | CUSIP: 3132DVL52<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    33522065 | PA      | $28837241.93    | 0.16%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 4.6 11/15/32                                                                                                                                   | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      875000 | PA      | $866415.56      | 0.00%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD BERKELEY GROUP HOLDINGS (THE) PLC                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $71040.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS8193                                                                                                                                           | CUSIP: 3138WJC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      665094 | PA      | $640805.60      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | DUAL BINARY OPTION: PAYOUT AT EXPIRATION IF THE SPX INDEX CASH IS BELOW 6536.76 AND PER SHARE NAV OF UNITED STATES OIL FUND, LP IS BELOW USD 85.042 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |     3750724 | NC      | $1477487.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D V6 02/15/56 **                                                                                                                                    | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1931000 | PA      | $1918693.54     | 0.01%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS4659                                                                                                                                           | CUSIP: 3140XLE95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4561509 | PA      | $4600314.54     | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                                           | MORTON 4.875 05/01/28 144A                                                                                                                          | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $123574.16      | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nike, Inc.                                                                                       | NKE 3.375 11/01/46                                                                                                                                  | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      285000 | PA      | $204204.75      | 0.00%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS8241                                                                                                                                           | CUSIP: 3138WJEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      105934 | PA      | $102134.14      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-C                                                                 | NSLT 2021-CA C                                                                                                                                      | CUSIP: 64035GAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      650000 | PA      | $574592.20      | 0.00%             | 2062-04-20      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Pachelbel Bidco S.p.A.                                                                           | MLTIVR 7.125 05/17/31 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |      351000 | PA      | $405871.11      | 0.00%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G16292                                                                                                                                           | CUSIP: 3128MFF94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3506274 | PA      | $3459056.72     | 0.02%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2021-E                                                                  | AJAXM 2021-E XS                                                                                                                                     | CUSIP: 009740AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    90454302 | PA      | $2822635.55     | 0.02%             | 2060-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G07962                                                                                                                                           | CUSIP: 3128MAFB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1700634 | PA      | $1722947.47     | 0.01%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 7.375 05/01/33 144A                                                                                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9782.70        | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                                | XOM 3.567 03/06/45                                                                                                                                  | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      609000 | PA      | $470836.27      | 0.00%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-4                                                                  | JPMMT 2021-4 B6                                                                                                                                     | CUSIP: 46652VCC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      611063 | PA      | $264984.37      | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                                 | BNSF 5.2 04/15/54                                                                                                                                   | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      132000 | PA      | $121469.54      | 0.00%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SLM PRIVATE CREDIT STUDENT LOAN TRUST 2004-A                                                     | SLMA 2004-A A3                                                                                                                                      | CUSIP: 78443CBH6<br>LEI: 54930054KUX5HFXZUQ43 | Long             | ABS-O            | CORP              | US        |      129062 | PA      | $128784.13      | 0.00%             | 2033-06-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                             | GILD 4.75 03/01/46                                                                                                                                  | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88602.37       | 0.00%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AD0206                                                                                                                                           | CUSIP: 31418MGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         713 | PA      | $732.51         | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                           | BARC 2024-NQM3 B3                                                                                                                                   | CUSIP: 066941AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4970200 | PA      | $4897798.60     | 0.03%             | 2064-06-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2025-C                                                              | NAVRL 2025-C A                                                                                                                                      | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4436185 | PA      | $4412634.69     | 0.02%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                  | PFSI 7.125 11/15/30 144A                                                                                                                            | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      145000 | PA      | $144097.35      | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/MXN FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18265.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 4 03/22/50                                                                                                                                       | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      483000 | PA      | $364708.85      | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD CSG NV                                                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-449876.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RB5077                                                                                                                                           | CUSIP: 3133KYUA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1075874 | PA      | $950732.75      | 0.01%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM3051                                                                                                                                           | CUSIP: 3140J7L94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      306565 | PA      | $301655.31      | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO I LTD                                                                                    | AGL 2022-20A A1R                                                                                                                                    | CUSIP: 00119CAN1<br>LEI: 5493005XHETQNZF9TM25 | Long             | ABS-CBDO         | CORP              | KY        |     2840000 | PA      | $2841235.68     | 0.02%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD SUNTORY BEVERAGE & FOOD LTD                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $24571.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRK 2021-INV2 TRUST                                                                              | TRK 2021-INV2 B1                                                                                                                                    | CUSIP: 87267TAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3051000 | PA      | $2648909.63     | 0.01%             | 2056-11-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.25 06/30/31                                                                                                                                     | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29985600 | PA      | $30363934.01    | 0.17%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G61178                                                                                                                                           | CUSIP: 31335BJX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1742146 | PA      | $1645007.58     | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                                       | ARESSI 6.35 08/15/29                                                                                                                                | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      351000 | PA      | $352123.04      | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD F5 INC                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14942.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2026-P1                                                     | LENDR 2026-P1 R                                                                                                                                     | CUSIP: 52611W101<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       38000 | PA      | $12333.00       | 0.00%             | 2041-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup Inc.                                                                                   | C 4.125 07/25/28                                                                                                                                    | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      104000 | PA      | $103126.49      | 0.00%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                        | TD 4.98 04/05/27 GMTN                                                                                                                               | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      524000 | PA      | $527820.75      | 0.00%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2022-NQM1                                                           | BARC 2022-NQM1 A1                                                                                                                                   | CUSIP: 06744DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4239388 | PA      | $4207700.82     | 0.02%             | 2052-07-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-C                                                                  | AJAXM 2023-C A2                                                                                                                                     | CUSIP: 009926AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1567000 | PA      | $1418691.91     | 0.01%             | 2063-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Akbank T.A.S.                                                                                    | AKBNK V9.3686 PERP REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |      852000 | PA      | $851321.13      | 0.00%             | N/A             | Fixed         | 9.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G60968                                                                                                                                           | CUSIP: 31335BCD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1436702 | PA      | $1344484.41     | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                                       | HAS 6.05 05/14/34                                                                                                                                   | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |      356000 | PA      | $371063.04      | 0.00%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD CVS HEALTH CORP                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8287.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UPG HI ISSUER TRUST 2025-2                                                                       | UPGHI 2025-2 A                                                                                                                                      | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2623230 | PA      | $2607912.57     | 0.01%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                                      | ZTS 5 08/17/35                                                                                                                                      | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      180000 | PA      | $178534.87      | 0.00%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD BRITISH LAND CO PLC/THE                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-48057.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                           | FR SD0507                                                                                                                                           | CUSIP: 3132DMR49<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |    12247582 | PA      | $11858455.31    | 0.07%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | HUF CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |     6627000 | NC      | $150253.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4868                                                                                                                                           | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      640827 | PA      | $635447.88      | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lear Corporation                                                                                 | LEA 4.25 05/15/29                                                                                                                                   | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |      455000 | PA      | $448101.81      | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | MRSH 4.9 03/15/49                                                                                                                                   | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      139000 | PA      | $122641.96      | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2661                                                                                                                                           | CUSIP: 3140QM5X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      290274 | PA      | $257309.63      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                  | PR 8 04/15/27 144A                                                                                                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     2171000 | PA      | $2172851.23     | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                                | CMPDC 2025-2A A1                                                                                                                                    | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5505000 | PA      | $5417958.79     | 0.03%             | 2050-11-28      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                                   | CWALT 2006-OC1 1A1                                                                                                                                  | CUSIP: 12668BJD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      950437 | PA      | $918105.39      | 0.01%             | 2036-03-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD DELIVERY HERO SE                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $77641.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5500 DF                                                                                                                                         | CUSIP: 3137HJAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     5372074 | PA      | $5413054.39     | 0.03%             | 2054-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.164 04/20/29 MTN                                                                                                                              | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2626000 | PA      | $2656246.79     | 0.01%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE                                   | JPMCC 2016-NINE B                                                                                                                                   | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3688000 | PA      | $3655901.49     | 0.02%             | 2038-09-09      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.625 02/15/53                                                                                                                                    | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42833500 | PA      | $34377229.90    | 0.19%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | HBAN V2.487 08/15/36                                                                                                                                | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      477000 | PA      | $408930.56      | 0.00%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 5.3 05/15/35                                                                                                                                   | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      424000 | PA      | $427504.88      | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXI LTD                                                                     | MDPK 2023-61A AR                                                                                                                                    | CUSIP: 55822NAW9<br>LEI: 2138008EAUXBYEZRP521 | Long             | ABS-CBDO         | CORP              | KY        |      850000 | PA      | $849385.71      | 0.00%             | 2039-01-20      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD FREEPORT-MCMORAN INC                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7768.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 796213                                                                                                                                           | CUSIP: 36177Q3X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       79810 | PA      | $75265.89       | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD ENGIE BRASIL ENERGIA SA                                                                                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-19878.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                       | CUSIP: 21H022648<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -1139000 | PA      | $-979717.97     | -0.01%            | 2056-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust 2007-12                                                    | CWL 2007-12 1A2                                                                                                                                     | CUSIP: 126697AB7<br>LEI: 549300XF11BHS5IOB463 | Long             | ABS-O            | CORP              | US        |     2129719 | PA      | $2091020.70     | 0.01%             | 2047-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-8                                                                  | AOMT 2025-8 A1                                                                                                                                      | CUSIP: 03466UAA2<br>LEI: 254900WZRTR935QJJ709 | Long             | ABS-O            | CORP              | US        |     3726399 | PA      | $3733676.99     | 0.02%             | 2070-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS MXN                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-263722.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVR Energy Inc.                                                                                  | CVI 7.5 02/15/31 144A                                                                                                                               | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100746.70      | 0.00%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD ISHARES IBOXX $ INV GRADE CORPORAT                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $203358.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                                        | BIFFLN 7.375 06/15/31 REGs                                                                                                                          | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |      129000 | PA      | $166730.62      | 0.00%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |    87334181 | NC      | $3422595.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | INR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-125766.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V5.085 01/30/31                                                                                                                                 | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      602000 | PA      | $612182.76      | 0.00%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                                            | CPT 3.15 07/01/29                                                                                                                                   | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |      603000 | PA      | $578317.99      | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                                 | MSAC 2006-HE8 A2FP                                                                                                                                  | CUSIP: 61750SAB8<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |     1622132 | PA      | $702254.14      | 0.00%             | 2036-10-25      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                     | MET V6.35 03/15/55 G                                                                                                                                | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      785000 | PA      | $796579.54      | 0.00%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                            | BSABS 2004-HE7 M2                                                                                                                                   | CUSIP: 073879EV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        4742 | PA      | $4693.49        | 0.00%             | 2034-08-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc.                                                                             | PYPL 4.4 06/01/32                                                                                                                                   | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      209000 | PA      | $205224.68      | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0381                                                                                                                                           | CUSIP: 3140XFM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          88 | PA      | $73.86          | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2024-UNIV                                                         | BFLD 2024-UNIV E                                                                                                                                    | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2290000 | PA      | $2290715.63     | 0.01%             | 2041-11-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| BRYANT PK FDG 2024-24 LTD /LLC                                                                   | BRYPK 2024-24A A1                                                                                                                                   | CUSIP: 11766DAA0<br>LEI: 3912003A96YDRT8EGP15 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1501125.00     | 0.01%             | 2037-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| RAIN CITY MORTGAGE TRUST 2024-RTL1                                                               | RCITY 2024-RTL1 A1                                                                                                                                  | CUSIP: 75079KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1197623 | PA      | $1208477.78     | 0.01%             | 2029-09-25      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 AX4342                                                                                                                                           | CUSIP: 36196FZF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      279858 | PA      | $259975.27      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                                       | BATSLN 5.65 03/16/52                                                                                                                                | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     6722000 | PA      | $6227008.12     | 0.04%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE20 MORTGAGE TRUST                                                                  | SGCMS 2019-PREZ D                                                                                                                                   | CUSIP: 78430EAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2200000 | PA      | $1948205.82     | 0.01%             | 2039-09-16      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AW8154                                                                                                                                           | CUSIP: 3138XYBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      476846 | PA      | $451621.85      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                                              | ADI 2.1 10/01/31                                                                                                                                    | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      280000 | PA      | $247039.10      | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 41 LTD                                                               | OCT41 2019-2A A1R2                                                                                                                                  | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3940000 | PA      | $3934209.38     | 0.02%             | 2033-10-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD ANZ GROUP HOLDINGS LTD                                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $11197.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD COMMONWEALTH BANK OF AUSTRALIA                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $14889.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                                | FDX 4.75 11/15/45 *                                                                                                                                 | CUSIP: 31428XDR4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       47000 | PA      | $40140.34       | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD2598                                                                                                                                           | CUSIP: 3132DP3F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1494076 | PA      | $1532630.96     | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/BRL FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $309210.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT MONTAGE TL                                                                               | PROJECT MONTAGE TL                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6695819 | PA      | $6319513.84     | 0.04%             | 2029-02-16      | Floating      | 9.70%                 | No            |                  3 | On Loan: No      |
| Kodiak Gas Services LLC                                                                          | KGS 7.25 02/15/29 144A                                                                                                                              | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103605.50      | 0.00%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD AMERICAN EXPRESS CO                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-742.93        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 773331                                                                                                                                           | CUSIP: 36176Q4Q4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33768 | PA      | $31856.13       | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD CROWN CASTLE INC                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $9903.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                                        | INVH 4.95 01/15/33                                                                                                                                  | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      388000 | PA      | $378909.90      | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Studio City Company Limited                                                                      | STDCTY 7 02/15/27 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |     4900000 | PA      | $4890200.00     | 0.03%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                           | FR SD0488                                                                                                                                           | CUSIP: 3132DMRH0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |      369727 | PA      | $354089.84      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG5959                                                                                                                                           | CUSIP: 3133C6TQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      425907 | PA      | $421654.48      | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSC 2024-Nstb                                                                                    | MSC 2024-NSTB A                                                                                                                                     | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2870821 | PA      | $2831307.93     | 0.02%             | 2057-09-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| HONO 2021-LULU MORTGAGE TRUST                                                                    | HONO 2021-LULU A                                                                                                                                    | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3168000 | PA      | $3134340.00     | 0.02%             | 2036-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   -44261000 | NC      | $-1612482.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL BANK                                                                           | WAMU 2007-HY3 4A1                                                                                                                                   | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       22300 | PA      | $20716.82       | 0.00%             | 2037-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                                           | PFE 5.3 05/19/53                                                                                                                                    | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     1538000 | PA      | $1429371.20     | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-C                                                                  | AJAXM 2023-C M2                                                                                                                                     | CUSIP: 009926AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4533700 | PA      | $3734641.27     | 0.02%             | 2063-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Clo 76 B Ltd./Golub Capital Partners Clo 76 B LLC                         | GCBSL 2024-76A B                                                                                                                                    | CUSIP: 38180BAE7<br>LEI: 254900XH1T1LRT7YJV16 | Long             | ABS-CBDO         | CORP              | JE        |      390000 | PA      | $389516.99      | 0.00%             | 2037-10-26      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. The                                                                   | GT 5.625 04/30/33                                                                                                                                   | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87683.46       | 0.00%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 7.625 01/15/34 144A                                                                                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      362000 | PA      | $353662.29      | 0.00%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT2009                                                                                                                                           | CUSIP: 3138WPGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      187846 | PA      | $172029.58      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS USD                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-495018.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                                               | RAKUTN V4.25 PERP REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     2654000 | PA      | $2974413.02     | 0.02%             | N/A             | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 966777                                                                                                                                           | CUSIP: 31414HQ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41341 | PA      | $41750.97       | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD ONO PHARMACEUTICAL CO LTD                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-18421.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                                    | ED 4.5 05/15/58                                                                                                                                     | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79681.13       | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS CMBX.NA.BBB-.9                                                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-241291.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                         | APTV 5.75 09/13/54                                                                                                                                  | CUSIP: 03837AAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      409000 | PA      | $393492.50      | 0.00%             | 2054-09-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD LANXESS AG                                                                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-356952.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Company                                                                 | WEC 5.65 03/15/56                                                                                                                                   | CUSIP: 976656CW6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |      460000 | PA      | $450780.74      | 0.00%             | 2056-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                                            | CVA 4.875 12/01/29 144A                                                                                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      662000 | PA      | $620599.12      | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                                 | CP 4.8 03/30/30                                                                                                                                     | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      659000 | PA      | $667068.17      | 0.00%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DIRECTV                                                                                          | DIRECTV Term Loan B 500 2027-07-06                                                                                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       90178 | PA      | $90318.24       | 0.00%             | 2027-08-02      | Floating      | 8.93%                 | No            |                  3 | On Loan: No      |
| TPG Operating Group II LP                                                                        | TPG 4.875 05/15/31                                                                                                                                  | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |      120000 | PA      | $117693.23      | 0.00%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2014-III LTD                                                                        | CIFC 2014-3A A1R                                                                                                                                    | CUSIP: 12549QBL8<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | KY        |     1710000 | PA      | $1706580.00     | 0.01%             | 2038-03-31      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 4.85 06/11/29 MTN                                                                                                                                | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      115000 | PA      | $117110.64      | 0.00%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sisecam UK PLC                                                                                   | SISETI 8.375 01/23/33 144A                                                                                                                          | CUSIP: 829688AC4<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |      464000 | PA      | $460475.82      | 0.00%             | 2033-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                  | MSFT 4.1 02/06/37                                                                                                                                   | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      443000 | PA      | $421884.55      | 0.00%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BXMT 2025-FL5 LTD                                                                                | BXMT 2025-FL5 A                                                                                                                                     | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7587000 | PA      | $7580419.04     | 0.04%             | 2042-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D 7 06/15/38                                                                                                                                        | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      145000 | PA      | $160031.67      | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CQS US CLO 5 LTD                                                                                 | CQS 2025-5A B                                                                                                                                       | CUSIP: 12676EAE7<br>LEI: 549300GF7PVRIKZNMY06 | Long             | ABS-CBDO         | CORP              | KY        |      360000 | PA      | $359678.23      | 0.00%             | 2039-01-18      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                                                   | CARR 2006-NC1 M2                                                                                                                                    | CUSIP: 144531EZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      610000 | PA      | $550209.69      | 0.00%             | 2036-01-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 4.875 11/15/35                                                                                                                                 | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      300000 | PA      | $294312.45      | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                       | RCICN 7.5 08/15/38                                                                                                                                  | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      859000 | PA      | $979795.98      | 0.01%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                            | BBWI 6.625 10/01/30 144A                                                                                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100942.20      | 0.00%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO III LLC                                                                              | ELMW3 2019-3A BRR                                                                                                                                   | CUSIP: 29002HBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      670000 | PA      | $670757.77      | 0.00%             | 2037-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                                    | UVN 8 08/15/28 144A                                                                                                                                 | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      300000 | PA      | $304497.60      | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                 | MRK 2.15 12/10/31                                                                                                                                   | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      214000 | PA      | $189454.82      | 0.00%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ2096                                                                                                                                           | CUSIP: 3140H3KJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      227560 | PA      | $223654.34      | 0.00%             | 2033-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                   | INTNED 3.95 03/29/27                                                                                                                                | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      264000 | PA      | $263210.66      | 0.00%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 4 12/15/32                                                                                                                                     | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      205000 | PA      | $193078.37      | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2025-4 LTD                                                                              | VOYA 2025-4A A1                                                                                                                                     | CUSIP: 92946DAA3<br>LEI: 254900U7M8PTC5C6HY46 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250025.85      | 0.00%             | 2038-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 5.1 02/09/64                                                                                                                                    | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      692000 | PA      | $622472.65      | 0.00%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Co.                                                                         | PG 4.55 01/29/34                                                                                                                                    | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      140000 | PA      | $140283.22      | 0.00%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD DOLLAR GENERAL CORP                                                                                                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-76075.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                         | CRK 6.75 03/01/29 144a                                                                                                                              | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      577000 | PA      | $570163.01      | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD HONDA MOTOR LTD                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $16946.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                                    | ABG 4.75 03/01/30                                                                                                                                   | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       76000 | PA      | $73236.93       | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | USD/JPY FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $704.76         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                                                  | TCELLT 7.65 01/24/32 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |      858000 | PA      | $871951.08      | 0.00%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 AI4167                                                                                                                                           | CUSIP: 36198QTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       63689 | PA      | $60764.17       | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Consumo 7 Fondo de Titulizacion                                                        | CONSU 7 C                                                                                                                                           | CUSIP: 000000000<br>LEI: 98450015C5M3E75WF107 | Long             | ABS-O            | CORP              | ES        |      703383 | PA      | $813633.45      | 0.00%             | 2038-07-20      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA0934                                                                                                                                           | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1334280 | PA      | $1264477.55     | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.572 04/22/36                                                                                                                                 | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5318000 | PA      | $5480113.22     | 0.03%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 40 Ltd / Symphony CLO 40 LLC                                                        | SYMP 2023-40A AR                                                                                                                                    | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |     2640000 | PA      | $2640941.16     | 0.01%             | 2038-01-05      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS CNY                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2193.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO 2020-18 LTD                                                                              | OCP 2020-18A A1R2                                                                                                                                   | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |      330000 | PA      | $330145.04      | 0.00%             | 2037-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| SCG COMMERCIAL MORTGAGE TRUST 2025-FLWR                                                          | SCG 2025-FLWR A                                                                                                                                     | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1710000 | PA      | $1706793.75     | 0.01%             | 2042-08-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8564                                                                                                                                           | CUSIP: 36179XQR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9960021 | PA      | $8583309.87     | 0.05%             | 2053-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                         | WYNFIN 7.125 02/15/31 144A                                                                                                                          | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       86000 | PA      | $90149.07       | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F060642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   904943078 | PA      | $922433817.81   | 5.19%             | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2017-1 LTD/CIFC Funding 2017-1 LLC                                                  | CIFC 2017-1A ARR                                                                                                                                    | CUSIP: 17181PAC3<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |     6190000 | PA      | $6192956.34     | 0.03%             | 2037-04-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB5498                                                                                                                                           | CUSIP: 3140QRDC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2144413 | PA      | $2223208.35     | 0.01%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                                 | BMO V4.439 01/14/32 J                                                                                                                               | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      593000 | PA      | $583860.06      | 0.00%             | 2032-01-14      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV5                                                               | JPMMT 2021-INV5 B5                                                                                                                                  | CUSIP: 46653XAW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      415597 | PA      | $338115.27      | 0.00%             | 2051-12-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST                                                                   | HVMLT 2007-3 1A1A                                                                                                                                   | CUSIP: 41164UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1453941 | PA      | $1221927.13     | 0.01%             | 2037-05-19      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 5.65 03/15/35                                                                                                                                  | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      225000 | PA      | $223072.66      | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 3.9 03/01/38                                                                                                                                  | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1068000 | PA      | $917203.81      | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc.                                                                           | TXN 3.875 03/15/39                                                                                                                                  | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      114000 | PA      | $99504.60       | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST 2022-1                                                                      | CHNGE 2022-1 A1                                                                                                                                     | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1635654 | PA      | $1575548.30     | 0.01%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 3.95 03/01/50                                                                                                                                   | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      947000 | PA      | $671040.70      | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REGATTA XVIII FUNDING LTD                                                                        | REG18 2021-1A BR                                                                                                                                    | CUSIP: 75884EAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $746638.73      | 0.00%             | 2038-04-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 8 04/20/33                                                                                                                                    | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $211150.00      | 0.00%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                                       | ADM 3.75 09/15/47                                                                                                                                   | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      136000 | PA      | $103386.51      | 0.00%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Entain PLC                                                                                       | ENTLN 4.875 11/30/31                                                                                                                                | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | DBT              | CORP              | IM        |      240000 | PA      | $272304.24      | 0.00%             | 2031-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 4.8 07/15/46 *                                                                                                                                   | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      445000 | PA      | $384035.19      | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                                        | TEL 7.125 10/01/37                                                                                                                                  | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $115479.25      | 0.00%             | 2037-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-A                                                                  | AJAXM 2023-A C                                                                                                                                      | CUSIP: 009692AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3552912 | PA      | $2530153.70     | 0.01%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2025-800D                                                      | GSMS 2025-800D C                                                                                                                                    | CUSIP: 36273XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5849000 | PA      | $5816479.56     | 0.03%             | 2041-11-25      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                                 | FINASTRA USA INC                                                                                                                                    | CUSIP: 31772YAE6<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     1000000 | PA      | $1073137.37     | 0.01%             | 2032-09-15      | Floating      | 6.62%                 | No            |                  3 | On Loan: No      |
| CSC Holdings (Cablevision/Altice USA)                                                            | CSC Holdings (Cablevision/Altice USA) Term Loan B 250 2027-04-01                                                                                    | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     1063037 | PA      | $934473.00      | 0.01%             | 2027-04-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International S.A.                                                         | TTEFP 3.455 02/19/29                                                                                                                                | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      890000 | PA      | $874140.40      | 0.00%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST                | WAMU 2007-OA5 1A                                                                                                                                    | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2014512 | PA      | $1738576.16     | 0.01%             | 2047-06-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 4.85 03/01/39                                                                                                                                     | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      129000 | PA      | $120140.10      | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 4.34 03/07/42                                                                                                                                 | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $175400.00      | 0.00%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS IFS USD                                                                                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |           1 | NC      | $116614.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Self Commercial Mortgage Trust 2024-STRG                                                         | SELF 2024-STRG E                                                                                                                                    | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2366700 | PA      | $2360281.75     | 0.01%             | 2034-11-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD8013                                                                                                                                           | CUSIP: 3132DV3W3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     1314265 | PA      | $1284440.44     | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FISV 5.45 03/02/28                                                                                                                                  | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     3419000 | PA      | $3467563.07     | 0.02%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA7073                                                                                                                                           | CUSIP: 3140QE2F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1124634 | PA      | $1071042.95     | 0.01%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QD5965                                                                                                                                           | CUSIP: 3133B3TW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2140049 | PA      | $1758448.12     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4636                                                                                                                                             | CUSIP: 36202FEH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       34784 | PA      | $34494.15       | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2554                                                                                                                                           | CUSIP: 3140QMZU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7504298 | PA      | $6436051.86     | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q36815                                                                                                                                           | CUSIP: 3132QTSD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       38298 | PA      | $36777.64       | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QF6560                                                                                                                                           | CUSIP: 3133BUJD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6672980 | PA      | $6772036.47     | 0.04%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 7 08/01/32 144A                                                                                                                                  | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       85000 | PA      | $86792.99       | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                          | SMB 2021-A C                                                                                                                                        | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6022402 | PA      | $5308557.40     | 0.03%             | 2053-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                                           | CB 1.375 09/15/30                                                                                                                                   | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      297000 | PA      | $259256.43      | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 9 LTD                                                                            | SPEAK 2021-9A A1R                                                                                                                                   | CUSIP: 82670QAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      650000 | PA      | $650322.86      | 0.00%             | 2038-01-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-B                                                                 | NSLT 2021-BA B                                                                                                                                      | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13069000 | PA      | $11770098.23    | 0.07%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                                      | ZTS 4.15 08/17/28                                                                                                                                   | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     1608000 | PA      | $1603005.74     | 0.01%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL7777                                                                                                                                           | CUSIP: 3138EQUB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      886174 | PA      | $895597.81      | 0.01%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                     | MET 10.75 08/01/39                                                                                                                                  | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      202000 | PA      | $261809.98      | 0.00%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Maxam Prill S.a r.l.                                                                             | MXPRLL 6 07/15/30 REGs                                                                                                                              | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     1671000 | PA      | $1908740.24     | 0.01%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                                       | CWHL 2005-R2 1AF1                                                                                                                                   | CUSIP: 12669GN64<br>LEI: 5493008WNOU8I3M5WW38 | Long             | ABS-O            | CORP              | US        |      108933 | PA      | $106088.90      | 0.00%             | 2035-06-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Octagon 59 Ltd                                                                                   | OCT59 2022-1A B                                                                                                                                     | CUSIP: 675930AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2200000 | PA      | $2201534.72     | 0.01%             | 2035-05-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| AETHON UNITED BR LP / AETHON UNITED FINANCE CORP                                                 | AETUNI 7.5 10/01/29 144A                                                                                                                            | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104296.50      | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                | CCI 5.6 06/01/29                                                                                                                                    | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      492000 | PA      | $503650.12      | 0.00%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD TEXAS INSTRUMENTS INC                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $58452.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dowson 2024-1 PLC                                                                                | DWSON 2024-1 E                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |      408000 | PA      | $539244.14      | 0.00%             | 2031-08-20      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                                          | SPG 6.25 01/15/34                                                                                                                                   | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      279000 | PA      | $299944.14      | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                                  | GTN 9.625 07/15/32 144A                                                                                                                             | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      362000 | PA      | $361977.01      | 0.00%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                              | GIS 5.4 06/15/40                                                                                                                                    | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96300.49       | 0.00%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2015-1                                                    | VCC 2020-1 AFX                                                                                                                                      | CUSIP: 92259LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2328302 | PA      | $2171856.87     | 0.01%             | 2050-02-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 4.5 04/15/38                                                                                                                                   | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      226000 | PA      | $203089.09      | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                                                | IDR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11407.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                                                              | CZGB 4.5 11/11/32 154                                                                                                                               | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    88780000 | PA      | $4136795.61     | 0.02%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V3.75 03/18/28                                                                                                                               | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      412000 | PA      | $409268.84      | 0.00%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS3642                                                                                                                                           | CUSIP: 3140XKBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      178797 | PA      | $177213.74      | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                               | JPMMT 2021-INV7 B5                                                                                                                                  | CUSIP: 46654CAW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      215586 | PA      | $177884.58      | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                                     | ROCKIE 4.95 07/15/29 144A                                                                                                                           | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      177000 | PA      | $172586.36      | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 4.375 01/15/28 144A                                                                                                                           | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      153000 | PA      | $150856.75      | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vanir Logistics Finance S.a.r.l.                                                                 | VANIR 1X C                                                                                                                                          | CUSIP: 000000000<br>LEI: 636700UXUGBCCF9PA752 | Long             | ABS-O            | CORP              | LU        |      891000 | PA      | $1026036.41     | 0.01%             | 2037-07-23      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA2708                                                                                                                                           | CUSIP: 3140QAAJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      567419 | PA      | $543203.63      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                                                 | USD/SGD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $62417.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                         | DVN 7.95 04/15/32                                                                                                                                   | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      364000 | PA      | $418519.69      | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                               | KO 5 05/13/34                                                                                                                                       | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      411000 | PA      | $423359.80      | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS1330                                                                                                                                           | CUSIP: 3140XGPQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7527187 | PA      | $6943969.65     | 0.04%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                                | XOM 4.114 03/01/46                                                                                                                                  | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      442000 | PA      | $364335.33      | 0.00%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA6711                                                                                                                                           | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3728822 | PA      | $3202173.35     | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SC GERMANY SA COMPARTMENT CONSUMER 2024-2                                                        | SCGC 2024-2 C                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |      800000 | PA      | $925268.10      | 0.01%             | 2038-05-17      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                                | CLARIOS GLOBAL LP                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |     1000000 | PA      | $1151631.15     | 0.01%             | 2032-01-14      | Floating      | 5.14%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AX1035                                                                                                                                           | CUSIP: 3138Y2EH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      219617 | PA      | $216789.12      | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4540                                                                                                                                           | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5375340 | PA      | $4662565.31     | 0.03%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 5.8 05/01/37 MTN                                                                                                                                | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      932000 | PA      | $980546.65      | 0.01%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust 2007-AR3                                                     | BSMF 2007-AR3 1A1                                                                                                                                   | CUSIP: 07401VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      291888 | PA      | $279207.18      | 0.00%             | 2037-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| RCI Banque S.A.                                                                                  | RENAUL V6.125 PERP                                                                                                                                  | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226598.61      | 0.00%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                               | DELL 4.5 02/15/31                                                                                                                                   | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      599000 | PA      | $591919.69      | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc.                                                                       | EVRG 5.9 11/15/33                                                                                                                                   | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      196000 | PA      | $207859.64      | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM 5.625 08/16/43                                                                                                                                  | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      141000 | PA      | $140300.46      | 0.00%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM1756                                                                                                                                           | CUSIP: 3140J55S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      828239 | PA      | $817113.68      | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS ZIGGO BOND CO BV                                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-10227.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                                             | KALU 4.5 06/01/31 144A                                                                                                                              | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       48000 | PA      | $45347.36       | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                                             | MUTHIN 5.75 08/04/30 REGS                                                                                                                           | CUSIP: 62828M2F7<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     1700000 | PA      | $1632850.00     | 0.01%             | 2030-08-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0212                                                                                                                                           | CUSIP: 3140XFGW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9474492 | PA      | $7770503.36     | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | ICE 4.35 06/15/29                                                                                                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     1123000 | PA      | $1120563.09     | 0.01%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                                | FDX 4.1 02/01/45 .                                                                                                                                  | CUSIP: 31428XDQ6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     1081000 | PA      | $849572.36      | 0.00%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-2 FG                                                                                                                                       | CUSIP: 3136BUXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    11112288 | PA      | $11209903.73    | 0.06%             | 2055-02-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                             | EIX 5.25 03/15/32                                                                                                                                   | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      102000 | PA      | $100950.91      | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 2024-A                                                           | REPS 2024-A B                                                                                                                                       | CUSIP: 76041RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      695000 | PA      | $699600.07      | 0.00%             | 2032-08-20      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.25 02/03/32                                                                                                                                  | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      514000 | PA      | $504829.04      | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                                                  | IMM 2007-A A                                                                                                                                        | CUSIP: 452550AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      748648 | PA      | $736988.91      | 0.00%             | 2037-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4745                                                                                                                                             | CUSIP: 36202FHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8043 | PA      | $7743.92        | 0.00%             | 2040-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 5.45 08/01/53                                                                                                                                   | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      158000 | PA      | $151723.97      | 0.00%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Capital One, National Association                                                                | COF 2.7 02/06/30 BKNT                                                                                                                               | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |      558000 | PA      | $520645.15      | 0.00%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | CRM 5.55 03/15/36                                                                                                                                   | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    15192000 | PA      | $15144743.46    | 0.09%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                                               | MSM 2006-12XS A6A                                                                                                                                   | CUSIP: 61749EAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      706930 | PA      | $181947.39      | 0.00%             | 2036-10-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD TENARIS SA                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $87140.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRK 2021-INV1 TRUST                                                                              | TRK 2021-INV1 B1                                                                                                                                    | CUSIP: 89688WAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      937000 | PA      | $776502.58      | 0.00%             | 2056-07-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                           | SRE V6.375 04/01/56                                                                                                                                 | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     1086000 | PA      | $1090890.26     | 0.01%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                               | XEL 6.25 09/01/37 17                                                                                                                                | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      291000 | PA      | $310612.40      | 0.00%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 3 11/20/60                                                                                                                                       | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      205000 | PA      | $117854.85      | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS HUTCHISON WHAMPOA LTD                                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $6742.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q25689                                                                                                                                           | CUSIP: 3132M57A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      151893 | PA      | $146573.97      | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q03841                                                                                                                                           | CUSIP: 3132GJ5A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       47578 | PA      | $45996.07       | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 3.95 01/31/60                                                                                                                                   | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      657000 | PA      | $474510.75      | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 4.329 09/21/28                                                                                                                                   | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1142000 | PA      | $1142338.84     | 0.01%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | IRM 4.875 09/15/29 144A                                                                                                                             | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      142000 | PA      | $138157.25      | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD TRANSDIGM GROUP INC                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-129142.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN DC5681                                                                                                                                           | CUSIP: 3140ATJ31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      952990 | PA      | $974185.04      | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H1 MORTGAGE TRUST                                                                     | CROSS 2025-H1 A1                                                                                                                                    | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4069326 | PA      | $4091751.99     | 0.02%             | 2070-02-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| 1345 TRUST 2025-AOA                                                                              | 1345T 2025-AOA A                                                                                                                                    | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4550000 | PA      | $4535781.25     | 0.03%             | 2042-06-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                                    | PETBRA 6.75 01/27/41                                                                                                                                | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       72000 | PA      | $70113.60       | 0.00%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD OLYMPUS CORP                                                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-30625.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OHA LOAN FUNDING 2016-1 LTD                                                                      | OHALF 2016-1A B1R2                                                                                                                                  | CUSIP: 67110UBA6<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250243.73      | 0.00%             | 2037-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                             | GILD 4.15 03/01/47                                                                                                                                  | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      514000 | PA      | $415829.48      | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                       | RCICN 5.45 10/01/43                                                                                                                                 | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      963000 | PA      | $892936.81      | 0.01%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morocco (Kingdom of)                                                                             | MOROC 4.75 04/02/35 144A                                                                                                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      100000 | PA      | $113735.64      | 0.00%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD JAPAN POST BANK LTD                                                                                                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-9706.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZA2471                                                                                                                                           | CUSIP: 31329KW83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      266224 | PA      | $251015.16      | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | S&P 500 INDEX                                                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |        -107 | NC      | $-25790.03      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                                                                      | NTRCN 5.625 12/01/40                                                                                                                                | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      105000 | PA      | $102934.27      | 0.00%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2023-2                                                    | VCC 2023-2 A                                                                                                                                        | CUSIP: 92260AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1752780 | PA      | $1752314.43     | 0.01%             | 2053-05-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                                             | CROSIN 6.5 10/01/30 144A                                                                                                                            | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       88000 | PA      | $83876.20       | 0.00%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDOGB 6.5 07/15/30 104                                                                                                                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 40369000000 | PA      | $2367471.47     | 0.01%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AD8291                                                                                                                                           | CUSIP: 31418WF96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6768 | PA      | $6940.49        | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | BRL/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-352050.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS BRL                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $5093.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AV6357                                                                                                                                           | CUSIP: 3138XJB30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44361 | PA      | $43643.89       | 0.00%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                       | Caesars Entertainment Inc. COM                                                                                                                      | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       70088 | NS      | $1852425.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penta CLO 12 Designated Activity Company                                                         | PENTA 2022-12X ARR                                                                                                                                  | CUSIP: 000000000<br>LEI: 635400FNVQG9VK55GQ92 | Long             | ABS-O            | CORP              | IE        |     3000000 | PA      | $3457163.65     | 0.02%             | 2038-11-09      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 4.875 03/01/53                                                                                                                                 | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $883604.02      | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QB1193                                                                                                                                           | CUSIP: 3133A7KE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1971166 | PA      | $1689685.90     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                           | BARC 2025-NQM1 A3                                                                                                                                   | CUSIP: 06744WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2720325 | PA      | $2740972.06     | 0.02%             | 2065-01-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q11909                                                                                                                                           | CUSIP: 3132HNDN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       50156 | PA      | $47588.01       | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLT 2021-HX1 MORTGAGE LOAN TRUST                                                                | COLT 2021-HX1 B2                                                                                                                                    | CUSIP: 19688KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $777936.50      | 0.00%             | 2066-10-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| LQR TRUST 2025-CALI                                                                              | LQR 2025-CALI E                                                                                                                                     | CUSIP: 50216WAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5519000 | PA      | $5518940.95     | 0.03%             | 2043-01-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2006-SPS1                                                  | CWL 2006-SPS1 A                                                                                                                                     | CUSIP: 12666MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        2345 | PA      | $15075.12       | 0.00%             | 2025-12-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Firstenergy Transmission Llc                                                                     | FE 4.55 04/01/49 144A                                                                                                                               | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     7670000 | PA      | $6356687.15     | 0.04%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP/Archrock Partners Finance Corp                                              | AROC 6.25 04/01/28 144A                                                                                                                             | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100000.00      | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-B                                                                 | NSLT 2021-BA D                                                                                                                                      | CUSIP: 64034QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1499000 | PA      | $1350739.46     | 0.01%             | 2062-04-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                                 | VEDLN 10.875 09/17/29 144A                                                                                                                          | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $209400.00      | 0.00%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| KSL TRUST 2025-MAK                                                                               | KSL 2025-MAK A                                                                                                                                      | CUSIP: 50116JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1333000 | PA      | $1332618.50     | 0.01%             | 2042-06-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| iQIYI Inc.                                                                                       | IQ 4.625 03/15/30                                                                                                                                   | CUSIP: 46267XAK4<br>LEI: 222100XL8T2Q5B8MS302 | Long             | DBT              | CORP              | CN        |      200000 | PA      | $180698.51      | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Banc Of America Funding 2006-I Trust                                                             | BAFC 2007-1 1A6                                                                                                                                     | CUSIP: 05951FBG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       18591 | PA      | $15885.90       | 0.00%             | 2037-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 5.95 12/15/34                                                                                                                                   | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1286000 | PA      | $1344414.96     | 0.01%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                                | SYY 4.85 10/01/45                                                                                                                                   | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       64000 | PA      | $54383.82       | 0.00%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  -960440000 | NC      | $-4998995.14    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Auto1 Car Funding S.a.r.l.                                                                       | FHERO 2024-1 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 984500380CAE46K6F380 | Long             | ABS-O            | CORP              | LU        |      300000 | PA      | $356276.89      | 0.00%             | 2033-12-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-RM2                                                  | MLMI 2006-A3 6A1                                                                                                                                    | CUSIP: 59023CAK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      482999 | PA      | $458733.94      | 0.00%             | 2036-05-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                        | KHC 3.875 05/15/27                                                                                                                                  | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      634000 | PA      | $629715.33      | 0.00%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AY4707                                                                                                                                           | CUSIP: 3138YJGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74024 | PA      | $73399.28       | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Capital Finance LLC                                                                   | BNCN 6.087 06/14/33                                                                                                                                 | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |     1178000 | PA      | $1228561.28     | 0.01%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| DBWF 2024-LCRS MORTGAGE TRUST                                                                    | DBWF 2024-LCRS A                                                                                                                                    | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      705000 | PA      | $702796.88      | 0.00%             | 2037-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD BARCLAYS PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-74271.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                       | AAPL 4.1 08/08/62                                                                                                                                   | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      846000 | PA      | $644206.79      | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLGB 5 01/25/30 0130                                                                                                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    12170000 | PA      | $3271675.11     | 0.02%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-AIR2 A                                                                                                                                      | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5908550 | PA      | $5914088.94     | 0.03%             | 2041-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 6.125 09/15/39                                                                                                                                  | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      913000 | PA      | $935304.81      | 0.01%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BH8026                                                                                                                                           | CUSIP: 3140GW4L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      138712 | PA      | $136504.37      | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 8.875 07/15/30                                                                                                                                  | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      681000 | PA      | $775166.64      | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 2.4 03/15/29                                                                                                                                   | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      792000 | PA      | $747281.66      | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 5.05 03/15/34                                                                                                                                  | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101495.47      | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2021-E                                                                  | AJAXM 2021-E B3                                                                                                                                     | CUSIP: 009740AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7571154 | PA      | $4075592.07     | 0.02%             | 2060-12-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 4.95 03/25/60                                                                                                                                  | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      891000 | PA      | $716127.93      | 0.00%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                                        | XYZ 6 08/15/33 144A                                                                                                                                 | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       64000 | PA      | $62942.95       | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                                  | BANK 2021-BN35 C                                                                                                                                    | CUSIP: 06540CBX4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1583000 | PA      | $1333526.01     | 0.01%             | 2064-06-17      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY 5 05/02/33 GMTN                                                                                                                                  | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      151000 | PA      | $152337.99      | 0.00%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                                               | EOG 3.9 04/01/35                                                                                                                                    | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      320000 | PA      | $294370.80      | 0.00%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 2.124 07/16/31 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      161000 | PA      | $159711.47      | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS2024                                                                                                                                           | CUSIP: 3140XHHA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4250722 | PA      | $3687726.09     | 0.02%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                             | KDP 3.2 05/01/30                                                                                                                                    | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     1111000 | PA      | $1041721.34     | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q37172                                                                                                                                           | CUSIP: 3132QT6J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11379 | PA      | $10933.32       | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | USD/BRL FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-41087.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD TOYOTA MOTOR CORP                                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $48334.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SP DRI MERGER CORP:TL-B                                                                          | SP DRI MERGER CORP:TL-B                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     3058825 | PA      | $2950481.42     | 0.02%             | 2028-12-21      | Floating      | 9.02%                 | No            |                  3 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 5.25 05/30/32 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      798000 | PA      | $909990.12      | 0.01%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                                           | OBDC 2.875 06/11/28                                                                                                                                 | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      322000 | PA      | $299327.66      | 0.00%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AR9218                                                                                                                                           | CUSIP: 3138W7G40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      349290 | PA      | $319878.68      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 6.2 03/01/55                                                                                                                                    | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    10053000 | PA      | $9957939.94     | 0.06%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG0217                                                                                                                                           | CUSIP: 3133C0G22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2195930 | PA      | $2246479.20     | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD KOBE STEEL LTD                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $68111.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS SIMON PROPERTY GROUP LP                                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-47844.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comm 2004-Lnb3 Commercial Mortgage Pass-Through Certificates                                     | ILPT 2025-LPF2 A                                                                                                                                    | CUSIP: 451955AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10261000 | PA      | $10396028.60    | 0.06%             | 2042-07-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                             | KDP 2.25 03/15/31 31*                                                                                                                               | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      210000 | PA      | $185495.39      | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                                  | WHR 6.125 06/15/30                                                                                                                                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97637.64       | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CASCADE MH ASSET TRUST 2019-MH1                                                                  | CMHAT 2019-MH1 A                                                                                                                                    | CUSIP: 14732FAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5828600 | PA      | $5599439.17     | 0.03%             | 2044-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12500.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPR COMMERCIAL MORTGAGE TRUST 2024-PARK                                                          | BPR 2024-PARK B                                                                                                                                     | CUSIP: 05593UAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1527682.20     | 0.01%             | 2039-11-07      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                                        | TIBX 6.625 08/15/33 144A                                                                                                                            | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      108000 | PA      | $96020.07       | 0.00%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 6.05 09/01/54                                                                                                                                    | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      234000 | PA      | $222803.08      | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust 2025-2                                                    | GSKY 2025-2A D                                                                                                                                      | CUSIP: 39571VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1356000 | PA      | $1351036.23     | 0.01%             | 2060-06-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD MAPLETREE INDUSTRIAL UNITS TRUST                                                                                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $21655.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.375 08/15/50                                                                                                                                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25757000 | PA      | $12594770.68    | 0.07%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding 2025 No.1 PLC                                                                    | SGSHR 2025-1X D                                                                                                                                     | CUSIP: 000000000<br>LEI: 635400YX75RFT7KVHK68 | Long             | ABS-O            | CORP              | GB        |     1393457 | PA      | $1837269.30     | 0.01%             | 2037-05-18      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-31 LTD                                                                              | OCP 2024-31A AR                                                                                                                                     | CUSIP: 67570AAN6<br>LEI: 213800N1UPGC4M9NYM13 | Long             | ABS-CBDO         | CORP              | JE        |     3180000 | PA      | $3173092.72     | 0.02%             | 2039-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Lubrizol Corp. (The)                                                                             | BRK 6.5 10/01/34                                                                                                                                    | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |      227000 | PA      | $253748.28      | 0.00%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL1867                                                                                                                                           | CUSIP: 3138EJCD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         422 | PA      | $421.21         | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2005-5                                                            | OOMLT 2005-4 M3                                                                                                                                     | CUSIP: 68389FJK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4030000 | PA      | $3552391.00     | 0.02%             | 2035-11-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| United Group B.V.                                                                                | ADRBID 5.25 02/01/30 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      191000 | PA      | $215317.76      | 0.00%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cstl Commercial Mortgage Trust 2025-GATE2                                                        | CSTL 2025-GATE2 A                                                                                                                                   | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1290000 | PA      | $1268226.99     | 0.01%             | 2042-11-13      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                              | ABT 4.75 03/15/38                                                                                                                                   | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      418000 | PA      | $405337.21      | 0.00%             | 2038-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL BANK / DEBT NOT ACQUIRED BY JPMORGAN ESCROW                                    | WASHINGTON MUTUAL BANK / DEBT NOT ACQUIRED BY JPMORGAN ESCROW                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2570000 | PA      | $0.26           | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS ALTICE FRANCE SA                                                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $11890.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFI PERSONAL LN TR 2024-1                                                                       | SOFI PERSONAL LN TR 2024-1 ABS 2031-02-12 USD                                                                                                       | CUSIP: 83407R105<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      162328 | PA      | $3121730.58     | 0.02%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 5.7 02/10/53                                                                                                                                   | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      406000 | PA      | $373830.73      | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Gadsden Med Clinic                                                                               | GSAMP 2007-HS1 M6                                                                                                                                   | CUSIP: 362429AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1278538.04     | 0.01%             | 2037-02-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-15YR                                                                                                                                           | CUSIP: 01F032443<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -3126000 | PA      | $-3008936.71    | -0.02%            | 2041-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FISV 2.25 06/01/27                                                                                                                                  | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      546000 | PA      | $531369.32      | 0.00%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXIV / Apidos CLO XXIV LLC                                                            | APID 2016-24A A2LX                                                                                                                                  | CUSIP: 03759CAV2<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |      660000 | PA      | $658935.68      | 0.00%             | 2030-10-21      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| K Hovnanian Enterprises Inc                                                                      | HOV 8 04/01/31 144A                                                                                                                                 | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31637.92       | 0.00%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                                              | KIM 4.6 02/01/33                                                                                                                                    | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98236.40       | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PLAYSTUDIOS INC CLASS A LEGENDED                                                                 | PLAYSTUDIOS INC CLASS A LEGENDED                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      457322 | NS      | $214575.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6395                                                                                                                                           | CUSIP: 3140QSC90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      614580 | PA      | $609057.14      | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD DEERE                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $7532.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                           | FANG 3.5 12/01/29                                                                                                                                   | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    42622000 | PA      | $41126294.28    | 0.23%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                                        | PFE 6.5 02/01/34                                                                                                                                    | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     1271000 | PA      | $1403939.39     | 0.01%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROWN CITY CLO 2021-3                                                                            | CCITY 2021-1A A1A                                                                                                                                   | CUSIP: 22824DAC3<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000122.40     | 0.01%             | 2034-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                            | SO 4.75 09/01/40 10-C                                                                                                                               | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      500000 | PA      | $468700.29      | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD INTACT FINANCIAL CORP                                                                                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $7719.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.8 03/15/29                                                                                                                                   | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     2760000 | PA      | $2804344.53     | 0.02%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                            | DNKN 2025-1A A2I                                                                                                                                    | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     7294718 | PA      | $7225218.54     | 0.04%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                             | EIX 6.95 11/15/29                                                                                                                                   | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      924000 | PA      | $974949.23      | 0.01%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Hermitage 2025 PLC                                                                               | HRMTG 2025-1 E                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400MSBHAPT1EQBW93 | Long             | ABS-O            | CORP              | GB        |      468000 | PA      | $628159.15      | 0.00%             | 2033-04-21      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2017-V LTD                                                                          | CIFC 2017-5A AR                                                                                                                                     | CUSIP: 12551MAL3<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |     1770000 | PA      | $1771156.34     | 0.01%             | 2037-07-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                         | SVC 4.375 02/15/30                                                                                                                                  | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      386000 | PA      | $342775.82      | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST 2019-3                                                           | RMLT 2019-3 B2                                                                                                                                      | CUSIP: 76119NAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      282000 | PA      | $280065.51      | 0.00%             | 2059-09-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.                                 | TEP 5.5 01/15/28 144A                                                                                                                               | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30737.76       | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG1634                                                                                                                                           | CUSIP: 3133C1Y79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      153497 | PA      | $152106.63      | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G61177                                                                                                                                           | CUSIP: 31335BJW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1980873 | PA      | $1817295.35     | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2021-909                                                           | NYC 2025-28L A                                                                                                                                      | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4981000 | PA      | $4959946.31     | 0.03%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                           | MINAU 9.25 10/01/28 144A                                                                                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      119000 | PA      | $123298.58      | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D 4.05 09/15/42 C                                                                                                                                   | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79021.77       | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EFMT 2022-4                                                                                      | EFMT 2022-4 B2                                                                                                                                      | CUSIP: 268432AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2288000 | PA      | $2263696.41     | 0.01%             | 2067-09-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD COMMUNITY FINANCIAL SYSTEM INC                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2017.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                                | ILIADH 6.875 04/15/31 REGs                                                                                                                          | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     1034000 | PA      | $1245094.66     | 0.01%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2019-1 Ltd / Llc                                                              | ROCKT 2019-1A AR2                                                                                                                                   | CUSIP: 77342MAY2<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |     1240000 | PA      | $1238587.89     | 0.01%             | 2034-04-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD4999                                                                                                                                           | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6803407 | PA      | $6736402.07     | 0.04%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                 | PARA V6.25 02/28/57                                                                                                                                 | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      537000 | PA      | $359790.00      | 0.00%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                          | BNCN 3.625 02/15/52                                                                                                                                 | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      146000 | PA      | $98700.88       | 0.00%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4617                                                                                                                                             | CUSIP: 36202FDW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       42244 | PA      | $41891.57       | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                             | CAT 4.85 02/27/29                                                                                                                                   | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     2077000 | PA      | $2113493.14     | 0.01%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LCM 32 Ltd.                                                                                      | LCM 32A B                                                                                                                                           | CUSIP: 50204AAE6<br>LEI: 549300PWEMQKJMMXR454 | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $749600.33      | 0.00%             | 2034-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                     | NSC 5.35 08/01/54                                                                                                                                   | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       82000 | PA      | $76451.60       | 0.00%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5077                                                                                                                                           | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3443091 | PA      | $3227080.54     | 0.02%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G60397                                                                                                                                           | CUSIP: 31335ANN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       72136 | PA      | $69456.36       | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | MRSH 4.75 03/15/39                                                                                                                                  | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      283000 | PA      | $265520.99      | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                     | NOC 4.6 02/01/29                                                                                                                                    | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      715000 | PA      | $719606.75      | 0.00%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2025-P2                                                     | LENDR 2025-P2 R                                                                                                                                     | CUSIP: 525949103<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      114000 | PA      | $283653.89      | 0.00%             | 2045-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                                                                         | SNAP 6.875 03/15/34 144A                                                                                                                            | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      186000 | PA      | $174945.80      | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V3.21 04/22/42                                                                                                                                   | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      219000 | PA      | $162384.12      | 0.00%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD TREND MICRO INC/JAPAN                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1813.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT V3.031 11/01/34                                                                                                                                 | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      406000 | PA      | $382196.54      | 0.00%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | USD/CLP FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22699.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | USD CALL VERSUS EUR PUT                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |     8513000 | NC      | $75656.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | USD CALL VERSUS BRL PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              | CORP              | GB        |   -12574000 | NC      | $-298068.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                             | NOMURA 4.904 07/01/30                                                                                                                               | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      544000 | PA      | $543748.70      | 0.00%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                                    | SAZGR F 10/15/32 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |     1723000 | PA      | $1975677.71     | 0.01%             | 2032-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG 7 01/15/30 144A                                                                                                                              | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      116000 | PA      | $118442.15      | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXXVII LTD                                                           | BSP 2024-37A A                                                                                                                                      | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4500000 | PA      | $4502306.25     | 0.03%             | 2038-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD ALEXANDRIA REAL ESTATE EQUITIES INC                                                                                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $99610.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 6.75 07/11/39 144A                                                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       58000 | PA      | $66796.62       | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORIGEN FINANCIAL MANUFACTURED HOUSING CONTRACT TRUST SERIES 2001-A INC                           | ORGN 2001-A M1                                                                                                                                      | CUSIP: 68619AAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      578808 | PA      | $580224.13      | 0.00%             | 2032-03-15      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 5.7 04/01/55                                                                                                                                   | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      110000 | PA      | $105169.10      | 0.00%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                                    | VCC 2025-P2 M3                                                                                                                                      | CUSIP: 92262XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1326260 | PA      | $1312465.44     | 0.01%             | 2055-10-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 9.25 01/29/39 144A                                                                                                                             | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      255000 | PA      | $250155.00      | 0.00%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                             | NOMURA V5.043 06/10/36                                                                                                                              | CUSIP: 65535HCE7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     1708000 | PA      | $1656851.24     | 0.01%             | 2036-06-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB14 LLC                                                                               | CFMT 2024-HB14 M3                                                                                                                                   | CUSIP: 12530XAD3<br>LEI: 9845005986F840FBE847 | Long             | ABS-O            | CORP              | US        |      674594 | PA      | $649679.02      | 0.00%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SPACE EXPLORATION TECHNOLOGIES CORP                                                              | SPACE EXPLORATION TECHNOLOGIES CORP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27504 | NS      | $14483331.36    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3448                                                                                                                                           | CUSIP: 31418CZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      305613 | PA      | $307176.29      | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.45 05/14/46                                                                                                                                  | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      543000 | PA      | $466111.31      | 0.00%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                          | LVLT 6.875 06/30/33 144A                                                                                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      223000 | PA      | $227085.61      | 0.00%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR1 TRUST                                                                             | LMRE 2025-SFR1 A                                                                                                                                    | CUSIP: 50208WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3162000 | PA      | $3077893.33     | 0.02%             | 2042-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV                                                                                          | DIRECTV Term Loan B (Incremental) 550 2031-02-01                                                                                                    | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3827120 | PA      | $3825818.78     | 0.02%             | 2031-02-18      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| BX Trust 2025-Roic                                                                               | BX 2025-ROIC E                                                                                                                                      | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10497048 | PA      | $10457684.47    | 0.06%             | 2030-03-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                                         | V 2.7 04/15/40                                                                                                                                      | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      709000 | PA      | $535121.30      | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                    | BDX 3.7 06/06/27                                                                                                                                    | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      560000 | PA      | $555390.26      | 0.00%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO III LLC                                                                             | OR 2020-3A AR                                                                                                                                       | CUSIP: 69120DAA9<br>LEI: 2549004CIDJSHLSPXF37 | Long             | ABS-CBDO         | CORP              | US        |      430000 | PA      | $430129.30      | 0.00%             | 2036-04-21      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | HUF/EUR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4356.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3376                                                                                                                                           | CUSIP: 36179RXD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      464813 | PA      | $437532.30      | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAD CLO 18 LTD                                                                                   | RAD 2023-18A A1R                                                                                                                                    | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250125.00      | 0.00%             | 2037-07-15      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 5.3 01/19/34                                                                                                                                    | CUSIP: 00774MBH7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      351000 | PA      | $349294.45      | 0.00%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RR 38 LTD                                                                                        | RRAM 2025-38A A1A                                                                                                                                   | CUSIP: 74988FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9490000 | PA      | $9461888.72     | 0.05%             | 2040-04-16      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                                   | CWALT 2006-OA21 A1                                                                                                                                  | CUSIP: 23245QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4001684 | PA      | $3503525.59     | 0.02%             | 2047-03-20      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2022-1                                                        | RMIT 2022-1 D                                                                                                                                       | CUSIP: 75907DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1695000 | PA      | $1697674.71     | 0.01%             | 2032-03-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK V5.57 01/15/47                                                                                                                               | CUSIP: 86562MEG1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1183000 | PA      | $1144791.18     | 0.01%             | 2047-01-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                                     | EXC 4.95 03/15/36                                                                                                                                   | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      134000 | PA      | $129963.27      | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 6.05 03/15/39                                                                                                                                   | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      218000 | PA      | $221316.40      | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 5.95 01/28/31                                                                                                                                 | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      137000 | PA      | $131033.65      | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD STERIS                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12515.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | USD CALL VERSUS ZAR PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              | CORP              | GB        |     6163000 | NC      | $115812.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING 2015-R3 TRUST                                                            | BAFC 2015-R3 1A2                                                                                                                                    | CUSIP: 05990QAB9<br>LEI: 5493007QL4MZKX7JWH30 | Long             | ABS-O            | CORP              | US        |      946495 | PA      | $804089.15      | 0.00%             | 2036-03-27      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                                | SYY 6 01/17/34                                                                                                                                      | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      829000 | PA      | $865484.58      | 0.00%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.                                             | BOOTFN 7.375 08/31/32 Regs                                                                                                                          | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |      298000 | PA      | $391719.91      | 0.00%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2863                                                                                                                                           | CUSIP: 3140QNFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2170014 | PA      | $1885080.69     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barbados (Government Of)                                                                         | BARBAD 8 06/26/35 144A                                                                                                                              | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      975000 | PA      | $995475.00      | 0.01%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CSTL COMMERCIAL MORTGAGE TRUST 2024-GATE                                                         | CSTL 2024-GATE A                                                                                                                                    | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2966000 | PA      | $2958130.61     | 0.02%             | 2041-11-13      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AW4802                                                                                                                                           | CUSIP: 3138XUKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      115974 | PA      | $114719.69      | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA 4.55 03/03/28                                                                                                                                  | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      261000 | PA      | $260889.17      | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP                                                                                   | UNIT 4.75 04/15/28 144A                                                                                                                             | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      359000 | PA      | $357133.06      | 0.00%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS AMERICAN AIRLINES GROUP INC                                                                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $4398.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Costa Rica Senior Secured Finance                                                        | LBTCOR 10.875 01/15/31 144A                                                                                                                         | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $210500.00      | 0.00%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RJ0297                                                                                                                                           | CUSIP: 3142GQKK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      971366 | PA      | $977948.06      | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                                  | CAT 6.05 08/15/36                                                                                                                                   | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      406000 | PA      | $443624.87      | 0.00%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                                              | KIM 4.45 09/01/47                                                                                                                                   | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      243000 | PA      | $201398.55      | 0.00%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.314 01/18/41                                                                                                                                  | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      169000 | PA      | $163139.50      | 0.00%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                                 | MCD 4.875 12/09/45 MTN                                                                                                                              | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      101000 | PA      | $90001.34       | 0.00%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AGL CLO 21 LTD                                                                                   | AGL 2022-21A A1R                                                                                                                                    | CUSIP: 00119FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1330000 | PA      | $1330482.13     | 0.01%             | 2037-10-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| OLYMPIC TOWER 2017-OT MORTGAGE TRUST                                                             | OT 2017-OT XA                                                                                                                                       | CUSIP: 68162MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    36697000 | PA      | $95393.85       | 0.00%             | 2039-05-12      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM8733                                                                                                                                           | CUSIP: 3140XCV39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2841266 | PA      | $2620977.33     | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                                        | BRAVO 2024-NQM3 B1                                                                                                                                  | CUSIP: 10569LAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      527000 | PA      | $534865.42      | 0.00%             | 2064-03-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| The J M Smucker Company                                                                          | SJM 6.5 11/15/43                                                                                                                                    | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |      448000 | PA      | $466935.80      | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD UDR REIT INC                                                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $137542.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                                      | OCP CLO 2025-46 Ltd                                                                                                                                 | CUSIP: 671023AE9<br>LEI: 213800J27YESIODUZS34 | Long             | ABS-CBDO         | CORP              | US        |      910000 | PA      | $906925.29      | 0.01%             | 2038-10-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | E-mini Nasdaq-100 Futures, Jun-2026,ETH                                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          -6 | NC      | $47707.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2006-AR4                                          | SAMI 2006-AR4 3A1                                                                                                                                   | CUSIP: 86360QAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1515845 | PA      | $1366609.50     | 0.01%             | 2036-06-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                                            | AON 5.3 03/01/31                                                                                                                                    | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      706000 | PA      | $720341.93      | 0.00%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                                 | BNSF 3.9 08/01/46                                                                                                                                   | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2751000 | PA      | $2149743.04     | 0.01%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD APA CORP                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $71854.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                             | CAT 4.4 03/03/28                                                                                                                                    | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1100400.84     | 0.01%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 5.25 03/01/52                                                                                                                                   | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     4819000 | PA      | $4100458.28     | 0.02%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                                             | ETR 5.15 01/15/33                                                                                                                                   | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101694.77      | 0.00%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BH7993                                                                                                                                           | CUSIP: 3140GW3B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      114377 | PA      | $112667.96      | 0.00%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.1 09/26/65                                                                                                                                   | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    20843000 | PA      | $17282630.63    | 0.10%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q20176                                                                                                                                           | CUSIP: 3132JMFR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       87912 | PA      | $82942.80       | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 5.25 11/25/27 144A                                                                                                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       30000 | PA      | $29976.90       | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                                                       | LH 4.35 04/01/30                                                                                                                                    | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |      471000 | PA      | $466844.75      | 0.00%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                 | PARA 4.85 07/01/42                                                                                                                                  | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $820595.71      | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AF1072                                                                                                                                           | CUSIP: 36181GFM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      387559 | PA      | $365011.58      | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                                           | CNP V7 02/15/55 A                                                                                                                                   | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     2587000 | PA      | $2662351.55     | 0.01%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 6.125 10/07/37 144A                                                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      194000 | PA      | $217032.48      | 0.00%             | 2037-10-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2022-2 LTD                                                                        | CGMS 2022-2A A1R                                                                                                                                    | CUSIP: 143119AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270118.42      | 0.00%             | 2038-01-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                     | CFG V5.718 07/23/32                                                                                                                                 | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      379000 | PA      | $389576.78      | 0.00%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Puma International Financing S.A.                                                                | PUMAFN 7.75 04/25/29 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |     7000000 | PA      | $7137900.00     | 0.04%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6742                                                                                                                                           | CUSIP: 3140QSP47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3757604 | PA      | $3802984.66     | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                             | HIW 5.35 01/15/33                                                                                                                                   | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      649000 | PA      | $633681.67      | 0.00%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                                       | BLDR 6.375 03/01/34 144A                                                                                                                            | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      157000 | PA      | $154993.05      | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | SLST 2020-2 M1                                                                                                                                      | CUSIP: 35564CGD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     5653735 | PA      | $5623767.60     | 0.03%             | 2060-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                 | PARA 3.45 10/04/26                                                                                                                                  | CUSIP: 92553PBB7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     4155000 | PA      | $4094065.39     | 0.02%             | 2026-10-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2025-I LTD                                                                          | CIFC 2025-1A A                                                                                                                                      | CUSIP: 12572VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249249.03      | 0.00%             | 2038-04-23      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZL4752                                                                                                                                           | CUSIP: 3131XLH59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17533 | PA      | $16582.65       | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XPO Inc                                                                                          | XPO 7.125 02/01/32                                                                                                                                  | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |       99000 | PA      | $102110.18      | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Company                                                                 | EXC 3.75 08/15/47 *                                                                                                                                 | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     1396000 | PA      | $1043039.63     | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QA6226                                                                                                                                           | CUSIP: 3133A04K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2283578 | PA      | $2119616.93     | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 9.45 02/04/33 144A                                                                                                                            | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $209262.00      | 0.00%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                                       | USAC 7.125 03/15/29 144A                                                                                                                            | CUSIP: 91740PAG3<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |      179000 | PA      | $183148.53      | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM8309                                                                                                                                           | CUSIP: 3140XCGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15326583 | PA      | $12567785.57    | 0.07%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                            | NLSN 10.375 05/15/31 144A                                                                                                                           | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      232000 | PA      | $234089.86      | 0.00%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                                  | CAT 3.803 08/15/42                                                                                                                                  | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      567000 | PA      | $467747.32      | 0.00%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V5.411 09/19/39                                                                                                                                   | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2388000 | PA      | $2332736.45     | 0.01%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL0160                                                                                                                                           | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       84608 | PA      | $83573.80       | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                            | SWTCH 2026-1A A21                                                                                                                                   | CUSIP: 871044BA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3243000 | PA      | $3248888.07     | 0.02%             | 2056-03-27      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| REGATTA XVII FUNDING LTD                                                                         | REG17 2020-1A AR                                                                                                                                    | CUSIP: 75888BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1240000 | PA      | $1240649.88     | 0.01%             | 2037-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3027                                                                                                                                           | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3551783 | PA      | $3375279.38     | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD METLIFE INC                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-52439.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                                   | PLD 5 01/31/35                                                                                                                                      | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      229000 | PA      | $228191.60      | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                               | CM 6.092 10/03/33                                                                                                                                   | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      501000 | PA      | $535978.15      | 0.00%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FISV 5.6 03/02/33                                                                                                                                   | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101048.71      | 0.00%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD DANSKE BANK                                                                                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-6754.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT0713                                                                                                                                           | CUSIP: 3132ACYJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      249071 | PA      | $244645.36      | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN FA4239                                                                                                                                           | CUSIP: 3140W4V95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      402328 | PA      | $398682.84      | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Xerox                                                                                            | Xerox Term Loan B 400 2029-10-28                                                                                                                    | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |     1587716 | PA      | $1000261.08     | 0.01%             | 2029-11-19      | Floating      | 7.70%                 | No            |                  3 | On Loan: No      |
| Frontier Communications Holdings Llc                                                             | FYBR 5.875 11/01/29                                                                                                                                 | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8615120 | PA      | $8666802.10     | 0.05%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                              | SYF V5.45 03/06/31                                                                                                                                  | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249792.99      | 0.00%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                                      | LMT 4.75 02/15/34                                                                                                                                   | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     1276000 | PA      | $1279428.57     | 0.01%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK V4.967 04/26/34 J                                                                                                                                | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1483000 | PA      | $1486791.94     | 0.01%             | 2034-04-26      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | PHP/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12150.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PHH                                    | JPMCC 2018-PHH A                                                                                                                                    | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      658978 | PA      | $428349.05      | 0.00%             | 2035-06-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | IDR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11805.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocp Clo 2016-12 Ltd.                                                                             | OCP 2016-12A BAR3                                                                                                                                   | CUSIP: 67092RBC1<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |     1960000 | PA      | $1961079.18     | 0.01%             | 2037-10-19      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS 6.25 02/01/41                                                                                                                                    | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3469000 | PA      | $3651497.53     | 0.02%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                     | NSC 3.8 08/01/28                                                                                                                                    | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      185000 | PA      | $183131.76      | 0.00%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0497                                                                                                                                           | CUSIP: 3140XFRT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11364750 | PA      | $9376509.99     | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Small Business Origination Loan Trust 2025-1 Designated Activity Co.                             | SBOLT 2025-1 B                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400ZO4NUYBCC9ZI87 | Long             | ABS-O            | CORP              | IE        |      141068 | PA      | $184882.95      | 0.00%             | 2036-12-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V4.976 08/11/33                                                                                                                              | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      219000 | PA      | $218060.42      | 0.00%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                             | NOVHOL 8.75 04/15/30 144A                                                                                                                           | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1107000 | PA      | $1032912.81     | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                                   | FBINUS 5.875 06/01/33                                                                                                                               | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |      287000 | PA      | $297227.20      | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                              | GIS 2.875 04/15/30                                                                                                                                  | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      329000 | PA      | $306900.61      | 0.00%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0610                                                                                                                                           | CUSIP: 3140XFVC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      604886 | PA      | $557233.11      | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AW0100                                                                                                                                           | CUSIP: 3138XPDE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10181 | PA      | $10049.91       | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE 4.685 09/01/27                                                                                                                                  | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1599000 | PA      | $1606714.22     | 0.01%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| GRACE TRUST 2020-GRCE                                                                            | GRACE 2020-GRCE E                                                                                                                                   | CUSIP: 38406JAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1489000 | PA      | $1299442.41     | 0.01%             | 2040-12-12      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Company                                                              | PPL 5.45 04/15/33 LOU                                                                                                                               | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |      668000 | PA      | $689724.16      | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2026-1                                                             | SGR 2026-1 A1                                                                                                                                       | CUSIP: 818916AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5965927 | PA      | $5909525.31     | 0.03%             | 2066-01-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AU6905                                                                                                                                           | CUSIP: 3138X6U78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      289207 | PA      | $285606.08      | 0.00%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                                                 | EUR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11285.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BD8946                                                                                                                                           | CUSIP: 3140FG5G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86580 | PA      | $84380.50       | 0.00%             | 2031-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR ZA1192                                                                                                                                           | CUSIP: 31329JKD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      446906 | PA      | $423364.37      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                                   | CWALT 2006-11CB 3A1                                                                                                                                 | CUSIP: 12668BWF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1355631 | PA      | $594063.75      | 0.00%             | 2036-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V5.071 05/20/31 MTN                                                                                                                             | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      201000 | PA      | $203191.17      | 0.00%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | AUD/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10466.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD DUPONT DE NEMOURS INC                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-94.50         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                                | LYB 5.625 05/15/33                                                                                                                                  | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      352000 | PA      | $354845.40      | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 4.9 05/15/46                                                                                                                                    | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1152000 | PA      | $1029908.87     | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | CZK/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16049.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON YARDS 2019-55HY MORTGAGE TRUST                                                            | HY 2019-55HY F                                                                                                                                      | CUSIP: 44421MAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2974955 | PA      | $2554610.82     | 0.01%             | 2041-12-12      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                                  | AUD/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $42363.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS5614                                                                                                                                           | CUSIP: 3138WFGY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      172826 | PA      | $167757.17      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                                       | UNM 5.25 12/15/35                                                                                                                                   | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      414000 | PA      | $404911.35      | 0.00%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cifc Funding 2019-II Ltd                                                                         | CIFC 2019-2A A1RR                                                                                                                                   | CUSIP: 12554ABA9<br>LEI: 254900JI8OLAMXS6KW67 | Long             | ABS-CBDO         | CORP              | KY        |     2190000 | PA      | $2187787.44     | 0.01%             | 2038-10-17      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer                                                                   | LendingClub Rated Notes Issuer Trust Series 2025-P1                                                                                                 | CUSIP: 525943AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6760621 | PA      | $6787732.79     | 0.04%             | 2031-06-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                               | VOD 5.25 05/30/48                                                                                                                                   | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      779000 | PA      | $701510.84      | 0.00%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 MORTGAGE TRUST                                                                       | CD 2017-CD3 A4                                                                                                                                      | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      850000 | PA      | $831599.97      | 0.00%             | 2050-02-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AI7518                                                                                                                                           | CUSIP: 3138AMK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      291072 | PA      | $288061.25      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                                    | XEL 3.2 04/01/52                                                                                                                                    | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      292000 | PA      | $198113.54      | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                                | DOC 4.75 01/15/33                                                                                                                                   | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      666000 | PA      | $651480.74      | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                                          | SPG 5.85 03/08/53                                                                                                                                   | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      164000 | PA      | $163463.43      | 0.00%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 3 SARL                                                                          | ALBION FINANCING 3 SARL                                                                                                                             | CUSIP: 01330EAC2<br>LEI: 259400QTZA08U7DIP580 | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1151631.15     | 0.01%             | 2031-05-21      | Floating      | 5.03%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL6761                                                                                                                                           | CUSIP: 3138EPQP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      117636 | PA      | $115445.62      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.483 03/13/52 N                                                                                                                               | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      421000 | PA      | $292632.94      | 0.00%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5513 FD                                                                                                                                         | CUSIP: 3137HKE75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    43951465 | PA      | $44260298.60    | 0.25%             | 2055-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Global Partners LP / GLP Finance Corp.                                                           | GLP 8.25 01/15/32 144A                                                                                                                              | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |       95000 | PA      | $98177.75       | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS BOEING CO/THE                                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-64761.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q00959                                                                                                                                           | CUSIP: 3132GEB41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      278254 | PA      | $274380.59      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V7.161 10/30/29 MTN                                                                                                                             | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      647000 | PA      | $687653.39      | 0.00%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 3.15 02/15/28                                                                                                                                 | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1962547.74     | 0.01%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                         | AJAXM 2021-C C                                                                                                                                      | CUSIP: 009733AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8035120 | PA      | $8495117.29     | 0.05%             | 2061-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EdgeConneX Data Centers Europe BV                                                                | EDGEU 2026-1X A2                                                                                                                                    | CUSIP: 000000000<br>LEI: 72450093DSNFE8T3IA66 | Long             | ABS-O            | CORP              | NL        |     4882000 | PA      | $5498357.35     | 0.03%             | 2056-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BY7125                                                                                                                                           | CUSIP: 3140NP4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      407813 | PA      | $404222.23      | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2018-2 LTD/LLC                                                                | ROCKT 2018-2A B                                                                                                                                     | CUSIP: 77342KAC4<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $599382.54      | 0.00%             | 2031-10-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS 2026-1 DAC                                                             | FORTA 2026-1 E                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400NBXJLIIDPDLP80 | Long             | ABS-O            | CORP              | IE        |     1200000 | PA      | $1381509.37     | 0.01%             | 2037-10-18      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 0 02/01/36 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1181900 | PA      | $540128.30      | 0.00%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Minor International Public Co Ltd.                                                               | MINTTB V2.7 PERP                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900T4WB2UF9XPX041 | Long             | DBT              | CORP              | TH        |      500000 | PA      | $497000.00      | 0.00%             | N/A             | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                                                              | OMAN 6.75 01/17/48 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      200000 | PA      | $208553.58      | 0.00%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                            | BSABS 2006-HE1 1M4                                                                                                                                  | CUSIP: 0738796S2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2129530 | PA      | $2106058.96     | 0.01%             | 2035-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2003-UP3                                                           | CMLTI 2007-AHL2 A3B                                                                                                                                 | CUSIP: 17312TAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4066406 | PA      | $2773871.89     | 0.02%             | 2037-05-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.95 03/15/31                                                                                                                                  | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      994000 | PA      | $1015409.86     | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2018-2 LTD/LLC                                                                | ROCKT 2018-2A D                                                                                                                                     | CUSIP: 77342KAG5<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250971.88      | 0.00%             | 2031-10-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Trust                                                                            | PRK 2017-280P D                                                                                                                                     | CUSIP: 90205FAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2920000 | PA      | $2876200.00     | 0.02%             | 2034-09-15      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| VOLATO GROUP INC                                                                                 | VOLATO GROUP INC                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       73612 | NC      | $588.90         | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                  | MSFT 2.921 03/17/52                                                                                                                                 | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    18014000 | PA      | $11585314.28    | 0.07%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDOGB 7 02/15/33 FR96                                                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 18862000000 | PA      | $1114882.99     | 0.01%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 735288                                                                                                                                           | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21784 | PA      | $21949.20       | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRSNT TRUST 2026-MOON                                                                            | CRSNT 2026-MOON A                                                                                                                                   | CUSIP: 12642SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6085000 | PA      | $6058378.13     | 0.03%             | 2031-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Castell 2026-1 PLC                                                                               | CASTE 2026-1 C                                                                                                                                      | CUSIP: 000000000<br>LEI: 2138001VE6A22R7N6706 | Long             | ABS-O            | CORP              | GB        |      361000 | PA      | $476969.61      | 0.00%             | 2062-12-27      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NOTE ASSET TRUST SERIES 2007-OAR2                                      | MANA 2007-OAR2 A2                                                                                                                                   | CUSIP: 59024BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      826382 | PA      | $668159.40      | 0.00%             | 2037-04-27      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                                      | AWK 3.75 09/01/47                                                                                                                                   | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      553000 | PA      | $411452.61      | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ubs Commercial Mortgage Trust 2019-C18                                                           | UBSCM 2019-C18 XA                                                                                                                                   | CUSIP: 90278PBB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    32482591 | PA      | $839515.81      | 0.00%             | 2052-12-17      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AP5205                                                                                                                                           | CUSIP: 3138M8YB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       77817 | PA      | $76942.89       | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D 5.25 08/01/33 F                                                                                                                                   | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202358.33      | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 1.68 10/30/30                                                                                                                                    | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      641000 | PA      | $565700.47      | 0.00%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD PAGAYA TECHNOLOGIES LTD CLASS A                                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $925.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES LIX CLO LTD                                                                                 | ARES 2021-59A A                                                                                                                                     | CUSIP: 04018EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500020.25      | 0.00%             | 2034-04-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV1                                                                                   | EFMT 2025-INV1 A1                                                                                                                                   | CUSIP: 26846XAA8<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-O            | CORP              | US        |     5146985 | PA      | $5167554.05     | 0.03%             | 2070-03-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                              | HNDLIN 4.75 01/30/30 144A                                                                                                                           | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      241000 | PA      | $227142.50      | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DRYDEN 98 CLO LTD                                                                                | DRSLF 2022-98A B1R                                                                                                                                  | CUSIP: 26248AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249112.55      | 0.00%             | 2035-04-20      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Williams Partners LP / Williams Partners Finance Corporation                                     | WMB 4.9 01/15/45                                                                                                                                    | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1799000 | PA      | $1573656.16     | 0.01%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-34 LTD                                                                              | OCP 2024-34A D1                                                                                                                                     | CUSIP: 67570MAJ9<br>LEI: 213800MLX1S56O7NHK45 | Long             | ABS-CBDO         | CORP              | JE        |      340000 | PA      | $340488.58      | 0.00%             | 2037-10-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding Clo II Designated Activity Company                                         | CIFCE 2X AR                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300NYQTL91Z5R9B69 | Long             | ABS-O            | CORP              | IE        |     3460000 | PA      | $3985232.46     | 0.02%             | 2039-10-15      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                    | NI V5.75 07/15/56                                                                                                                                   | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1536265.69     | 0.01%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                                         | HONA 3.9 03/16/28 144A                                                                                                                              | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     2303000 | PA      | $2286040.80     | 0.01%             | 2028-03-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                                   | HPE 5.6 10/15/54                                                                                                                                    | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      321000 | PA      | $286545.35      | 0.00%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA2406                                                                                                                                           | CUSIP: 3140Q9U84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      563042 | PA      | $559955.77      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Auto Abs Italian Stella Loans s.r.l.                                                             | ISTEL 2024-2 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |      202737 | PA      | $237471.04      | 0.00%             | 2039-05-27      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND XVIII LTD                                                     | IVYH 18A A1R                                                                                                                                        | CUSIP: 46603PAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8522500 | PA      | $8550550.10     | 0.05%             | 2037-01-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0208                                                                                                                                           | CUSIP: 3140XFGS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14281939 | PA      | $12297055.94    | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                                            | WAL 2021-CL2 M2                                                                                                                                     | CUSIP: 95763PND9<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-O            | CORP              | US        |     7158164 | PA      | $7592867.42     | 0.04%             | 2059-07-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| Cardiff Auto Receivables Securitisation 2024-1 PLC                                               | CARS 2024-1 D                                                                                                                                       | CUSIP: 000000000<br>LEI: 6354006GQBBANLIO8R45 | Long             | ABS-O            | CORP              | GB        |     1320000 | PA      | $1759235.30     | 0.01%             | 2031-08-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Engineering Ingegneria Informatica S.p.A.                                                        | ENGIM 11.125 05/15/28                                                                                                                               | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |      729000 | PA      | $854492.95      | 0.00%             | 2028-05-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust 2006-14                                                    | CWL 2006-14 M1                                                                                                                                      | CUSIP: 23243LAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1126393 | PA      | $1208645.75     | 0.01%             | 2037-02-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 2.875 02/15/31                                                                                                                                 | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      637000 | PA      | $587391.69      | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AW2461                                                                                                                                           | CUSIP: 3138XRWX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83069 | PA      | $81741.04       | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                            | ETR 3.05 06/01/31                                                                                                                                   | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23258.86       | 0.00%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CIfc FundIng 2018-I Ltd. / CIfc FundIng 2018-I LLC                                               | CIFC 2018-1A A1R                                                                                                                                    | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |     3140000 | PA      | $3140927.87     | 0.02%             | 2038-01-19      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2025-128 AD                                                                                                                                     | CUSIP: 38381MZA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     4516628 | PA      | $4534306.65     | 0.03%             | 2056-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc.                                                                   | PFG 4.625 09/15/42                                                                                                                                  | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      358000 | PA      | $311496.96      | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BXP TRUST 2017-GM                                                                                | BXP 2017-GM E                                                                                                                                       | CUSIP: 056083AN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1240000 | PA      | $1193671.74     | 0.01%             | 2039-06-15      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Trust                                                                 | THPT 2023-THL A                                                                                                                                     | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1683135 | PA      | $1695092.00     | 0.01%             | 2034-12-14      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C4 MORTGAGE TRUST                                                                     | CFCRE 2016-C4 XB                                                                                                                                    | CUSIP: 12531YAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5810000 | PA      | $90.06          | 0.00%             | 2058-05-10      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD NIDEC CORP                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-49338.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                                    | TRPCN 6.1 06/01/40                                                                                                                                  | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      357000 | PA      | $370020.89      | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN MORTGAGE TRUST                                                                    | ALEN 2021-ACEN A                                                                                                                                    | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1144000 | PA      | $1081080.00     | 0.01%             | 2034-04-17      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8044                                                                                                                                           | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    29168851 | PA      | $26977652.98    | 0.15%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 3.6 06/21/30                                                                                                                                     | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      292000 | PA      | $277701.98      | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS USD                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $164818.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J30768                                                                                                                                           | CUSIP: 31307LZ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         603 | PA      | $589.41         | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.625 11/15/50                                                                                                                                    | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26916400 | PA      | $14043841.92    | 0.08%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                                 | BPLN 3.06 06/17/41                                                                                                                                  | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      719000 | PA      | $540371.51      | 0.00%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                    | BDX 4.693 02/13/28                                                                                                                                  | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100478.17      | 0.00%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Lagarino (European Loan Conduit No. 40) Designated Activity Co.                                  | Lagarino European Loan Conduit No 40 DAC                                                                                                            | CUSIP: 000000000<br>LEI: 984500F6BB6D4DUA7796 | Long             | ABS-O            | CORP              | IE        |     5903234 | PA      | $6798648.59     | 0.04%             | 2037-06-22      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS BRL                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $41542.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XX LTD                                                                          | SIXST 2021-20A A1R                                                                                                                                  | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250125.15      | 0.00%             | 2038-07-19      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GOLUB CAP PARTNERS CLO 77B LTD/LLC                                                               | GCBSL 2024-77A A1                                                                                                                                   | CUSIP: 38180QAA2<br>LEI: 25490075TUHC39ZVRO61 | Long             | ABS-CBDO         | CORP              | KY        |      250462 | PA      | $250270.45      | 0.00%             | 2038-01-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO 27 LTD                                                                              | AGL 2023-27A BR                                                                                                                                     | CUSIP: 00092DAL4<br>LEI: 2549004Y2HKOR0JJ5M75 | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $998651.20      | 0.01%             | 2039-01-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.375 03/01/32 144A                                                                                                                          | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      484000 | PA      | $490777.45      | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | EUR/MXN ONE-TOUCH BARRIER OPTION; BARRIER PRICE EUR 19.80000                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |      328000 | NC      | $8834.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2025-ATRM                                                           | AHPT 2025-ATRM G                                                                                                                                    | CUSIP: 049917AN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1042000 | PA      | $1032045.25     | 0.01%             | 2042-08-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN V5.365 07/15/28 *                                                                                                                            | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $2021574.50     | 0.01%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 2.45 02/15/31                                                                                                                                  | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4269000 | PA      | $3877061.70     | 0.02%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                              | AXL 6.375 10/15/32 144A                                                                                                                             | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      145000 | PA      | $143512.74      | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANTARES CLO 2024-5 LLC                                                                           | ANTR 2024-5A A                                                                                                                                      | CUSIP: 03663YAA5<br>LEI: 254900QIMCGHWG9DBB86 | Long             | ABS-CBDO         | CORP              | US        |     4600000 | PA      | $4614998.76     | 0.03%             | 2036-10-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2016-ASHF                                             | BAMLL 2025-ASHF E                                                                                                                                   | CUSIP: 05494CAJ4<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-O            | CORP              | US        |     4465000 | PA      | $4451315.22     | 0.03%             | 2042-02-18      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2006-1 TRUST                   | WMALT 2006-1 4CB                                                                                                                                    | CUSIP: 93934FKY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      722742 | PA      | $586523.76      | 0.00%             | 2036-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                                                                          | ACGL 7.35 05/01/34                                                                                                                                  | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |      568000 | PA      | $643099.73      | 0.00%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                                 | CWALT 2006-OA11 A4                                                                                                                                  | CUSIP: 02147DAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      257663 | PA      | $245830.65      | 0.00%             | 2046-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| alstria office REIT-AG                                                                           | AOXGR 4.25 10/15/29                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $220535.93      | 0.00%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AD6431                                                                                                                                           | CUSIP: 31418UED2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24364 | PA      | $24111.83       | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2020-3 LTD                                                                            | CANYC 2020-3A A1R                                                                                                                                   | CUSIP: 13876RAN4<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |     2945000 | PA      | $2947473.51     | 0.02%             | 2037-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                                                     | WLNFP 0.875 06/30/27 EMTN                                                                                                                           | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1733287.16     | 0.01%             | 2027-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GAEA MTG LN TR 2025-A                                                                            | GAEA 2025-A A                                                                                                                                       | CUSIP: 362928AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1392664 | PA      | $1370549.30     | 0.01%             | 2030-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP CDS ITRAXX.XO.44.V1                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |   -23109000 | NC      | $-598069.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                                      | PEP 7 03/01/29                                                                                                                                      | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      130000 | PA      | $140094.78      | 0.00%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 11/15/43                                                                                                                                     | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    63650000 | PA      | $62884210.94    | 0.35%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TAGUS - Sociedade de Titularizacao de Creditos, S.A.                                             | SILK 6 C                                                                                                                                            | CUSIP: 000000000<br>LEI: 213800D3OXAL3N7T1S19 | Long             | ABS-O            | CORP              | PT        |      500000 | PA      | $579706.74      | 0.00%             | 2039-12-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                                                       | LH 4.7 02/01/45                                                                                                                                     | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87330.05       | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD SAPPORO HOLDINGS LTD                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-8256.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc.                                                                             | PYPL 4.45 03/06/28                                                                                                                                  | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      610000 | PA      | $611289.65      | 0.00%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                             | RKT 3.875 03/01/31 144A                                                                                                                             | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      271000 | PA      | $250072.87      | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 4.875 07/20/35                                                                                                                                  | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2506000 | PA      | $2410767.51     | 0.01%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Duomo BidCo S.p.A                                                                                | DUOMBI F 01/15/32 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 815600BB98D60A86B243 | Long             | DBT              | CORP              | IT        |      345000 | PA      | $392217.33      | 0.00%             | 2032-01-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS8792                                                                                                                                           | CUSIP: 3138WJXW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2114741 | PA      | $1921817.96     | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA2469                                                                                                                                           | CUSIP: 3140Q9W74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1091676 | PA      | $1045519.45     | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cedacri S.p.A.                                                                                   | CEDCRC F 05/15/28 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 815600E85FCD78B3EE61 | Long             | DBT              | CORP              | IT        |      308000 | PA      | $344832.50      | 0.00%             | 2028-05-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                                 | HYG A 2026-06-18 PUT 75                                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -2872 | NC      | $-126564.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7135                                                                                                                                           | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    51626647 | PA      | $42673095.45    | 0.24%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS1334                                                                                                                                           | CUSIP: 3140XGPU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1474870 | PA      | $1195218.23     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE TRUST 2022-RPL1                                                                | BARC 2022-RPL1 A                                                                                                                                    | CUSIP: 06745CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8372915 | PA      | $8377036.99     | 0.05%             | 2028-02-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lehman Xs Trust                                                                                  | LXS 2007-16N AF2                                                                                                                                    | CUSIP: 52525BBH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1411273 | PA      | $2029174.45     | 0.01%             | 2047-09-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS ZAR                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $51087.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.55 02/06/53                                                                                                                                  | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79786.09       | 0.00%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                              | ABIBB 4.95 01/15/42                                                                                                                                 | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     2165000 | PA      | $2019604.06     | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2025-P2                                                     | LENDR 2025-P2 F                                                                                                                                     | CUSIP: 525949AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      262000 | PA      | $261494.55      | 0.00%             | 2037-01-15      | Fixed         | 13.02%                | No            |                  2 | On Loan: No      |
| MF1 2024-FL14 LLC                                                                                | MF1 2024-FL14 A                                                                                                                                     | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1770000 | PA      | $1769971.50     | 0.01%             | 2039-03-21      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BN4821                                                                                                                                           | CUSIP: 3140JMLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      348668 | PA      | $341729.85      | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GREENSKY HME IMP ISSUER 2024-1                                                                   | GSKY 2024-1 A4                                                                                                                                      | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4990425 | PA      | $5061823.29     | 0.03%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.576 07/23/36                                                                                                                                 | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2046000 | PA      | $2071997.09     | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Dbc 2025-DBC Mortgage Trust                                                                      | DBC 2025-DBC C                                                                                                                                      | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3857000 | PA      | $3842543.58     | 0.02%             | 2042-11-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | COP/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1372.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                                                   | WBD 3.755 03/15/27 *                                                                                                                                | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   115064000 | PA      | $113653315.36   | 0.64%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                                 | CP 2.45 12/02/31                                                                                                                                    | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     1126000 | PA      | $1000452.71     | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 4.7 12/15/41                                                                                                                                    | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1246000 | PA      | $1129886.61     | 0.01%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/BRL FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-67063.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                                                               | ONYP 2020-1NYP B                                                                                                                                    | CUSIP: 68249DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2345000 | PA      | $2198437.50     | 0.01%             | 2036-01-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V1.764 11/19/31                                                                                                                                 | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10740000 | PA      | $9428450.00     | 0.05%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB15 LLC                                                                               | CFMT 2024-HB15 M2                                                                                                                                   | CUSIP: 15723AAC5<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-O            | CORP              | US        |      265016 | PA      | $258638.42      | 0.00%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 2 01/15/32                                                                                                                                     | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      902000 | PA      | $780539.83      | 0.00%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COLT 2025-12 MORTGAGE LOAN TRUST                                                                 | COLT 2025-12 B1                                                                                                                                     | CUSIP: 19688UAM4<br>LEI: 213800A53WDNKWGEVL75 | Long             | ABS-O            | CORP              | US        |      807000 | PA      | $805839.21      | 0.00%             | 2071-01-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD KEYENCE CORP                                                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7637.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                         | FG 6.25 10/04/34                                                                                                                                    | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      298000 | PA      | $282838.06      | 0.00%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 4.75 01/15/31                                                                                                                                   | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    98188000 | PA      | $97670991.09    | 0.55%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q19129                                                                                                                                           | CUSIP: 3132JAST3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      199867 | PA      | $189495.73      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                       | RCICN V7.125 04/15/55                                                                                                                               | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      233000 | PA      | $238426.11      | 0.00%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BC9040                                                                                                                                           | CUSIP: 3140F5BJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      237114 | PA      | $225955.70      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                                | SYY 3.25 07/15/27                                                                                                                                   | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      950000 | PA      | $935524.20      | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2015-3 LTD                                                                              | VOYA 2014-4A A1RA                                                                                                                                   | CUSIP: 92914RAY8<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |       13487 | PA      | $13487.33       | 0.00%             | 2031-07-14      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings B V                                                                  | MONDFI 5.125 05/07/29 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     6172725 | PA      | $6066616.29     | 0.03%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST                                                                     | SAST 2004-2 MF5                                                                                                                                     | CUSIP: 805564QE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      586832 | PA      | $456711.18      | 0.00%             | 2035-08-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                                      | ECL 5 09/01/35                                                                                                                                      | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      107000 | PA      | $107121.04      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                                 | KMI 4.7 11/01/42                                                                                                                                    | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      830000 | PA      | $726375.41      | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Company                                                                 | EXC 6.35 10/01/36                                                                                                                                   | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      232000 | PA      | $252372.04      | 0.00%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD CIA ENERGETICA DE MINAS GERAIS                                                                                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $6349.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING MASTER ISSUER PLC                                                                 | NDFT 2024-2X C                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |      780000 | PA      | $1035117.04     | 0.01%             | 2032-07-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Equipmentshare Com Inc.                                                                          | EQMSRM 8.625 05/15/32 144A                                                                                                                          | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      242000 | PA      | $252589.68      | 0.00%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                                   | WFCM 2018-1745 A                                                                                                                                    | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      472000 | PA      | $444814.22      | 0.00%             | 2036-06-17      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB8727                                                                                                                                           | CUSIP: 3140QUVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14781178 | PA      | $15308131.84    | 0.09%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS7320                                                                                                                                           | CUSIP: 3138WHD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      389636 | PA      | $375935.41      | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 4.8 02/15/29                                                                                                                                   | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      573000 | PA      | $577769.92      | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TAGUS - Sociedade de Titularizacao de Creditos, S.A.                                             | VASCO 2 B                                                                                                                                           | CUSIP: 000000000<br>LEI: 213800D3OXAL3N7T1S19 | Long             | ABS-O            | CORP              | PT        |      209767 | PA      | $243665.97      | 0.00%             | 2042-10-27      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD WESTINGHOUSE AIR BRAKE TECHNOLOGIE                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22819.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7549                                                                                                                                           | CUSIP: 3132DVL60<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    50424925 | PA      | $41490717.32    | 0.23%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                                    | MDT 4.25 03/30/28                                                                                                                                   | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      978000 | PA      | $979952.67      | 0.01%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2024-1                                                          | OMFIT 2024-1A A                                                                                                                                     | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17503000 | PA      | $18322180.66    | 0.10%             | 2041-05-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  -157151000 | NC      | $-2679.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT MONTAGE NOTE: TL LOAN/REVOLVE                                                            | PROJECT MONTAGE NOTE: TL LOAN/REVOLVE                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2789919 | PA      | $2633125.78     | 0.01%             | 2029-02-16      | Floating      | 9.68%                 | No            |                  3 | On Loan: No      |
| Standard Building Solutions Inc.                                                                 | BMCAUS 3.375 01/15/31 144A                                                                                                                          | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      121000 | PA      | $108460.35      | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BRANT POINT CLO 2024-6 LTD                                                                       | BRTPT 2024-6A D1                                                                                                                                    | CUSIP: 83617JAJ8<br>LEI: 254900XHQ73AT2SOPY37 | Long             | ABS-CBDO         | CORP              | KY        |     1080000 | PA      | $1072778.04     | 0.01%             | 2038-01-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AW7996                                                                                                                                           | CUSIP: 3138XX3E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100173 | PA      | $98823.26       | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                                        | EOFP 6.75 09/15/33 144A                                                                                                                             | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      552000 | PA      | $538967.17      | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.25 06/30/29                                                                                                                                     | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28149500 | PA      | $27638190.79    | 0.16%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 1211 AVENUE OF THE AMERICAS TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2015-1211 | AOTA 2015-1211 E                                                                                                                                    | CUSIP: 90117PAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1110000 | PA      | $996225.00      | 0.01%             | 2035-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD TAISEI CORP                                                                                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-6471.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | USD CALL VERSUS INR PUT                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | GB        |    -1772000 | NC      | $-15002.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                                   | COP 4.875 10/01/47                                                                                                                                  | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     1878000 | PA      | $1650593.54     | 0.01%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD WOODSIDE ENERGY GROUP LTD                                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $58203.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD IDEX CORP                                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2717.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 5.303 09/06/29                                                                                                                                    | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      871000 | PA      | $866455.37      | 0.00%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 5.125 02/21/30                                                                                                                                  | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      561000 | PA      | $568867.04      | 0.00%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD MIRVAC GROUP                                                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-36702.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                                                              | NY PORTRN 5.65 11/01/2040                                                                                                                           | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     2780000 | PA      | $2906024.91     | 0.02%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                                              | HNDA 2.534 03/10/27                                                                                                                                 | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      773000 | PA      | $759684.47      | 0.00%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | SWOP IRS AUD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  -117320000 | NC      | $-60531.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                     | NSC 2.9 08/25/51                                                                                                                                    | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      153000 | PA      | $93971.99       | 0.00%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio Lp                                                                               | ESS 4.875 02/15/36                                                                                                                                  | CUSIP: 29717PBD8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96117.26       | 0.00%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 4.95 11/01/31                                                                                                                                   | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      299000 | PA      | $300852.19      | 0.00%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 725162                                                                                                                                           | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1439 | PA      | $1489.16        | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Victory Street Clo II DAC                                                                        | VICST 2X A                                                                                                                                          | CUSIP: 000000000<br>LEI: 635400ZBAAJJTSW7YN78 | Long             | ABS-O            | CORP              | IE        |     1080000 | PA      | $1245981.77     | 0.01%             | 2039-01-15      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 5.45 03/01/47                                                                                                                                     | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1917000 | PA      | $1777370.93     | 0.01%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                                   | Y 4.9 09/15/44                                                                                                                                      | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88619.15       | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 794929                                                                                                                                           | CUSIP: 36177PPP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      130474 | PA      | $122954.87      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care Ltd Partnership / Sabra Capital Corp                                           | SBRA 3.2 12/01/31                                                                                                                                   | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90294.52       | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL0608                                                                                                                                           | CUSIP: 3138EGVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44761 | PA      | $45205.51       | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                                   | KR 5.4 07/15/40                                                                                                                                     | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1757582.66     | 0.01%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0730                                                                                                                                           | CUSIP: 3132DMY33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1248417 | PA      | $1025603.64     | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM3054                                                                                                                                           | CUSIP: 3140J7MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      839023 | PA      | $799498.91      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation 2025-Cre-1 PLC                                              | TOGET 2025-CRE1 B                                                                                                                                   | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-O            | CORP              | GB        |      860000 | PA      | $1144364.26     | 0.01%             | 2057-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                                        | JBL 4.25 05/15/27                                                                                                                                   | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99743.12       | 0.00%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-R1 LLC                                                                                 | CFMT 2024-R1 A1                                                                                                                                     | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      987092 | PA      | $967669.90      | 0.01%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 5.65 06/15/42                                                                                                                                  | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      791000 | PA      | $783787.17      | 0.00%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-95 FC                                                                                                                                      | CUSIP: 3136BTQ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     1736982 | PA      | $1751622.49     | 0.01%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco S.a r.l.                                                               | GASBCM 5.8528 02/23/36 REGS                                                                                                                         | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      435000 | PA      | $435870.00      | 0.00%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN 6.921 08/08/33                                                                                                                               | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1400000 | PA      | $1511007.22     | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 889466                                                                                                                                           | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      108099 | PA      | $113409.63      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                                     | IT 4.5 07/01/28 144A                                                                                                                                | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    36267000 | PA      | $35655388.96    | 0.20%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB0622                                                                                                                                           | CUSIP: 3140QKVQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2483013 | PA      | $2251247.37     | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXVI                                                                                 | APID 2021-36A D1R                                                                                                                                   | CUSIP: 03769LAU2<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $246846.93      | 0.00%             | 2039-01-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                            | PH 4.1 03/01/47                                                                                                                                     | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      131000 | PA      | $105448.08      | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | JNJ 4.5 12/05/43                                                                                                                                    | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1060226.29     | 0.01%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                      | CRGYFN 7.375 01/15/33 144A                                                                                                                          | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      795000 | PA      | $794800.69      | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DURST COMMERCIAL MORTGAGE TRUST 2025-151                                                         | DURST 2025-151 A                                                                                                                                    | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1708000 | PA      | $1723763.13     | 0.01%             | 2042-08-12      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 5.375 06/01/29 144A                                                                                                                            | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      163000 | PA      | $160759.19      | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2024-UNIV                                                         | BFLD 2024-UNIV A                                                                                                                                    | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3690000 | PA      | $3691153.13     | 0.02%             | 2041-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-BRBK B                                                                                                                                      | CUSIP: 05613NAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      974000 | PA      | $967912.50      | 0.01%             | 2041-10-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| SOFI PERSONAL LOAN TRUST 2023-1                                                                  | SPLT 2023-1A A                                                                                                                                      | CUSIP: 78474NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2835155 | PA      | $2850898.29     | 0.02%             | 2030-11-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                                      | GSAA 2006-4 1A1                                                                                                                                     | CUSIP: 362334FD1<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |     1423261 | PA      | $982169.38      | 0.01%             | 2036-03-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QH0105                                                                                                                                           | CUSIP: 3133CCDJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      717096 | PA      | $709252.00      | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.375 02/15/42                                                                                                                                    | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24631000 | PA      | $17948879.16    | 0.10%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Singapore Financing I Pte. Ltd.                                                          | PEP 4.7 02/16/34                                                                                                                                    | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |     2282000 | PA      | $2269845.82     | 0.01%             | 2034-02-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | CDS ITRAXX.EU.XO.44.V1                                                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $645378.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Companies Inc.                                                                          | CSL 5.55 09/15/40                                                                                                                                   | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99113.01       | 0.00%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST                                                                   | HVMLT 2007-4 2A2                                                                                                                                    | CUSIP: 41164YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      329161 | PA      | $327452.89      | 0.00%             | 2037-07-19      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 3.2 08/01/49 MTN                                                                                                                                | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       95000 | PA      | $63819.11       | 0.00%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | BRL CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              | CORP              | GB        |    -4470000 | NC      | $-109347.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V5.516 09/30/28                                                                                                                                 | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     2531000 | PA      | $2568094.72     | 0.01%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2966                                                                                                                                           | CUSIP: 3140QNJL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1668848 | PA      | $1537365.12     | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q37955                                                                                                                                           | CUSIP: 3132QUZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      131015 | PA      | $126496.07      | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4882                                                                                                                                             | CUSIP: 36202FM78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      360828 | PA      | $347321.45      | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.113 04/29/36                                                                                                                                   | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     8226000 | PA      | $9442741.64     | 0.05%             | 2036-04-29      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | U.S. Treasury Bond Futures, Sep-2026,ETH                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -1 | NC      | $3420.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-H1                                                                              | GSAMP 2007-H1 A1B                                                                                                                                   | CUSIP: 36245YAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      632605 | PA      | $308205.64      | 0.00%             | 2047-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-Nqm1                                         | MSRM 2025-NQM1 M1                                                                                                                                   | CUSIP: 617932AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1220265 | PA      | $1231369.41     | 0.01%             | 2069-11-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2016-ASHF                                             | BAMLL 2025-ASHF A                                                                                                                                   | CUSIP: 05494CAA3<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-O            | CORP              | US        |    10950000 | PA      | $10901069.93    | 0.06%             | 2042-02-18      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                                   | BAYC 2005-3A A1                                                                                                                                     | CUSIP: 07324SCB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1016402 | PA      | $995621.69      | 0.01%             | 2035-11-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| EUREX FRANKFURT AKTIENGESELLSCHAFT                                                               | EURO STOXX 50 Index Options(OESX) Index Opt                                                                                                         | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DE               | CORP              | DE        |        -126 | NC      | $-239937.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American Transmission Co Llc                                                                     | AMRTRN 5.75 04/01/56 144A                                                                                                                           | CUSIP: 03028PAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $128857.32      | 0.00%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aon Corp/ Aon Global Holdings PLC                                                                | AON 3.9 02/28/52                                                                                                                                    | CUSIP: 03740LAE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      338000 | PA      | $246468.95      | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TRINIDAD AND TOBAGO, REPUBLIC OF - MINISTRY OF FINANCE                                           | TRITOB 6.5 01/28/36 144A                                                                                                                            | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      351000 | PA      | $347490.00      | 0.00%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD ASM INTERNATIONAL NV                                                                                                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-10239.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AO2881                                                                                                                                           | CUSIP: 3138LTFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28327 | PA      | $26769.99       | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT V5.159 05/18/34                                                                                                                                 | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     1176000 | PA      | $1190704.82     | 0.01%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD MERCEDES-BENZ GROUP N AG                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16156.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 4.97 04/06/29                                                                                                                                     | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     8990000 | PA      | $8879085.16     | 0.05%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-B                                                                  | AJAXM 2023-B SA                                                                                                                                     | CUSIP: 009691AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       51169 | PA      | $50112.64       | 0.00%             | 2062-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                                        | TIBX 9 09/30/29 144A                                                                                                                                | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1348000 | PA      | $1300380.01     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD FRESNILLO PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-66757.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                                   | PLD 5.125 01/15/34                                                                                                                                  | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     1138000 | PA      | $1150445.88     | 0.01%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | EUR CALL VERSUS HUF PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              | CORP              | GB        |    -2830000 | NC      | $-26018.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTAR BIDCO INC                                                                                  | Altar Bidco Inc                                                                                                                                     | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      618125 | PA      | $579492.19      | 0.00%             | 2030-02-01      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA                          | SLG 2026-OMA A                                                                                                                                      | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      750000 | PA      | $754347.75      | 0.00%             | 2041-04-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS ZAR                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $71310.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL4142                                                                                                                                           | CUSIP: 3138ELS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      131216 | PA      | $137649.32      | 0.00%             | 2041-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                      | WMT 3.625 12/15/47                                                                                                                                  | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     1313000 | PA      | $1010563.99     | 0.01%             | 2047-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB0649                                                                                                                                           | CUSIP: 3140QKWK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      405031 | PA      | $389430.51      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB8154                                                                                                                                           | CUSIP: 3140QUBY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9694487 | PA      | $9901508.90     | 0.06%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| El Fondo Mivivienda SA                                                                           | MIVIVI 4.625 04/12/27 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |      226000 | PA      | $226000.00      | 0.00%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MCM 2021-VFN1: NOTE CMO/WHOLE                                                                    | MCM 2021-VFN1: NOTE CMO/WHOLE                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27244938 | PA      | $26180715.19    | 0.15%             | 2031-09-25      | Fixed         | 2.50%                 | No            |                  3 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK 5.808 09/14/33                                                                                                                               | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $313441.04      | 0.00%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 5 05/15/29                                                                                                                                       | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      526000 | PA      | $535300.66      | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Company                                                                   | EXC 4.15 03/15/43                                                                                                                                   | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |       30000 | PA      | $24775.08       | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2054                                                                                                                                           | CUSIP: 3140QMH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11466151 | PA      | $9430190.28     | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.068 01/24/34                                                                                                                                 | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      233000 | PA      | $232950.89      | 0.00%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AK9225                                                                                                                                           | CUSIP: 3138EEHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39898 | PA      | $37713.25       | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB1048                                                                                                                                           | CUSIP: 31416WEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3272 | PA      | $3238.35        | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7137                                                                                                                                           | CUSIP: 36179V4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    23451678 | PA      | $21044627.46    | 0.12%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA2520                                                                                                                                           | CUSIP: 36179QYR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28007 | PA      | $25470.41       | 0.00%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                           | BARC 2025-NQM2 A2                                                                                                                                   | CUSIP: 066930AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2087363 | PA      | $2110841.47     | 0.01%             | 2065-05-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 MORTGAGE LOAN TRUST                                                                  | COLT 2025-8 B1                                                                                                                                      | CUSIP: 19689DAE9<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-O            | CORP              | US        |      699000 | PA      | $700973.56      | 0.00%             | 2070-08-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0894                                                                                                                                           | CUSIP: 3132DM7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11564192 | PA      | $9526853.44     | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVENUE STUDENT LOANS 2021-B LLC                                                          | CASL 2021-B C                                                                                                                                       | CUSIP: 19425AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      266103 | PA      | $246177.47      | 0.00%             | 2052-06-25      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| DAVIDSON HOMES WARRANTS                                                                          | DAVIDSON HOMES WARRANTS                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      129494 | NC      | $88055.92       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD WELLS FARGO & CO                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $19914.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 3 04/15/27                                                                                                                                      | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1263000 | PA      | $1248807.04     | 0.01%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 TRUST                                                                            | HOMES 2025-NQM5 B1                                                                                                                                  | CUSIP: 43762CAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1487382.15     | 0.01%             | 2070-09-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD ISUZU MOTORS LTD                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-131724.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                       | PPC 6.25 07/01/33                                                                                                                                   | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      128000 | PA      | $134039.04      | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD AMPOL LTD                                                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-41796.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd.                                                                             | NSANY 7.5 07/17/30 144A                                                                                                                             | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $201529.27      | 0.00%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | CDS AMERICAN ELECTRIC POWER CO INC                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1001508.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Colt 2025-11 Mortgage Loan Trust                                                                 | COLT 2025-11 B1                                                                                                                                     | CUSIP: 12676KAJ2<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-O            | CORP              | US        |      617000 | PA      | $614699.95      | 0.00%             | 2070-11-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2025-9 FE                                                                                                                                       | CUSIP: 38385BZM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     4946220 | PA      | $4973923.78     | 0.03%             | 2055-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| SONDER WARRANTS                                                                                  | SONDER WARRANTS                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       26279 | NC      | $0.26           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AV0298                                                                                                                                           | CUSIP: 3138XBKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15383 | PA      | $15134.61       | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                | ES V6.1 08/15/56 A                                                                                                                                  | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     2646000 | PA      | $2613291.29     | 0.01%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP                                              | CSFB 2004-CF2 1B                                                                                                                                    | CUSIP: 22541SD70<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      298076 | PA      | $250178.75      | 0.00%             | 2043-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CONE TRUST 2024-DFW1                                                                             | CONE 2024-DFW1 E                                                                                                                                    | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3244000 | PA      | $3214294.37     | 0.02%             | 2041-08-15      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS MXN                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-30465.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN PROPTECH FOUNDERS UNVESTED                                                                 | CROWN PROPTECH FOUNDERS UNVESTED                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       96296 | NS      | $0.96           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 3.9 03/09/29 I                                                                                                                                   | CUSIP: 24422EYK9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $1013447.08     | 0.01%             | 2029-03-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST 2026-PAT                                                                        | SLG 2026-PAT A                                                                                                                                      | CUSIP: 78451CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6496000 | PA      | $6442636.66     | 0.04%             | 2039-02-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                                        | CRBG V6.875 12/15/52                                                                                                                                | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      880000 | PA      | $886661.81      | 0.00%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMMUNITY HEALTH SYSTEMS INC                                                                     | CYH 10.875 01/15/32 144A                                                                                                                            | CUSIP: 12543DBN9<br>LEI: 549300BQWM4WENQ3YW73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107286.10      | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                                | POWSOL 6.75 09/15/32 144A                                                                                                                           | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |      234000 | PA      | $235872.00      | 0.00%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.55 02/04/46                                                                                                                                  | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5529000 | PA      | $5158313.95     | 0.03%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                                                                       | NIKKEI 225 INDEX FUTURES, June 2026                                                                                                                 | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |         -19 | NC      | $139580.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DGWD TRUST 2025-INFL                                                                             | DGWD 2025-INFL A                                                                                                                                    | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      884000 | PA      | $884695.53      | 0.00%             | 2035-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2007-HE3                                            | BSABS 2007-HE3 1A4                                                                                                                                  | CUSIP: 073852AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6829991 | PA      | $6557521.76     | 0.04%             | 2037-04-27      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V3.073 05/22/28                                                                                                                                 | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      416000 | PA      | $409317.03      | 0.00%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2022-CRE7 ISSUER LTD                                                                    | LNCR 2022-CRE7 A                                                                                                                                    | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      137116 | PA      | $137053.34      | 0.00%             | 2037-01-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AU5535                                                                                                                                           | CUSIP: 3138X5EH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37993 | PA      | $37595.37       | 0.00%             | 2028-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                                  | SABHLD 10.75 11/15/29 144A                                                                                                                          | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      765000 | PA      | $653497.43      | 0.00%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                                      | GSR 2007-OA2 2A1                                                                                                                                    | CUSIP: 3622NCAB2<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |      737796 | PA      | $416569.89      | 0.00%             | 2047-06-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q36985                                                                                                                                           | CUSIP: 3132QTXP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       70293 | PA      | $68106.14       | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Progressive Corporation                                                                      | PGR 3.7 01/26/45                                                                                                                                    | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1252397.98     | 0.01%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                                  | BLTN 0 10/01/26 LTN                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    84288000 | PA      | $15240216.15    | 0.09%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                                 | UWMC 6.25 03/15/31 144A                                                                                                                             | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      158000 | PA      | $143888.31      | 0.00%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZN4957                                                                                                                                           | CUSIP: 3131YBQJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      582587 | PA      | $570860.55      | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J30526                                                                                                                                           | CUSIP: 31307LSP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6909 | PA      | $6701.81        | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                                   | HPE 6.35 10/15/45                                                                                                                                   | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      568000 | PA      | $567084.09      | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB8704                                                                                                                                           | CUSIP: 31417FU63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1150426 | PA      | $1053562.94     | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jpmbb Commercial Mortgage Securities Trust 2013-C12                                              | JPMBB 2014-C22 XA                                                                                                                                   | CUSIP: 46642NBF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       86249 | PA      | $0.86           | 0.00%             | 2047-09-17      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD AJINOMOTO INC                                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-15336.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                                                                   | Sofi Consumer Loan Program 2026-B Trust                                                                                                             | CUSIP: 83407MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1678000 | PA      | $1676032.88     | 0.01%             | 2036-02-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                                    | ED 3.85 06/15/46                                                                                                                                    | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1217523.56     | 0.01%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 2.875 05/15/32                                                                                                                                    | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4305900 | PA      | $4027025.72     | 0.02%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty Limited                                                     | TRGRID F 03/11/55 MTN                                                                                                                               | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | DBT              | CORP              | AU        |      750000 | PA      | $523863.51      | 0.00%             | 2055-03-11      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD SIG GROUP N AG                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10850.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                       | CUSIP: 21H022648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    41846000 | PA      | $35994098.44    | 0.20%             | 2056-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM1174                                                                                                                                           | CUSIP: 3140J5JU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1517162 | PA      | $1423155.75     | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASX CLEARING CORPORATION LIMITED                                                                 | ASX 90 Day Bank Accepted Bills Futures                                                                                                              | CUSIP: 000000000<br>LEI: 549300SDXT36XYPVWI79 | N/A              | DIR              | CORP              | AU        |         116 | NC      | $-129350.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-CNYN A                                                                                                                                      | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4161862 | PA      | $4163252.30     | 0.02%             | 2041-04-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AO2114                                                                                                                                           | CUSIP: 3138LSK41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      221935 | PA      | $214206.50      | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SDAL TRUST 2025-DAL                                                                              | SDAL 2025-DAL A                                                                                                                                     | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1963000 | PA      | $1967355.31     | 0.01%             | 2042-04-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST 2019-2                                                           | RMLT 2019-2 B2                                                                                                                                      | CUSIP: 76119DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2434000 | PA      | $2397773.07     | 0.01%             | 2059-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS ADLER REAL ESTATE GMBH                                                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $9124.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK                                                    | USD/ZAR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6048.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | ZAR CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              | CORP              | GB        |   -33240000 | NC      | $-176137.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM8 TRUST                                                                             | CSMC 2021-NQM8 M1                                                                                                                                   | CUSIP: 12659FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      759500 | PA      | $580387.34      | 0.00%             | 2066-10-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Wom Mobile S.p.A.                                                                                | WOMMOB 11 04/01/31 144A                                                                                                                             | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |      209931 | PA      | $212261.73      | 0.00%             | 2031-04-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Voya CLO 2024-7 Ltd.                                                                             | VOYA 2024-7A A1                                                                                                                                     | CUSIP: 92920XAC5<br>LEI: 254900WMSNDRG5HQ9A72 | Long             | ABS-CBDO         | CORP              | KY        |      990000 | PA      | $990147.21      | 0.01%             | 2038-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Telus Corp.                                                                                      | TCN V6.375 06/09/56 .                                                                                                                               | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $197997.46      | 0.00%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD ZURICH INSURANCE GROUP AG                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $17513.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cedar Funding XI CLO Ltd./ LLC                                                                   | CEDF 2019-11A A2R2                                                                                                                                  | CUSIP: 15033LAY8<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |     1220000 | PA      | $1216943.90     | 0.01%             | 2032-06-01      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                            | WSTP 3.133 11/18/41                                                                                                                                 | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      700000 | PA      | $514198.66      | 0.00%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD HENNES & MAURITZ                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $18882.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Cardif SA                                                                            | BNP V6 PERP                                                                                                                                         | CUSIP: 000000000<br>LEI: 969500VRSFWX7S1P2M29 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $894558.55      | 0.01%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS LTD                                                                       | DLLTD 0 12/31/30 2B14                                                                                                                               | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      543605 | PA      | $32616.29       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fedex Freight Holding Co. Inc.                                                                   | FDX 5.25 03/15/36 144A                                                                                                                              | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |      246000 | PA      | $238002.26      | 0.00%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morocco (Kingdom of)                                                                             | MOROC 2.375 12/15/27 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      200000 | PA      | $192030.00      | 0.00%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                                       | STZ 3.6 02/15/28                                                                                                                                    | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      306000 | PA      | $301569.61      | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                                  | CSX 6 10/01/36                                                                                                                                      | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      424000 | PA      | $453842.89      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FIN TR 2021-2                                                                         | FFIN 2021-2A A                                                                                                                                      | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |     1719894 | PA      | $1639015.91     | 0.01%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                             | NOMURA 2.608 07/14/31                                                                                                                               | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      655000 | PA      | $584160.03      | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-H1                                                           | MSC 2017-H1 XD                                                                                                                                      | CUSIP: 61691JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3293000 | PA      | $73410.19       | 0.00%             | 2050-06-17      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| MKS Inc.                                                                                         | MKSI 4.25 02/15/34 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      971000 | PA      | $1072282.52     | 0.01%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oeg Finance PLC                                                                                  | OEGFIN 7.25 09/27/29 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |     1660000 | PA      | $1976243.42     | 0.01%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 5.65 06/15/54                                                                                                                                   | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      113000 | PA      | $106452.40      | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                                                                         | BETCLIC EVEREST GROUP SAS                                                                                                                           | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | LON              | CORP              | FR        |     1000000 | PA      | $1135622.63     | 0.01%             | 2031-12-09      | Floating      | 5.03%                 | No            |                  3 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC                                                     | VMED 7.875 03/15/32 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 635400ASSEVCXAPVGC36 | Long             | DBT              | CORP              | IE        |      630000 | PA      | $738653.43      | 0.00%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | HGB 7 10/24/35 35/A                                                                                                                                 | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   964980000 | PA      | $2863457.87     | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2021-D                                                      | NAVSL 2021-DA B                                                                                                                                     | CUSIP: 63942CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      771746 | PA      | $689500.04      | 0.00%             | 2060-04-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                       | CUSIP: 21H032647<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -489000 | PA      | $-448440.06     | -0.00%            | 2056-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                      | WMT 6.5 08/15/37                                                                                                                                    | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      416000 | PA      | $475961.94      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                                   | OOMLT 2007-FXD1 3A4                                                                                                                                 | CUSIP: 68402VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      224787 | PA      | $220753.78      | 0.00%             | 2037-01-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G07810                                                                                                                                           | CUSIP: 3128MAAK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18321 | PA      | $18154.24       | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EURO PARFUMS FZE UPSIZE: TL LOAN/TERM                                                            | EURO PARFUMS FZE UPSIZE: TL LOAN/TERM                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      717895 | PA      | $714305.53      | 0.00%             | 2028-09-01      | Floating      | 8.99%                 | No            |                  3 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                              | ONCRTX 5.55 06/15/54                                                                                                                                | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      347000 | PA      | $331176.11      | 0.00%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                                     | APO V6 12/15/54                                                                                                                                     | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |      965000 | PA      | $904783.61      | 0.01%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 8.5 01/31/37 2037                                                                                                                              | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   165037477 | PA      | $9110819.73     | 0.05%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V5.612 03/04/56                                                                                                                                   | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      318000 | PA      | $305415.25      | 0.00%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                         | AJAXM 2021-D B                                                                                                                                      | CUSIP: 009723AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6200996 | PA      | $6218493.41     | 0.03%             | 2060-03-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                             | OTIS 3.112 02/15/40                                                                                                                                 | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      203000 | PA      | $154375.68      | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance PLC                                                                             | HTHROW 6.625 03/01/31                                                                                                                               | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |      239000 | PA      | $313734.21      | 0.00%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT MIDSTREAM INTER                                                                         | CRESCENT MIDSTREAM INTERMEDIATE HOLDINGS LLC                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3756000 | PA      | $3763812.48     | 0.02%             | 2033-02-18      | Floating      | 7.41%                 | No            |                  3 | On Loan: No      |
| General Motors Company                                                                           | GM 6.25 04/15/35                                                                                                                                    | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      573000 | PA      | $595859.61      | 0.00%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                                       | ETEGA V5.8 PERP                                                                                                                                     | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $220599.98      | 0.00%             | N/A             | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PRODIGY FINANCE CM2021-1 DESIGNATED                                                              | PRDGY 2021-1A B                                                                                                                                     | CUSIP: 742855AB5<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |      182684 | PA      | $181765.75      | 0.00%             | 2051-07-25      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2025-4 LTD                                                                     | PLMRS 2025-4A A                                                                                                                                     | CUSIP: 696916AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1440000 | PA      | $1439825.33     | 0.01%             | 2038-10-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 5 02/15/36                                                                                                                                     | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      238000 | PA      | $234409.89      | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5503 FB                                                                                                                                         | CUSIP: 3137HJD53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     4688683 | PA      | $4721855.23     | 0.03%             | 2055-02-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                                                     | KIKO 164 1                                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | NUSS              | JP        |    77136000 | PA      | $354516.62      | 0.00%             | 2056-01-10      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | CDS DEUTSCHE BANK AG                                                                                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $-67665.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V3.964 11/15/48                                                                                                                                 | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      568000 | PA      | $440667.50      | 0.00%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP (DELAWARE)                                                                      | LAMR 3.75 02/15/28                                                                                                                                  | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       47000 | PA      | $45713.18       | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                                   | BRITEL V4.25 11/23/81 144A                                                                                                                          | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $197427.90      | 0.00%             | 2081-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                                 | TEVA 7.875 09/15/29                                                                                                                                 | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      228000 | PA      | $243930.36      | 0.00%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Union Electric Company                                                                           | AEE 4.8 03/15/36                                                                                                                                    | CUSIP: 906548DB5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      954000 | PA      | $931152.62      | 0.01%             | 2036-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FORMENTERA PARTNERS FUND II LP                                                                   | FORMENTERA PARTNERS FUND II LP                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     6135777 | NS      | $5706272.61     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                                 | LION A 2026-06-18 CALL 12                                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |          70 | NC      | $4375.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                                    | TACHEM 5.65 07/05/44                                                                                                                                | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      866000 | PA      | $850274.54      | 0.00%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD GENERAL DYNAMICS CORP                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2508.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                       | PPC 6.875 05/15/34                                                                                                                                  | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      482000 | PA      | $520349.37      | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                                  | CWHL 2007-9 A1                                                                                                                                      | CUSIP: 12544XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1274267 | PA      | $559188.86      | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| F N B Corp (Pennsylvania)                                                                        | FNB V5.722 12/11/30                                                                                                                                 | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |      375000 | PA      | $377328.86      | 0.00%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 5.25 06/15/29 144A                                                                                                                              | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      373000 | PA      | $369291.45      | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISIO 2019-2 TRUST                                                                               | VISIO 2019-2 B1                                                                                                                                     | CUSIP: 92837DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      906000 | PA      | $862281.42      | 0.00%             | 2054-11-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2026-FL11 ISSUER LLC                                                                   | FSRIA 2026-FL11 A                                                                                                                                   | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2471000 | PA      | $2463038.69     | 0.01%             | 2044-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | EUR CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | GB        |    13001000 | NC      | $350.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                           | BARC 2024-NQM3 SA                                                                                                                                   | CUSIP: 066941AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        3952 | PA      | $3292.11        | 0.00%             | 2064-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL2861                                                                                                                                           | CUSIP: 31427QFB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12743235 | PA      | $13044180.30    | 0.07%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                                  | AJAXM 2022-A M1                                                                                                                                     | CUSIP: 009695AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      725700 | PA      | $669996.14      | 0.00%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH N Y                                                                     | NY MTATRN 6.81 11/15/2040                                                                                                                           | CUSIP: 59261A6J1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      515000 | PA      | $561996.07      | 0.00%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS 4.875 05/15/45                                                                                                                                  | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      556000 | PA      | $492301.55      | 0.00%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Asimi Funding 2024-1 PLC                                                                         | ASIMI 2024-1 C                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400ED9TX8KJO28Q39 | Long             | ABS-O            | CORP              | GB        |      303515 | PA      | $402145.34      | 0.00%             | 2031-09-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XXIX LTD                                                                            | TRNTS 2024-29A A1                                                                                                                                   | CUSIP: 89643BAA9<br>LEI: 2549000HOL90CNMWDO78 | Long             | ABS-CBDO         | CORP              | KY        |      310000 | PA      | $310072.11      | 0.00%             | 2037-07-23      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6063                                                                                                                                           | CUSIP: 3140QRWZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12059140 | PA      | $12017367.45    | 0.07%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REDSTONE BUYER LLC:TL-A2                                                                         | REDSTONE BUYER LLC:TL-A2                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      561519 | PA      | $421139.01      | 0.00%             | 2030-12-31      | Floating      | 8.92%                 | No            |                  3 | On Loan: No      |
| MLTI TRUST 2026-SF75                                                                             | MLTI 2026-SF75 A                                                                                                                                    | CUSIP: 55318JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4478000 | PA      | $4455610.00     | 0.03%             | 2031-03-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                                        | INVH 2.3 11/15/28                                                                                                                                   | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      190000 | PA      | $178817.13      | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | KRW/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24778.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 3.35 02/22/32                                                                                                                                  | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     3547000 | PA      | $3302752.52     | 0.02%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BPR COMMERCIAL MORTGAGE TRUST 2024-PARK                                                          | BPR 2024-PARK D                                                                                                                                     | CUSIP: 05593UAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      320000 | PA      | $330824.45      | 0.00%             | 2039-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD FINECOBANK BANCA FINECO SPA                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-44978.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 5.35 01/31/33                                                                                                                                   | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15471.57       | 0.00%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | PLN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1286.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4494                                                                                                                                             | CUSIP: 36202E7F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       93804 | PA      | $90574.29       | 0.00%             | 2039-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rmf Buyout Issuance Tr 2018                                                                      | RBIT 2021-HB1 M3                                                                                                                                    | CUSIP: 74969TAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3112000 | PA      | $2972854.39     | 0.02%             | 2031-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6862                                                                                                                                           | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      214673 | PA      | $212723.86      | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 7.25 05/01/32 144A                                                                                                                              | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       96000 | PA      | $99328.22       | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                            | SO 4.85 03/15/31                                                                                                                                    | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     2431000 | PA      | $2461228.88     | 0.01%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                             | KDP 4.35 05/15/28                                                                                                                                   | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     1389000 | PA      | $1384038.85     | 0.01%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-15YR                                                                                                                                           | CUSIP: 01F022444<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |     -229000 | PA      | $-216287.08     | -0.00%            | 2041-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMF 2012-KF01 MORTGAGE TRUST                                                                   | FREMF 2019-KW08 X2A                                                                                                                                 | CUSIP: 30297YAA2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   139459256 | PA      | $302989.18      | 0.00%             | 2029-01-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VELOCITY COM CAP LN TR 2021-4                                                                    | VCC 2021-4 A                                                                                                                                        | CUSIP: 92258DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7743648 | PA      | $6991007.80     | 0.04%             | 2051-12-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK                                                    | CZK/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25238.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                         | AJAXM 2021-G B                                                                                                                                      | CUSIP: 009703AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8484425 | PA      | $8484054.48     | 0.05%             | 2061-06-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD T ROWE PRICE GROUP INC                                                                                                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-3723.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                                 | MSAC 2005-HE1 A2MZ                                                                                                                                  | CUSIP: 61744CKH8<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |      819807 | PA      | $781610.16      | 0.00%             | 2034-12-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Company                                                                      | EXC 6.45 01/15/38                                                                                                                                   | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      338000 | PA      | $371073.37      | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 6 06/15/48                                                                                                                                       | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      857000 | PA      | $822635.01      | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.571 04/27/33                                                                                                                                 | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3576000 | PA      | $3513474.93     | 0.02%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V5.711 01/24/35 MTN                                                                                                                             | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      411000 | PA      | $423964.28      | 0.00%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF                                                                                 | CA UNVHGR 4.86 05/15/2112                                                                                                                           | CUSIP: 91412GHA6<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     2467000 | PA      | $2012328.94     | 0.01%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                               | BRL/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-350991.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD AEGON LTD                                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-15897.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                                      | IONPLA 8.75 05/01/29 144@                                                                                                                           | CUSIP: 46206AAD4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92995.53       | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0003                                                                                                                                           | CUSIP: 3140XFAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5182412 | PA      | $4680082.06     | 0.03%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OPENAI SERIES C                                                                                  | OPENAI SERIES C                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3499 | NS      | $2406216.46     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                                      | HST 5.5 04/15/35                                                                                                                                    | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      455000 | PA      | $451422.34      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2025-3 LTD                                                                    | ROCKT 2025-3A D1                                                                                                                                    | CUSIP: 77340WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $545922.30      | 0.00%             | 2038-03-31      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| California Resources Corporation                                                                 | CRC 7 01/15/34 144A                                                                                                                                 | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     1448000 | PA      | $1459818.43     | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding PLC                                                                   | EDENB 2024-1 C                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400URO7UOS6PWLH17 | Long             | ABS-O            | CORP              | GB        |     1610521 | PA      | $2155257.44     | 0.01%             | 2057-03-22      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                              | BNS V4.813 02/02/34                                                                                                                                 | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1144000 | PA      | $1127756.16     | 0.01%             | 2034-02-02      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TR Finance LLC                                                                                   | TRICN 5.85 04/15/40 *                                                                                                                               | CUSIP: 87268LAB3<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |      284000 | PA      | $276616.39      | 0.00%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Travelers Companies, Inc.                                                                        | TRV 5.05 07/24/35                                                                                                                                   | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300480.94      | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VISIO 2020-1 TRUST                                                                               | VISIO 2020-1 M1                                                                                                                                     | CUSIP: 92837KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1100000 | PA      | $1067503.58     | 0.01%             | 2055-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                                      | IONPLA 6.875 09/30/32 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     1083000 | PA      | $998570.19      | 0.01%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2023-1 LTD                                                                         | CAVU 2023-1A A1R                                                                                                                                    | CUSIP: 89624WAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1600000 | PA      | $1599161.44     | 0.01%             | 2038-03-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Oneok Partners Lp                                                                                | OKE 6.65 10/01/36                                                                                                                                   | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      767000 | PA      | $826088.85      | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD AIRBUS GROUP                                                                                                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1137.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME LOAN TRUST 2004-1                                                                 | SVHE 2004-WMC1 M2                                                                                                                                   | CUSIP: 83611MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       30637 | PA      | $26698.98       | 0.00%             | 2035-01-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD KIMCO REALTY REIT CORP                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14876.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Company                                                                 | EXC 3.5 08/15/46                                                                                                                                    | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     1549000 | PA      | $1118137.77     | 0.01%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                                                | VTR 5.625 07/01/34                                                                                                                                  | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      116000 | PA      | $118960.23      | 0.00%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD INPOST SA                                                                                                                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-91289.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIT MORTGAGE LOAN TRUST 2007-1                                                                   | CITM 2007-1 2M2                                                                                                                                     | CUSIP: 12559QAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      396721 | PA      | $389008.27      | 0.00%             | 2037-10-26      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM5274                                                                                                                                           | CUSIP: 3140X82G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15743388 | PA      | $14663896.34    | 0.08%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | COP/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-210671.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MADISON PARK EURO FUNDING XVII DAC                                                               | MDPK 2022-57A A1R                                                                                                                                   | CUSIP: 55822GAQ7<br>LEI: 635400XNTY8TA9I2S271 | Long             | ABS-CBDO         | CORP              | IE        |     3340000 | PA      | $3339066.14     | 0.02%             | 2034-07-27      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                                    | WBD 6.35 06/01/40 *                                                                                                                                 | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      653000 | PA      | $478531.46      | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY HOME EQUITY LOAN TRUST 2006-3                                                     | MSHEL 2006-3 A3                                                                                                                                     | CUSIP: 61749GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1233156 | PA      | $846413.55      | 0.00%             | 2036-04-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                           | FANG 6.25 03/15/53                                                                                                                                  | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      502000 | PA      | $507713.11      | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                                   | BAYC 2007-1 A2                                                                                                                                      | CUSIP: 07325MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      469741 | PA      | $450425.66      | 0.00%             | 2037-03-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Resimac Asset Finance - RAF ABS Series 2025-1                                                    | REABS 2025-1 C                                                                                                                                      | CUSIP: 000000000<br>LEI: 98450099FA108FVB8C31 | Long             | ABS-O            | CORP              | AU        |      500000 | PA      | $344778.36      | 0.00%             | 2031-12-09      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| EUREX FRANKFURT AKTIENGESELLSCHAFT                                                               | EURO STOXX 50 Index Options(OESX) Index Opt                                                                                                         | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DE               | CORP              | DE        |          38 | NC      | $129460.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                                                        | MSCI 3.875 02/15/31 144A                                                                                                                            | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     4529000 | PA      | $4281239.88     | 0.02%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| The Estee Lauder Companies Inc.                                                                  | EL 2.375 12/01/29                                                                                                                                   | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |      385000 | PA      | $358434.88      | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 14 LTD                                                                             | BALLY 2020-14A A1AR                                                                                                                                 | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |     4448000 | PA      | $4449254.34     | 0.03%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR TA4391                                                                                                                                           | CUSIP: 3142JS2Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6646347 | PA      | $6571032.78     | 0.04%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                       | CZR 7 02/15/30 144A                                                                                                                                 | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      109000 | PA      | $110346.15      | 0.00%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BCPE Flavor Debt Merger Sub LLC                                                                  | SIZPLT 9.5 07/01/32 144A                                                                                                                            | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $589430.92      | 0.00%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co Ltd.                                                                  | FTHDGR 11.75 04/17/22                                                                                                                               | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |     2430000 | PA      | $26730.00       | 0.00%             | 2022-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Dometic Group AB                                                                                 | DOMSS 5 09/11/30 EMTN                                                                                                                               | CUSIP: 000000000<br>LEI: 549300STIPMK5VSA7Y59 | Long             | DBT              | CORP              | SE        |      347000 | PA      | $382920.45      | 0.00%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2024-ATRM                                                           | AHPT 2024-ATRM E                                                                                                                                    | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2226000 | PA      | $2286324.60     | 0.01%             | 2029-11-10      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| FIDIUM LLC                                                                                       | CNSL 2026-1A C                                                                                                                                      | CUSIP: 315961AL6<br>LEI: 549300WW675Y48HDVX34 | Long             | ABS-O            | CORP              | US        |     5000000 | PA      | $4897758.00     | 0.03%             | 2056-03-20      | Fixed         | 7.03%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                                         | CMS 5.05 05/15/35                                                                                                                                   | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      684000 | PA      | $686834.41      | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XXX LTD                                                                             | TRNTS 2024-30A A1                                                                                                                                   | CUSIP: 89643DAA5<br>LEI: 254900TSX6348DURD845 | Long             | ABS-CBDO         | CORP              | KY        |     2140000 | PA      | $2141166.09     | 0.01%             | 2037-10-23      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD TAKASAGO THERMAL ENGINEERING LTD                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-50144.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                                         | CMS 4.6 05/30/29                                                                                                                                    | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      499000 | PA      | $502466.74      | 0.00%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                                            | SGLSJ 4.5 11/16/29 144A                                                                                                                             | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $188278.00      | 0.00%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | USD/IDR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24072.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 5.8 03/13/56                                                                                                                                   | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1819000 | PA      | $1817538.22     | 0.01%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC                                                  | WFCM 2024-BPRC D                                                                                                                                    | CUSIP: 95004AAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1160000 | PA      | $1160283.27     | 0.01%             | 2043-07-17      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 6.5 03/15/33                                                                                                                                    | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Short            | DBT              | CORP              | US        |     -750000 | PA      | $-716944.49     | -0.00%            | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB8874                                                                                                                                           | CUSIP: 3140QU2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    23777498 | PA      | $24618334.84    | 0.14%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                         | JANEST 6.125 11/01/32 144A                                                                                                                          | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      147000 | PA      | $145366.64      | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 4.85 02/01/49                                                                                                                                   | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1017000 | PA      | $835599.83      | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 889218                                                                                                                                           | CUSIP: 31410G4B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100821 | PA      | $105775.01      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Taurus 2025-2 UK DAC                                                                             | TAURS 2025-UK2X C                                                                                                                                   | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-O            | CORP              | IE        |     2011316 | PA      | $2653144.43     | 0.01%             | 2035-02-18      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD CREDIT SAISON LTD                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-3970.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AK7510                                                                                                                                           | CUSIP: 3138ECKY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       77686 | PA      | $73360.54       | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                     | NOC 3.25 01/15/28                                                                                                                                   | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      349000 | PA      | $342763.70      | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties Inc.                                                           | BRPCN 5 06/15/29 144a                                                                                                                               | CUSIP: 11283YAG5<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |      742000 | PA      | $704006.34      | 0.00%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                                      | PEP 3.45 10/06/46                                                                                                                                   | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       20000 | PA      | $14824.31       | 0.00%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 6.15 03/01/55                                                                                                                                   | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     9162000 | PA      | $8851858.42     | 0.05%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                                      | HST 5.7 06/15/32                                                                                                                                    | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      108000 | PA      | $110507.73      | 0.00%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 735504                                                                                                                                           | CUSIP: 31402RDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      665532 | PA      | $685419.46      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM3 TRUST                                                                             | PRPM 2025-NQM3 A1                                                                                                                                   | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5649407 | PA      | $5669315.41     | 0.03%             | 2070-05-25      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 3.25 01/31/32                                                                                                                                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1453698.82     | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                          | SASOL 8.75 05/03/29 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      904000 | PA      | $939572.40      | 0.01%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RAD CLO 16 LTD                                                                                   | RAD 2022-16A A1R                                                                                                                                    | CUSIP: 75009LAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      325000 | PA      | $325113.82      | 0.00%             | 2037-07-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Vivion Investments S.a.r.l                                                                       | VIVION 6.5 02/28/29 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |     1451544 | PA      | $1675372.14     | 0.01%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp/ Aon Global Holdings PLC                                                                | AON 2.85 05/28/27                                                                                                                                   | CUSIP: 03740LAD4<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      852000 | PA      | $837355.76      | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                                   | ZFFNGR 6.875 04/23/32 144A                                                                                                                          | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      150000 | PA      | $142515.45      | 0.00%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 793458                                                                                                                                           | CUSIP: 36177MZY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       96862 | PA      | $91046.31       | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                            | CAH 3.41 06/15/27                                                                                                                                   | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      709000 | PA      | $700606.27      | 0.00%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                                                  | CNSL 2025-4A B                                                                                                                                      | CUSIP: 315961AC6<br>LEI: 549300WW675Y48HDVX34 | Long             | ABS-O            | CORP              | US        |    18083000 | PA      | $18152377.24    | 0.10%             | 2055-12-20      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA 4.9 01/10/34 GMTN                                                                                                                              | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      501000 | PA      | $487217.56      | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Garuda Indonesia (Persero) TBK                                                                   | GARUDA 6.5 12/28/31                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900CUWPNFYKQUW656 | Long             | DBT              | CORP              | ID        |     1847263 | PA      | $1543425.42     | 0.01%             | 2031-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORCHARD PARK CLO LTD                                                                             | ORCHPK 2024-1A A                                                                                                                                    | CUSIP: 68563JAA2<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | KY        |    15180000 | PA      | $15185525.52    | 0.09%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| GOLUB CAP PT CLO LTD 2017-M-R2                                                                   | GOCAP 2013-17A A1RR                                                                                                                                 | CUSIP: 38180VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8040000 | PA      | $8055389.36     | 0.05%             | 2039-02-09      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB5310                                                                                                                                           | CUSIP: 3140QQ3U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7349929 | PA      | $7558115.81     | 0.04%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OHA LOAN FUNDING 2016-1 LTD                                                                      | OHALF 2016-1A A1R2                                                                                                                                  | CUSIP: 67110UAW9<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |     3750000 | PA      | $3751130.25     | 0.02%             | 2037-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CROWN PROPTECH ACQUISITIONS FOUNDE                                                               | CROWN PROPTECH ACQUISITIONS FOUNDE                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      147660 | NS      | $193434.60      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5516 FC                                                                                                                                         | CUSIP: 3137HKBM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   103520884 | PA      | $104385107.64   | 0.59%             | 2055-03-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 5.45 06/01/52 E                                                                                                                                 | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1414000 | PA      | $1252900.00     | 0.01%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8276                                                                                                                                           | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      136632 | PA      | $135422.17      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Power Company                                                                           | SO 5.25 07/15/43                                                                                                                                    | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      204000 | PA      | $190511.43      | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | IRS COP                                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-26010.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 6 LLC                                                                    | ARESDL 2025-2A A1                                                                                                                                   | CUSIP: 039960AA7<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |      820000 | PA      | $821545.29      | 0.00%             | 2037-10-16      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                                      | MTCHII 4.125 08/01/30 144A                                                                                                                          | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       85000 | PA      | $78772.17       | 0.00%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                           | BARC 2024-NQM3 XS                                                                                                                                   | CUSIP: 066941AJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    37443433 | PA      | $761071.47      | 0.00%             | 2064-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                                       | NDAQ 6.1 06/28/63                                                                                                                                   | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      225000 | PA      | $225578.84      | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS1522                                                                                                                                           | CUSIP: 3140XGVQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2656233 | PA      | $2359187.91     | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Euro-Galaxy III Clo Designated Activity Company                                                  | EGLXY 2013-3A CRRR                                                                                                                                  | CUSIP: 000000000<br>LEI: 635400H1W7SGWXGQOB43 | Long             | ABS-O            | CORP              | IE        |      700000 | PA      | $808604.61      | 0.00%             | 2034-04-24      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | HBAN V6.141 11/18/39                                                                                                                                | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      231000 | PA      | $235275.35      | 0.00%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO 2022-3 Ltd.                                                                    | PLMRS 2022-3A A1R                                                                                                                                   | CUSIP: 69690AAS6<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | JE        |     1530000 | PA      | $1530372.40     | 0.01%             | 2037-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| NCMF TRUST 2025-MFS                                                                              | NCMF 2025-MFS A                                                                                                                                     | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5715000 | PA      | $5694155.68     | 0.03%             | 2033-06-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AX7602                                                                                                                                           | CUSIP: 3138Y9NU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28391 | PA      | $27717.23       | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG V60909                                                                                                                                           | CUSIP: 3132KFAJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65825 | PA      | $64342.98       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4452                                                                                                                                           | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1200671 | PA      | $1148142.95     | 0.01%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                           | FR SD0479                                                                                                                                           | CUSIP: 3132DMQ81<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |     5812407 | PA      | $5385833.22     | 0.03%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.5 11/15/45                                                                                                                                   | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1272794.41     | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4500                                                                                                                                           | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    49336038 | PA      | $41545324.69    | 0.23%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS ITRAXX.EU.45.V1                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-280765.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4922                                                                                                                                             | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      634990 | PA      | $611154.18      | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK IV LTD                                                                            | SAND 2025-1A A1                                                                                                                                     | CUSIP: 80012AAA3<br>LEI: 254900HZXZ4VWBL5OX74 | Long             | ABS-CBDO         | CORP              | KY        |     3620000 | PA      | $3620497.75     | 0.02%             | 2039-01-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD VODAFONE GROUP PLC                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $46016.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INCREF 2025-FL1 LLC                                                                              | INCREF 2025-FL1 A                                                                                                                                   | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4155000 | PA      | $4152150.92     | 0.02%             | 2042-10-22      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                               | Expand Energy Corp                                                                                                                                  | CUSIP: 165ESCAE4<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      425000 | PA      | $0.04           | 0.00%             | 2021-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mila 2024-1 BV                                                                                   | MILA 2024-1 C                                                                                                                                       | CUSIP: 000000000<br>LEI: 7245000GAIRCK7Y7VJ68 | Long             | ABS-O            | CORP              | NL        |      171191 | PA      | $198358.91      | 0.00%             | 2041-09-15      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q28764                                                                                                                                           | CUSIP: 3132M9MM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      314836 | PA      | $292804.84      | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO 3 LTD                                                                                 | ABBSL 2021-3A A1R                                                                                                                                   | CUSIP: 00037QAJ8<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | KY        |     1190000 | PA      | $1189737.61     | 0.01%             | 2038-04-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                | CCI 2.5 07/15/31                                                                                                                                    | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1718000 | PA      | $1513460.04     | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                           | USD CALL VERSUS COP PUT                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              | CORP              | CH        |     -650500 | NC      | $-1139.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brinks Company                                                                                   | BCO 4.625 10/15/27 144A                                                                                                                             | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98691.37       | 0.00%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS ZAR                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $52391.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR1 Trust                                                             | PROG 2022-SFR1 F                                                                                                                                    | CUSIP: 74333YAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2617000 | PA      | $2534243.39     | 0.01%             | 2041-02-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | AUD CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |     6866773 | NC      | $119424.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1                                                    | VCC 2025-1 M4                                                                                                                                       | CUSIP: 922955AN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      835709 | PA      | $841887.22      | 0.00%             | 2055-02-25      | Variable      | 10.15%                | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 ISSUER TRUST                                                                      | UPXHI 2025-1 A                                                                                                                                      | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7569540 | PA      | $7538116.38     | 0.04%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-660F                                                         | BFLD 2025-660F A                                                                                                                                    | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9343000 | PA      | $9331345.54     | 0.05%             | 2042-11-17      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 5.875 10/17/31 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      100000 | PA      | $112753.17      | 0.00%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD JM SMUCKER                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-62665.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD COSTAR GROUP INC                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $134673.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TICP CLO VI 2016-2 LTD                                                                           | TICP 2016-6A AR2                                                                                                                                    | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |     5120000 | PA      | $5121289.22     | 0.03%             | 2034-01-17      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                               | JPMMT 2021-INV7 A5A                                                                                                                                 | CUSIP: 46654CAP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4679110 | PA      | $3860331.47     | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD BRENNTAG                                                                                                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-7191.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD MITSUI MINING & SMELTING CO LTD                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $21598.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dentsply Sirona Inc                                                                              | XRAY V8.375 09/12/55                                                                                                                                | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |      144000 | PA      | $140620.28      | 0.00%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                 | DB V3.729 01/14/32                                                                                                                                  | CUSIP: 251526CF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1022000 | PA      | $949781.08      | 0.01%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA                                                         | INT 2025-PLAZA A                                                                                                                                    | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3023000 | PA      | $3012865.69     | 0.02%             | 2037-11-05      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Company                                                         | SW 5.438 04/03/34                                                                                                                                   | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $405283.46      | 0.00%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF ARGENTINA                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $325.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                        | MSCI 5.25 09/01/35                                                                                                                                  | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     1414000 | PA      | $1385092.62     | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD CHINA MERCHANTS BANK CO LTD                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10615.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QB0359                                                                                                                                           | CUSIP: 3133A6MG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39683 | PA      | $38536.92       | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C4                                               | JPMDB 2016-C4 XC                                                                                                                                    | CUSIP: 46646RAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4940000 | PA      | $12829.67       | 0.00%             | 2049-12-17      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Turquoise V Trust                                                                                | TURQU 2026-1 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 984500CEX647S2BG1C12 | Long             | ABS-O            | CORP              | AU        |     1280000 | PA      | $878699.12      | 0.00%             | 2067-06-12      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | BONCER 0 12/15/27 CER                                                                                                                               | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   539404779 | PA      | $907719.83      | 0.01%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                              | ONCRTX 7 05/01/32                                                                                                                                   | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      748000 | PA      | $833995.29      | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q00093                                                                                                                                           | CUSIP: 3132GDC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9656 | PA      | $9340.02        | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXIII LTD                                                            | BSP 2021-23A ER                                                                                                                                     | CUSIP: 08186XAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $736761.83      | 0.00%             | 2034-04-25      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                                             | RPLDCI 6.581 05/30/49 144A                                                                                                                          | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    49907000 | PA      | $51312188.98    | 0.29%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS SULTANATE OF OMAN                                                                                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1839.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                               | CNQCN 6.75 02/01/39                                                                                                                                 | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      311000 | PA      | $338406.55      | 0.00%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chow Tai Fook Jewellery Group Ltd.                                                               | CHOTAI 0.375 06/30/30                                                                                                                               | CUSIP: 000000000<br>LEI: 254900VXRL7SRSF44G79 | Long             | DBT              | CORP              | KY        |    24000000 | PA      | $2958220.68     | 0.02%             | 2030-06-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SONDER HOLDINGS INC                                                                              | SONDER HOLDINGS INC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       45465 | NS      | $0.05           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 3.125 07/01/50                                                                                                                                  | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      541000 | PA      | $355746.27      | 0.00%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                           | BARC 2024-NQM3 M1                                                                                                                                   | CUSIP: 066941AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2891200 | PA      | $2901537.77     | 0.02%             | 2064-06-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F020646<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    66222000 | PA      | $53324230.45    | 0.30%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2024-Iglg                                   | JPMCC 2024-IGLG A                                                                                                                                   | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8100000 | PA      | $8116973.55     | 0.05%             | 2039-11-10      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS CMBX.NA.AAA.9                                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-8.61          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Costa Rica (Republic Of)                                                                         | COSTAR 7.158 03/12/45 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      809000 | PA      | $862394.00      | 0.00%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                                          | IP 5.15 05/15/46                                                                                                                                    | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |      300000 | PA      | $264237.71      | 0.00%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 5.85 04/30/46                                                                                                                                     | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      817000 | PA      | $796141.52      | 0.00%             | 2046-04-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PIONEER MIDCO 144A NOTES                                                                         | PIONEER MIDCO 144A NOTES                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8865750 | PA      | $8855110.65     | 0.05%             | 2030-11-18      | Floating      | 10.50%                | No            |                  3 | On Loan: No      |
| Vista Energy Argentina SAU                                                                       | VISTAA 8.5 06/10/33 144A                                                                                                                            | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       35000 | PA      | $36605.10       | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                             | CAT 4.7 11/15/29                                                                                                                                    | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      345000 | PA      | $349743.46      | 0.00%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR3 TRUST                                                                   | FKH 2022-SFR3 E2                                                                                                                                    | CUSIP: 33768EAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5641000 | PA      | $5602078.79     | 0.03%             | 2038-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA8387                                                                                                                                           | CUSIP: 3140QGJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8760070 | PA      | $8314153.85     | 0.05%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD BANCO BPM SPA                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12455.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BX8625                                                                                                                                           | CUSIP: 3140NDSP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95271 | PA      | $94212.50       | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD RENESAS ELECTRONICS CORP                                                                                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $72105.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.493 03/24/31                                                                                                                                 | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4398000 | PA      | $4374250.54     | 0.02%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BD6384                                                                                                                                           | CUSIP: 3140FECW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      617507 | PA      | $599760.56      | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 3.03 03/15/52                                                                                                                                   | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      163000 | PA      | $103487.96      | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 5 06/04/28                                                                                                                                      | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      840000 | PA      | $847115.56      | 0.00%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                                          | RAIZBZ 6.25 07/08/32 144A                                                                                                                           | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     2178000 | PA      | $1192955.94     | 0.01%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc.                                                                            | DUK 5.55 03/15/54                                                                                                                                   | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     3785000 | PA      | $3623501.66     | 0.02%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA 4.5 09/04/30 GMTN                                                                                                                              | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1267000 | PA      | $1248233.68     | 0.01%             | 2030-09-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                                    | EQIX 2.5 05/15/31                                                                                                                                   | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      853000 | PA      | $761360.84      | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 3.2 08/15/29                                                                                                                                    | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      101000 | PA      | $95258.97       | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD YAKULT HONSHA CO LTD                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-16629.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                        | TOYOTA 4.5 05/14/27                                                                                                                                 | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100393.84      | 0.00%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lendingclub Structured Loan Certificate Issuer Trust Series 2023-921                             | SLCLC 2025-P16 A                                                                                                                                    | CUSIP: 525950AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8196957 | PA      | $8192792.19     | 0.05%             | 2032-12-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                                       | CWALT 2006-28CB A14                                                                                                                                 | CUSIP: 02147TAP1<br>LEI: 5493008WNOU8I3M5WW38 | Long             | ABS-O            | CORP              | US        |     1115525 | PA      | $514023.09      | 0.00%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enel S.p.A.                                                                                      | ENELIM V4.5 PERP ..                                                                                                                                 | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $273669.74      | 0.00%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | JNJ 3.625 03/03/37                                                                                                                                  | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      398000 | PA      | $357509.80      | 0.00%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD AMADEUS IT GROUP SA                                                                                                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-91152.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BN3960                                                                                                                                           | CUSIP: 3140JLMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1469045 | PA      | $1442501.09     | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C3 MORTGAGE TRUST                                                                     | CFCRE 2016-C3 XD                                                                                                                                    | CUSIP: 12531WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3305786 | PA      | $33.06          | 0.00%             | 2048-01-10      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G01840                                                                                                                                           | CUSIP: 3128LXBH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      378538 | PA      | $383234.81      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | WMB 8.75 03/15/32                                                                                                                                   | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      436000 | PA      | $517802.45      | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 5.5 03/01/55 Q                                                                                                                                  | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96529.52       | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LIX LTD                                                                     | MDPK 2021-59A A1R                                                                                                                                   | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      230000 | PA      | $230100.65      | 0.00%             | 2037-04-20      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 4 08/05/29                                                                                                                                     | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      827000 | PA      | $813123.49      | 0.00%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                                      | SKX 10 07/15/33 144a                                                                                                                                | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      155484 | PA      | $165592.74      | 0.00%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 4.75 05/15/46                                                                                                                                     | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1896000 | PA      | $1593079.38     | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                                           | BRK 4.4 05/15/42                                                                                                                                    | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      840000 | PA      | $750446.90      | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8323                                                                                                                                           | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16908994 | PA      | $16756652.49    | 0.09%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 650173                                                                                                                                           | CUSIP: 31390MJS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1769 | PA      | $1787.72        | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS USD                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1020538.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                                  | ACRISU 6.75 07/01/32 144A                                                                                                                           | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      188000 | PA      | $181161.14      | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                               | MO 4.5 05/02/43                                                                                                                                     | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1477000 | PA      | $1227094.29     | 0.01%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                         | CE 7.33 07/15/29                                                                                                                                    | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      240000 | PA      | $250521.60      | 0.00%             | 2029-07-15      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust 2024-B                                                           | REPS 2024-B A                                                                                                                                       | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10434000 | PA      | $10565851.33    | 0.06%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QD4399                                                                                                                                           | CUSIP: 3133B13G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2389991 | PA      | $1967908.64     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST 2015-WOLF                                                                       | GWT 2024-WLF2 A                                                                                                                                     | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7570000 | PA      | $7570000.00     | 0.04%             | 2041-05-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                      | WMT 6.2 04/15/38                                                                                                                                    | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      195000 | PA      | $217153.25      | 0.00%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.516 11/19/55                                                                                                                                  | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      353000 | PA      | $335173.15      | 0.00%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4833                                                                                                                                             | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      564577 | PA      | $543501.89      | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TR                                                              | VCC 2023-2 M1                                                                                                                                       | CUSIP: 92260AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      968695 | PA      | $976351.84      | 0.01%             | 2053-05-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 6.625 01/15/27                                                                                                                                   | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99992.92       | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-3                                                                | VERUS 2023-3 B1                                                                                                                                     | CUSIP: 92539GAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      543000 | PA      | $540966.63      | 0.00%             | 2068-03-25      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | BRL CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              | CORP              | GB        |   -12574000 | NC      | $-451092.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amcor Finance (USA) Inc.                                                                         | AMCR 5.625 05/26/33                                                                                                                                 | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |      152000 | PA      | $155723.67      | 0.00%             | 2033-05-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | Three-Month SOFR Futures, Mar-2027,ETH                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          76 | NC      | $-66716.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                                       | BIIB 2.25 05/01/30                                                                                                                                  | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      643000 | PA      | $587334.50      | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                                              | CF 5.15 03/15/34                                                                                                                                    | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      158000 | PA      | $157013.12      | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR OHIO INC                                                                        | OH AMEPWR 8.08 02/15/2050                                                                                                                           | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     3555000 | PA      | $4435325.36     | 0.02%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                                | ABXCN 5.7 05/30/41                                                                                                                                  | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      201000 | PA      | $201255.56      | 0.00%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LATCH INC LEGENDED                                                                               | LATCH INC LEGENDED                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      411849 | NS      | $86488.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XII-B LTD                                                            | BSP 2017-12BRA A                                                                                                                                    | CUSIP: 081917AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1340000 | PA      | $1340464.31     | 0.01%             | 2037-10-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                | CCI 3.1 11/15/29                                                                                                                                    | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      466000 | PA      | $439792.48      | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL/Connect US Finco LLC                                                          | ISATLN 9 09/15/29 144A                                                                                                                              | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $210108.00      | 0.00%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Company                                                                           | AEE 5.3 08/01/37                                                                                                                                    | CUSIP: 02360FAB2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      111000 | PA      | $112269.47      | 0.00%             | 2037-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BB OPEN TEXT INC 4.125                                                                           | BB OPEN TEXT INC 4.125                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      583440 | PA      | $583440.00      | 0.00%             | 2031-12-01      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB3115                                                                                                                                           | CUSIP: 3140QNN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    21479933 | PA      | $19153125.47    | 0.11%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREEWIRE EQUITY                                                                                  | FREEWIRE EQUITY                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         153 | NS      | $0.00           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Serbia (Republic Of)                                                                             | SERBIA 6 06/12/34 144A                                                                                                                              | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      200000 | PA      | $200000.00      | 0.00%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                 | MRK 3.7 02/10/45                                                                                                                                    | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1735000 | PA      | $1350213.96     | 0.01%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                                         | V 4.3 12/14/45                                                                                                                                      | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      649000 | PA      | $550633.98      | 0.00%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LEHMAN ABS MORTGAGE LOAN TRUST 2007-1                                                            | LABSM 2007-1 2A1                                                                                                                                    | CUSIP: 52521MAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      273051 | PA      | $180613.86      | 0.00%             | 2037-06-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD FIRST FINANCIAL HOLDING LTD                                                                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-25093.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G60901                                                                                                                                           | CUSIP: 31335BAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      278015 | PA      | $268728.94      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NLT 2021-INV2 TRUST                                                                              | NLT 2021-INV2 B1                                                                                                                                    | CUSIP: 62917JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      910000 | PA      | $702491.79      | 0.00%             | 2056-08-25      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 3.1 02/15/60                                                                                                                                   | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     2044000 | PA      | $1129139.08     | 0.01%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM4                                                           | BARC 2025-NQM4 PT2                                                                                                                                  | CUSIP: 06744XAP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    49708200 | PA      | $50984795.96    | 0.29%             | 2065-07-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 5.7 04/01/28                                                                                                                                    | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    14621000 | PA      | $14958843.65    | 0.08%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 52 LTD                                                                              | SYMP 2025-52A BR                                                                                                                                    | CUSIP: 87170MAE2<br>LEI: 213800MRCL5WD4V7W689 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $999304.00      | 0.01%             | 2036-01-22      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                              | ONCRTX 3.7 11/15/28                                                                                                                                 | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      312000 | PA      | $307134.65      | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| 3R Lux S.a.r.l                                                                                   | RRRPBZ 9.75 02/05/31 144A                                                                                                                           | CUSIP: 88563PAA6<br>LEI: 9845007D0DF0BEFD8D97 | Long             | DBT              | CORP              | LU        |      440000 | PA      | $450450.00      | 0.00%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.496 02/13/31 MTN                                                                                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      823000 | PA      | $760716.24      | 0.00%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM3578                                                                                                                                           | CUSIP: 3140J76Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2107080 | PA      | $2030538.35     | 0.01%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                               | USD/TRY FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $985.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                                                   | GOTO GROUP INC                                                                                                                                      | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |      723160 | PA      | $214604.93      | 0.00%             | 2028-04-30      | Floating      | 8.57%                 | No            |                  3 | On Loan: No      |
| Citadel 2024-1 PLC                                                                               | CTADL 2024-1 C                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-O            | CORP              | GB        |      506000 | PA      | $672337.52      | 0.00%             | 2060-04-27      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| VCC 2025-MC1 TRUST                                                                               | VCC 2025-MC1 A1                                                                                                                                     | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2412947 | PA      | $2403238.20     | 0.01%             | 2055-05-25      | Fixed         | 8.16%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2026-19 LTD                                                                        | AWPT 2026-19A A1                                                                                                                                    | CUSIP: 28624QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $749652.45      | 0.00%             | 2038-03-31      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F042640<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -1175000 | PA      | $-1133881.66    | -0.01%            | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                             | EIX V8.125 06/15/53                                                                                                                                 | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      221000 | PA      | $225001.87      | 0.00%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.625 03/01/32 144A                                                                                                                             | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      641000 | PA      | $653736.67      | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5019                                                                                                                                           | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2799118 | PA      | $2623509.60     | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AD0207                                                                                                                                           | CUSIP: 31418MGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30261 | PA      | $31279.47       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO II LTD                                                                               | ELMW2 2019-2A A1RR                                                                                                                                  | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6690000 | PA      | $6691958.83     | 0.04%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS CMBX.NA.BBB-.9                                                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $49223.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                       | AAPL 3.75 11/13/47                                                                                                                                  | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     3217000 | PA      | $2488425.52     | 0.01%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0598                                                                                                                                           | CUSIP: 3140XFUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1690072 | PA      | $1404317.02     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Csmc Series 2014-9r                                                                              | CSMC 2014-9R 9A1                                                                                                                                    | CUSIP: 12648UBW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      481293 | PA      | $401555.93      | 0.00%             | 2036-08-27      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG V60796                                                                                                                                           | CUSIP: 3132KE3D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      294217 | PA      | $286075.55      | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS USD                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $136616.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2003-UP3                                                           | CMLTI 2007-AHL3 A3B                                                                                                                                 | CUSIP: 17312GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2925942 | PA      | $2062502.62     | 0.01%             | 2045-07-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                                         | ST 6.625 07/15/32 144A                                                                                                                              | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203996.80      | 0.00%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Battalion Clo 18 Ltd. / Battalion Clo 18 LLC                                                     | BATLN 2020-18A BRR                                                                                                                                  | CUSIP: 07134QBA3<br>LEI: 549300WYAEH0STKIKE49 | Long             | ABS-CBDO         | CORP              | KY        |     1827000 | PA      | $1825158.02     | 0.01%             | 2036-10-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-5                                                    | VCC 2024-5 M2                                                                                                                                       | CUSIP: 92261AAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      717471 | PA      | $713134.70      | 0.00%             | 2054-10-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                             | APH 5.25 04/05/34                                                                                                                                   | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     1494000 | PA      | $1526575.18     | 0.01%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C15                                                           | UBSCM 2018-C15 A4                                                                                                                                   | CUSIP: 90278LAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1480262.85     | 0.01%             | 2051-12-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                          | BNCN 2.724 04/15/31                                                                                                                                 | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      645000 | PA      | $584894.63      | 0.00%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER III LLC                                                               | CMDC 2026-1A A21                                                                                                                                    | CUSIP: 20469BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5800000 | PA      | $5751768.94     | 0.03%             | 2056-02-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                                       | MMM 3.875 06/15/44 MTN                                                                                                                              | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      910000 | PA      | $709482.18      | 0.00%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                                        | NIPLIF 4.748 04/02/31 144A                                                                                                                          | CUSIP: 654579AQ4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |      320000 | PA      | $320800.68      | 0.00%             | 2031-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Estee Lauder Companies Inc.                                                                  | EL 5 02/14/34                                                                                                                                       | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |      405000 | PA      | $403026.74      | 0.00%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-C                                                                 | NSLT 2021-CA D                                                                                                                                      | CUSIP: 64035GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      990000 | PA      | $881710.34      | 0.00%             | 2062-04-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                               | VOD 6.25 11/30/32                                                                                                                                   | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $106882.16      | 0.00%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMM 2016-667M MORTGAGE TRUST                                                                    | COMM 2016-667M D                                                                                                                                    | CUSIP: 12636GAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      146760 | PA      | $112488.19      | 0.00%             | 2036-10-10      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V2.666 01/29/31                                                                                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      670000 | PA      | $621551.04      | 0.00%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM8695                                                                                                                                           | CUSIP: 3140XCUV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2655896 | PA      | $2443495.22     | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 4.15 10/15/28                                                                                                                                 | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2108000 | PA      | $2099341.43     | 0.01%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 3.65 09/01/28 MTN                                                                                                                               | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98620.21       | 0.00%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT2040                                                                                                                                           | CUSIP: 3138WPHS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      461374 | PA      | $422307.12      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CML PROJECT COLD 15-AUGUST-2030:TL LOAN/TERM                                                     | CML PROJECT COLD 15-AUGUST-2030:TL LOAN/TERM                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     2256354 | PA      | $2984040.92     | 0.02%             | 2030-09-11      | Floating      | 6.88%                 | No            |                  3 | On Loan: No      |
| AOA TRUST 2025-1301                                                                              | AOA 2025-1301 F                                                                                                                                     | CUSIP: 682461AN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9654000 | PA      | $10060299.21    | 0.06%             | 2042-08-13      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| WHITEBOX CLO III LTD                                                                             | WBOX 2021-3A ER                                                                                                                                     | CUSIP: 96467JAE2<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $973060.20      | 0.01%             | 2035-10-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/COP FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $231532.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD PUBLIC STORAGE REIT                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $47081.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q38028                                                                                                                                           | CUSIP: 3132QU4N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22193 | PA      | $21254.19       | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                                 | GATX 4.7 04/01/29                                                                                                                                   | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200315.40      | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Mobico Group PLC                                                                                 | MCGLN 4.875 09/26/31 EMTN                                                                                                                           | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |      505000 | PA      | $451859.64      | 0.00%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                           | BARC 2023-NQM3 A2                                                                                                                                   | CUSIP: 06744FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3927995 | PA      | $3962087.17     | 0.02%             | 2063-10-25      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                                      | TRACTC 5.875 03/01/31 144A                                                                                                                          | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      315000 | PA      | $311375.16      | 0.00%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | HUF CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | GB        |     6627000 | NC      | $26921.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA2961                                                                                                                                           | CUSIP: 36179RJE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      162729 | PA      | $153176.87      | 0.00%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD SSE PLC                                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $10095.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                                  | AZN 6.45 09/15/37                                                                                                                                   | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      989000 | PA      | $1105286.75     | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                                     | NAB V6.342 06/06/39 MTN                                                                                                                             | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      673000 | PA      | $462650.81      | 0.00%             | 2039-06-06      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                     | AM 6.625 02/01/32 144A                                                                                                                              | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102203.90      | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 2.25 07/01/30                                                                                                                                   | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      438000 | PA      | $400441.24      | 0.00%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG V5.441 02/22/34                                                                                                                                | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $204394.67      | 0.00%             | 2034-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V4.964 08/15/30                                                                                                                                 | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      328000 | PA      | $330914.79      | 0.00%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Stem Inc                                                                                         | STEM 0.5 12/01/28                                                                                                                                   | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |      622000 | PA      | $254668.54      | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Corporation                                                                        | First Horizon Corporation COM                                                                                                                       | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       56989 | NS      | $1297069.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                                           | BRK 2.85 10/15/50                                                                                                                                   | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     1343000 | PA      | $843022.67      | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/HKD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5489.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | HBAN V5.605 01/28/41                                                                                                                                | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      427000 | PA      | $416710.40      | 0.00%             | 2041-01-28      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 18 LTD                                                                                 | AIMCO 2022-18A A1LR                                                                                                                                 | CUSIP: 00889EBA2<br>LEI: 2549005IX0D6XDJNNS95 | Long             | ABS-O            | CORP              | JE        |     1280000 | PA      | $1280645.50     | 0.01%             | 2037-07-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        | 82000000000 | NC      | $26368.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST 2025-                                                              | CHI 2025-110W D                                                                                                                                     | CUSIP: 12577HAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2616000 | PA      | $2558403.27     | 0.01%             | 2040-12-13      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| MAIN TRUST 2026-OLAS                                                                             | MAIN 2026-OLAS F                                                                                                                                    | CUSIP: 56036BAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2280000 | PA      | $2279966.48     | 0.01%             | 2041-01-15      | Fixed         | 8.93%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-A                                                                  | AJAXM 2023-A M1                                                                                                                                     | CUSIP: 009692AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2159800 | PA      | $1899011.71     | 0.01%             | 2062-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-I LTD                                                                          | CIFC 2021-1A BR                                                                                                                                     | CUSIP: 12563EAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5280000 | PA      | $5288787.50     | 0.03%             | 2037-07-27      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2025-3 LTD                                                                    | ROCKT 2025-3A A1                                                                                                                                    | CUSIP: 77340WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2590000 | PA      | $2587772.86     | 0.01%             | 2038-03-31      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| RR 5 Ltd.                                                                                        | RRAM 2018-5A A2R                                                                                                                                    | CUSIP: 74979VAV5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000421.30     | 0.01%             | 2039-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                                                | TT 5.1 06/13/34                                                                                                                                     | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |      321000 | PA      | $325289.19      | 0.00%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2633                                                                                                                                           | CUSIP: 3140QM4T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6494960 | PA      | $5602299.94     | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.5 06/15/34 144A                                                                                                                            | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      183000 | PA      | $190494.22      | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS INR                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-322664.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                              | AVTR 4.625 07/15/28 144A                                                                                                                            | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      211000 | PA      | $205938.84      | 0.00%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                               | VOD V7 04/04/79                                                                                                                                     | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      127000 | PA      | $130626.68      | 0.00%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Thaioil Treasury Center Co Ltd.                                                                  | TOPTB V6.1 PERP REGS                                                                                                                                | CUSIP: 000000000<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     3315000 | PA      | $3190871.81     | 0.02%             | N/A             | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 5.85 11/01/64                                                                                                                                   | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      208000 | PA      | $189539.32      | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                                    | JEF 6.2 04/14/34                                                                                                                                    | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      715000 | PA      | $729165.52      | 0.00%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD CHAILEASE HOLDING CO LTD                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-72236.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB5986                                                                                                                                           | CUSIP: 3140QRUL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34417 | PA      | $34130.28       | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2020-20 LTD                                                                              | OCP 2020-20A B1R                                                                                                                                    | CUSIP: 670859AQ0<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |      360000 | PA      | $360394.02      | 0.00%             | 2037-04-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc.                                                                        | ALSN 4.75 10/01/27 144A                                                                                                                             | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      165000 | PA      | $163977.21      | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                                                  | AAWW 8.5 02/15/30 144A                                                                                                                              | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $87254.63       | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                           | BARC 2024-NQM1 SA                                                                                                                                   | CUSIP: 06745AAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        6200 | PA      | $3554.15        | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2025-B                                                              | NAVRL 2025-B A                                                                                                                                      | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6359714 | PA      | $6317832.39     | 0.04%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                                      | SRE 2.95 04/15/27                                                                                                                                   | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       28000 | PA      | $27631.64       | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 5 01/15/33                                                                                                                                     | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      541000 | PA      | $537030.95      | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DBGS 2024-SBL MORTGAGE TRUST                                                                     | DBGS 2024-SBL A                                                                                                                                     | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5582000 | PA      | $5575022.50     | 0.03%             | 2034-08-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD4977                                                                                                                                           | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   103444365 | PA      | $102443384.60   | 0.58%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD GALDERMA GROUP N AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $18746.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | USD CALL VERSUS EUR PUT                                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | FR        |     8107000 | NC      | $19808.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS CDX.NA.HY.45.V1                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-105418.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                     | CFG V5.641 05/21/37                                                                                                                                 | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104765.84      | 0.00%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ERP Operating Limited Partnership                                                                | EQR 3 07/01/29                                                                                                                                      | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |      430000 | PA      | $411677.63      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AV2357                                                                                                                                           | CUSIP: 3138XDTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2047638 | PA      | $1979807.79     | 0.01%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                                 | NSLT 2025-BA A1B                                                                                                                                    | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14657790 | PA      | $14730697.60    | 0.08%             | 2055-05-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CWMBS INC MORTGAGE PASS THROUGH CERTIFICATES SERIES 2003-J11                                     | CWHL 2006-OA4 A1                                                                                                                                    | CUSIP: 126694E95<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1205166 | PA      | $315076.40      | 0.00%             | 2046-04-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                              | ABIBB 5.8 01/23/59                                                                                                                                  | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     1818000 | PA      | $1822380.98     | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2025-VIII LTD                                                                      | PKBLU 2025-8A A1                                                                                                                                    | CUSIP: 70019WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      950000 | PA      | $949689.07      | 0.01%             | 2038-10-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | USD CALL VERSUS EUR PUT                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |     9661163 | NC      | $37310.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                                          | GFKLDE 9 09/01/28 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |     1846000 | PA      | $2144294.32     | 0.01%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 981450                                                                                                                                           | CUSIP: 31415AZP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         369 | PA      | $378.06         | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance PLC                                                               | MODULA 6.75 11/30/29 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |      565000 | PA      | $446574.21      | 0.00%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD ANHEUSER-BUSCH INBEV SA                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $33155.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evgo Inc                                                                                         | Evgo Inc WT EXP 070126                                                                                                                              | CUSIP: 30052F118<br>LEI: 254900NJU5Y3D9R42S26 | N/A              | DE               | CORP              | US        |       75790 | NC      | $1818.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST SERIES 2017-1                                                 | SAVE 3.375 02/15/30 AA                                                                                                                              | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      947750 | PA      | $885669.39      | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LGI Homes Inc                                                                                    | LGIH 7 11/15/32 144A                                                                                                                                | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     1871000 | PA      | $1734842.28     | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-5                                                    | VCC 2024-5 M3                                                                                                                                       | CUSIP: 92261AAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      946466 | PA      | $940977.79      | 0.01%             | 2054-10-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/BRL FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-94687.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RJ1274                                                                                                                                           | CUSIP: 3142GRMY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3608489 | PA      | $3694348.43     | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                                     | BMY 6.25 11/15/53                                                                                                                                   | CUSIP: 110122EB0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1648000 | PA      | $1749611.38     | 0.01%             | 2053-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 4.25 12/01/27                                                                                                                                  | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      573000 | PA      | $571321.39      | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AU6234                                                                                                                                           | CUSIP: 3138X54U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      128078 | PA      | $124450.85      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AY5145                                                                                                                                           | CUSIP: 3138YJWF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      780689 | PA      | $764342.74      | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE V6.75 06/15/54                                                                                                                                  | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1814000 | PA      | $1876644.68     | 0.01%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-C35                                                                    | BBCMS 2025-C35 AS                                                                                                                                   | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1295000 | PA      | $1334551.50     | 0.01%             | 2058-07-17      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 3.95 12/01/47                                                                                                                                   | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1052000 | PA      | $765541.63      | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                                        | EBAY 2.6 05/10/31                                                                                                                                   | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |      154000 | PA      | $138975.08      | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UK Logistics 2024-1 Designated Activity Co.                                                      | UKLOG 2024-1X A                                                                                                                                     | CUSIP: 000000000<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-O            | CORP              | IE        |      710524 | PA      | $940356.00      | 0.01%             | 2034-05-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes 2025-HC4 LLC                                                                 | GSTNE 2025-HC4 A                                                                                                                                    | CUSIP: 39809NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $500253.00      | 0.00%             | 2042-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park Clo                                                                                | BKPRK 2019-1A ARR                                                                                                                                   | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1600000 | PA      | $1597715.52     | 0.01%             | 2034-07-18      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 553461                                                                                                                                           | CUSIP: 36213FZ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      350966 | PA      | $330547.28      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST                                                        | CSAIL 2017-CX10 XB                                                                                                                                  | CUSIP: 12595JAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12490000 | PA      | $57794.98       | 0.00%             | 2050-11-18      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5543 FH                                                                                                                                         | CUSIP: 3137HLLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     5935288 | PA      | $5999690.42     | 0.03%             | 2055-06-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUST 2025-DC                                                          | WHARF 2025-DC E                                                                                                                                     | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2708000 | PA      | $2710053.21     | 0.02%             | 2040-07-17      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                          | STX 8.25 12/15/29 144a                                                                                                                              | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     1217000 | PA      | $1278078.80     | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD GILDAN ACTIVEWEAR INC                                                                                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $135919.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V5.679 01/05/35                                                                                                                              | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1188000 | PA      | $1220609.33     | 0.01%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp.                                                                               | ADT 4.125 08/01/29 144A                                                                                                                             | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      145000 | PA      | $138525.62      | 0.00%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                              | ABT 4.9 11/30/46                                                                                                                                    | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      978000 | PA      | $897727.99      | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | NGN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $50193.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL ASSET-BACKED CERTIFICATES WMABS SERIES 2006-HE5 TRUST                          | WMABS 2006-HE5 1A                                                                                                                                   | CUSIP: 93934XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1111443 | PA      | $856795.67      | 0.00%             | 2036-10-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Germany Borrower Lux S.a r.l.                                               | VDCDE 2025-1X A2                                                                                                                                    | CUSIP: 000000000<br>LEI: 2549008VW14T3IH21H24 | Long             | ABS-O            | CORP              | LU        |     4157000 | PA      | $4742986.55     | 0.03%             | 2050-06-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Banc Of America Alternative Loan Trust                                                           | BOAA 2006-7 A4                                                                                                                                      | CUSIP: 059469AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1898977 | PA      | $468513.72      | 0.00%             | 2036-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD COTERRA ENERGY INC                                                                                                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-8624.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD SNAP ON INC                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $14548.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/PHP FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $372612.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                                 | CWALT 2006-15CB A1                                                                                                                                  | CUSIP: 021467AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      306365 | PA      | $135647.04      | 0.00%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS1520                                                                                                                                           | CUSIP: 3140XGVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1642976 | PA      | $1467325.03     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 2.3 06/01/27                                                                                                                                      | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1927000 | PA      | $1883633.52     | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | USD CALL VERSUS MXN PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |     3795400 | NC      | $36890.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                       | CZR 6.5 02/15/32 144A                                                                                                                               | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      242000 | PA      | $239182.66      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB8446                                                                                                                                           | CUSIP: 31417FL48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41699 | PA      | $41122.74       | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ubs Commercial Mortgage Trust 2019-C17                                                           | UBSCM 2019-C17 XA                                                                                                                                   | CUSIP: 90278MBB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18124615 | PA      | $740053.41      | 0.00%             | 2052-10-18      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                                         | GPI 6.375 01/15/30 144A                                                                                                                             | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50335.40       | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VERDELITE STATIC CLO 2024-1 LTD                                                                  | BVSTAT 2024-1A B                                                                                                                                    | CUSIP: 92338VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      210000 | PA      | $209871.21      | 0.00%             | 2032-07-20      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AA6299                                                                                                                                           | CUSIP: 36178D7L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      139557 | PA      | $131345.98      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                               | BX 2024-VLT4 A                                                                                                                                      | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17353713 | PA      | $17245252.29    | 0.10%             | 2041-06-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                            | WSTP V4.11 07/24/34                                                                                                                                 | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      288000 | PA      | $280811.12      | 0.00%             | 2034-07-24      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 4.4 02/22/62                                                                                                                                   | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      183000 | PA      | $141554.68      | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Betclic Everest Group SAS                                                                        | BTCLIC 5.125 12/10/31 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | DBT              | CORP              | FR        |      367000 | PA      | $419243.33      | 0.00%             | 2031-12-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                           | SRE V6.875 10/01/54                                                                                                                                 | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     3876000 | PA      | $3917732.89     | 0.02%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 5.6 06/15/42                                                                                                                                    | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      258000 | PA      | $252833.19      | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS VOLKSWAGEN AG                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4250.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                             | IHOVER 7 11/15/31 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      339000 | PA      | $409662.64      | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 1.75 11/01/30                                                                                                                                    | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      753000 | PA      | $666768.00      | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 4.8 08/03/28                                                                                                                                   | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2079000 | PA      | $2079883.24     | 0.01%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA2845                                                                                                                                           | CUSIP: 31418CET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      210631 | PA      | $200675.25      | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V3.742 01/07/33                                                                                                                                  | CUSIP: 25160PAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      502000 | PA      | $457532.38      | 0.00%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AV4459                                                                                                                                           | CUSIP: 3138XF5V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52232 | PA      | $51358.91       | 0.00%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                                     | NOVNVX 4.2 09/18/34                                                                                                                                 | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      306000 | PA      | $295882.99      | 0.00%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | E-mini Russell 2000 Options                                                                                                                         | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DE               | CORP              | US        |          23 | NC      | $6440.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP                                              | HEMT 2006-2 1A1                                                                                                                                     | CUSIP: 225470W25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1603285 | PA      | $133560.73      | 0.00%             | 2036-07-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q22848                                                                                                                                           | CUSIP: 3132JQEV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      139610 | PA      | $137818.29      | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG V60724                                                                                                                                           | CUSIP: 3132KEYV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      107496 | PA      | $105650.35      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wand Newco 3 Inc                                                                                 | CALCOL 7.625 01/30/32 144A                                                                                                                          | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      139000 | PA      | $142127.08      | 0.00%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8007                                                                                                                                           | CUSIP: 3132DV3Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1103224 | PA      | $1077157.58     | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN 4.25 04/11/27                                                                                                                                | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $998933.31      | 0.01%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6994                                                                                                                                           | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4474305 | PA      | $3698331.43     | 0.02%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                                           | QTSII 2026-2A A2                                                                                                                                    | CUSIP: 74690FAU0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2889000 | PA      | $2828962.25     | 0.02%             | 2056-01-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS5872                                                                                                                                           | CUSIP: 3138WFQ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      271907 | PA      | $263448.26      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | CDS ZF EUROPE FINANCE BV                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9729.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | PLN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $700884.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                                  | BXSL 5.125 01/31/31                                                                                                                                 | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |      636000 | PA      | $609085.74      | 0.00%             | 2031-01-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 3.125 05/04/27                                                                                                                                  | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1266000 | PA      | $1249633.03     | 0.01%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORP                                                                              | WAT 5.245 03/23/36                                                                                                                                  | CUSIP: 051473AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $240057.54      | 0.00%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EUREX FRANKFURT AKTIENGESELLSCHAFT                                                               | EURO STOXX 50 Index Options(OESX) Index Opt                                                                                                         | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DE               | CORP              | DE        |          22 | NC      | $5047.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD NXP SEMICONDUCTORS NV                                                                                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-26368.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                        | KHC 4.625 10/01/39                                                                                                                                  | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      549000 | PA      | $484013.10      | 0.00%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 4.875 03/13/36                                                                                                                                 | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1269000 | PA      | $1257434.64     | 0.01%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                  | MSFT 2.525 06/01/50                                                                                                                                 | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       54000 | PA      | $32378.67       | 0.00%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP (THE)                                                                                 | CB 6 05/11/37                                                                                                                                       | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1402000 | PA      | $1495814.61     | 0.01%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                         | AJAXM 2021-C A                                                                                                                                      | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5702198 | PA      | $5705392.98     | 0.03%             | 2061-01-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXVII LTD                                                                   | MDPK 2018-27A A1R                                                                                                                                   | CUSIP: 55820YAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $499252.60      | 0.00%             | 2038-04-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 5.1 01/15/44                                                                                                                                    | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      114000 | PA      | $103793.78      | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC / Windstream Escrow Finance Corp.                                        | WIN 8.25 10/01/31 144A                                                                                                                              | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      245000 | PA      | $256063.47      | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC 3 10/23/26                                                                                                                                      | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       46000 | PA      | $45683.87       | 0.00%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOFI PERSONAL LOAN TRUST 2023-1                                                                  | SPLT 2023-1A R1                                                                                                                                     | CUSIP: 78474N102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      177894 | PA      | $2374295.89     | 0.01%             | 2030-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 5 01/15/29                                                                                                                                      | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    22764000 | PA      | $22899406.65    | 0.13%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5539 FC                                                                                                                                         | CUSIP: 3137HL3Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     5745491 | PA      | $5807111.50     | 0.03%             | 2055-05-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                                  | GEHC 4.8 08/14/29                                                                                                                                   | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      667000 | PA      | $673060.71      | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |   -79708000 | NC      | $-2792525.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                                 | BNSF 5.8 03/15/56                                                                                                                                   | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      231000 | PA      | $233046.81      | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                  | MSFT 5.2 06/01/39                                                                                                                                   | CUSIP: 594918AD6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1003000 | PA      | $1039264.17     | 0.01%             | 2039-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                                                | CNRCN 5.85 11/01/33                                                                                                                                 | CUSIP: 136375DH2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      469000 | PA      | $498546.48      | 0.00%             | 2033-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ANDIRON FINANCING LLC                                                                            | ANDIRON FINANCING LLC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      880000 | PA      | $872343.63      | 0.00%             | 2030-01-21      | Floating      | 6.67%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 783143                                                                                                                                           | CUSIP: 36241LP42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       43098 | PA      | $41474.70       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | USD/INR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $118844.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Bank of Alabama                                                                          | RF 6.45 06/26/37 BKNT                                                                                                                               | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |      250000 | PA      | $263015.00      | 0.00%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM1619                                                                                                                                           | CUSIP: 3140J5YR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1210104 | PA      | $1158949.81     | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-A                                                                  | AJAXM 2023-A B                                                                                                                                      | CUSIP: 009692AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4193700 | PA      | $3232048.94     | 0.02%             | 2062-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                                   | CRL 4.25 05/01/28 144A                                                                                                                              | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      223000 | PA      | $217976.37      | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XVIII-R                                                                               | APID 2018-18A A1R2                                                                                                                                  | CUSIP: 03767NAW6<br>LEI: 254900ACGV2NIR3KVB11 | Long             | ABS-CBDO         | CORP              | KY        |      880000 | PA      | $880199.23      | 0.00%             | 2038-01-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | MIZUHO V5.739 05/27/31                                                                                                                              | CUSIP: 60687YCR8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $414565.13      | 0.00%             | 2031-05-27      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                            | BBWI 7.5 06/15/29                                                                                                                                   | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      133000 | PA      | $134615.42      | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                                 | DB V8.125 PERP                                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $485506.47      | 0.00%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO SA                                                                                    | BESPL 4.75 01/15/18 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |     2200000 | PA      | $559431.40      | 0.00%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sunrise SPV 98 S.r.l.                                                                            | SUNRI 2026-1 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 81560036AE47FD868675 | Long             | ABS-O            | CORP              | IT        |      704000 | PA      | $813750.95      | 0.00%             | 2051-04-27      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | JNJ 4.7 03/01/30                                                                                                                                    | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      375000 | PA      | $383268.82      | 0.00%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                            | AL 4.625 10/01/28                                                                                                                                   | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1638000 | PA      | $1630532.29     | 0.01%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS BRL                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $4765.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2025-X LTD                                                                         | PKBLU 2025-10A A1                                                                                                                                   | CUSIP: 70019YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4760000 | PA      | $4759025.15     | 0.03%             | 2039-01-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| REDSTONE BUYER LLC:TL-B1                                                                         | REDSTONE BUYER LLC:TL-B1                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1134720 | PA      | $378236.22      | 0.00%             | 2030-12-31      | Floating      | 12.00%                | No            |                  3 | On Loan: No      |
| BAYVIEW FINANCIAL REVOLVING ASSET TRUST 2005-E                                                   | BAYRT 2005-E A1                                                                                                                                     | CUSIP: 073250BV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       84817 | PA      | $86344.19       | 0.00%             | 2040-12-28      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS MORTGAGE FUNDING TRUST 2007-AR2                                                     | BSMF 2007-AR2 A1                                                                                                                                    | CUSIP: 07401TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      168669 | PA      | $155269.51      | 0.00%             | 2037-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                         | AJAXM 2021-C B                                                                                                                                      | CUSIP: 009733AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3569689 | PA      | $3570613.88     | 0.02%             | 2061-01-25      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 5.95 03/13/66                                                                                                                                  | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    26137000 | PA      | $26222676.56    | 0.15%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 4.05 05/03/47                                                                                                                                   | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1020028.40     | 0.01%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AH4236                                                                                                                                           | CUSIP: 3138A5V66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71256 | PA      | $72878.18       | 0.00%             | 2041-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK V5.796 07/08/46                                                                                                                              | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      842000 | PA      | $816878.95      | 0.00%             | 2046-07-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS HUF                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-23766.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 22 LTD                                                                               | ELM22 2023-1A AR                                                                                                                                    | CUSIP: 29001YAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1498052.25     | 0.01%             | 2038-04-19      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS - THRU TRUST SERIES 2025-ST7                                                 | UMPT 2025-ST7 B                                                                                                                                     | CUSIP: 91533RAB1<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |     2311000 | PA      | $2309872.46     | 0.01%             | 2032-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                           | OCPMR 6.75 05/02/34 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     5089000 | PA      | $5299582.82     | 0.03%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G16178                                                                                                                                           | CUSIP: 3128MFCP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14667 | PA      | $14462.59       | 0.00%             | 2028-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD 2024-37                                                                              | OCP 2024-37A A1                                                                                                                                     | CUSIP: 67120AAA9<br>LEI: 213800VGDQYISNVLCT08 | Long             | ABS-CBDO         | CORP              | JE        |     1390000 | PA      | $1390831.92     | 0.01%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2022-II LTD/LLC                                                                    | PKBLU 2022-2A A1R                                                                                                                                   | CUSIP: 70018CAQ9<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |     1460000 | PA      | $1460850.30     | 0.01%             | 2037-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco PLC                                                                           | MOTFUE 8.625 04/30/29 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |      437000 | PA      | $588025.59      | 0.00%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD CANADIAN PACIFIC KANSAS CITY LTD                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $5624.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding 2022-II Ltd. / CIFC Funding 2022-II LLC                                             | CIFC 2022-2A A1R                                                                                                                                    | CUSIP: 12567MAN1<br>LEI: 549300PC4RPZFE70AI24 | Long             | ABS-CBDO         | CORP              | KY        |     6150000 | PA      | $6136949.70     | 0.03%             | 2035-04-19      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Pony S.A.                                                                                        | PONY 2024-1 D                                                                                                                                       | CUSIP: 000000000<br>LEI: 2221001FWHVHKUW4NQ77 | Long             | ABS-O            | CORP              | LU        |      245927 | PA      | $285771.73      | 0.00%             | 2033-01-14      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2023-35 FC                                                                                                                                      | CUSIP: 3136BQEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     8668225 | PA      | $8715996.69     | 0.05%             | 2053-08-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Corning Incorporated                                                                             | GLW 5.75 08/15/40                                                                                                                                   | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |      325000 | PA      | $328633.00      | 0.00%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD HOST HOTELS & RESORTS REIT INC                                                                                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-16450.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc.                                                                             | RIOLN 5.75 06/01/35                                                                                                                                 | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     1074000 | PA      | $1121749.41     | 0.01%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                                           | OGLETH 6.2 12/01/53                                                                                                                                 | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      338000 | PA      | $344037.33      | 0.00%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 1.9 09/01/31                                                                                                                                    | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      314000 | PA      | $273262.09      | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 03/15/28                                                                                                                                    | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    75104000 | PA      | $75189078.56    | 0.42%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc.                                                                               | NXST 5.625 07/15/27 144A                                                                                                                            | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249881.10      | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                                                         | SUAMSA 6.35 05/13/32 144A                                                                                                                           | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |     1249000 | PA      | $1311712.29     | 0.01%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Tabcorp Finance Pty Ltd.                                                                         | TAHAU 5.991 05/28/31 MTN                                                                                                                            | CUSIP: 000000000<br>LEI: 213800DP7KVM374ANX97 | Long             | DBT              | CORP              | AU        |     2480000 | PA      | $1664894.06     | 0.01%             | 2031-05-28      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Suriname (Republic of)                                                                           | SURINM 8.5 11/06/35 144A                                                                                                                            | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      200000 | PA      | $206800.00      | 0.00%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                                 | BPLN 3 02/24/50                                                                                                                                     | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      824000 | PA      | $529647.87      | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | CLP CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | GB        |    -1481000 | NC      | $-91.45         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CLP CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |     2872000 | NC      | $177.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                                         | ALL 5.35 06/01/33                                                                                                                                   | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |      256000 | PA      | $263126.26      | 0.00%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS5403                                                                                                                                           | CUSIP: 3138WFAD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      287140 | PA      | $278890.36      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT TRUST 2024-EXTR                                                                              | EQT 2024-EXTR A                                                                                                                                     | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1679216 | PA      | $1698205.65     | 0.01%             | 2041-07-08      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD2723                                                                                                                                           | CUSIP: 3132DQAY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      232616 | PA      | $235329.90      | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo Inc.                                                                         | EA 7.25 07/01/33 144A                                                                                                                               | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      191000 | PA      | $197894.04      | 0.00%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Co.                                                                 | NAVOIM 6.95 10/17/31 144A                                                                                                                           | CUSIP: 63890CAB0<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |      675000 | PA      | $702000.00      | 0.00%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | FITB V4.772 07/28/30                                                                                                                                | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      636000 | PA      | $636095.70      | 0.00%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd / Regatta XXVII Funding LLC                                            | REG27 2024-1A A1                                                                                                                                    | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |     4350000 | PA      | $4352320.29     | 0.02%             | 2037-04-27      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Infinity Natural Resources LLC                                                                   | INFNAR 7.625 04/01/31 144A                                                                                                                          | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |      541000 | PA      | $543856.48      | 0.00%             | 2031-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 8 01/31/30 2030                                                                                                                                | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   249672042 | PA      | $14592120.03    | 0.08%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE TRUST 2024-HT2                                                           | KSL 2024-HT2 A                                                                                                                                      | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7203647 | PA      | $7190140.61     | 0.04%             | 2039-12-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 5.7 05/20/27                                                                                                                                   | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      271000 | PA      | $273502.57      | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD AMC NETWORKS INC                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-47836.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS 2024- 2 DAC                                                            | FORTA 2024-2 C                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400WJJIABFKEPEL72 | Long             | ABS-O            | CORP              | IE        |      586662 | PA      | $680392.98      | 0.00%             | 2034-10-18      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6 04/15/30 144A                                                                                                                              | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22387.37       | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL7936                                                                                                                                           | CUSIP: 3138EQZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      549983 | PA      | $543274.62      | 0.00%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                              | DIS 4.75 11/15/46                                                                                                                                   | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      224000 | PA      | $197787.49      | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL7521                                                                                                                                           | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3828785 | PA      | $3856162.10     | 0.02%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                       | AAPL 3.95 08/08/52                                                                                                                                  | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     2839000 | PA      | $2203289.73     | 0.01%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                                             | KD 6.35 02/20/34                                                                                                                                    | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1015876.68     | 0.01%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust 2025-1                                                                       | PANO 2025-1 E                                                                                                                                       | CUSIP: 000000000<br>LEI: 984500FD9990894F0848 | Long             | ABS-O            | CORP              | AU        |      540000 | PA      | $375393.38      | 0.00%             | 2033-03-15      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK                                                    | USD/HUF FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              | CORP              | US        |           1 | NC      | $54187.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4422                                                                                                                                             | CUSIP: 36202E4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33502 | PA      | $32327.77       | 0.00%             | 2039-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-106508.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 3.2 07/15/36                                                                                                                                  | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       75000 | PA      | $62878.32       | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V3.584 05/22/28 MTN                                                                                                                             | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10342000 | PA      | $10244268.31    | 0.06%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-C35                                                                    | BBCMS 2025-C35 D                                                                                                                                    | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1430000 | PA      | $1114286.60     | 0.01%             | 2058-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 6 06/01/44                                                                                                                                      | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      481000 | PA      | $473553.90      | 0.00%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                               | JPMMT 2021-INV7 B4                                                                                                                                  | CUSIP: 46654CAV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      523863 | PA      | $438157.92      | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co. Inc.                                                                   | FDX 4.65 03/15/31 144A                                                                                                                              | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |      299000 | PA      | $293876.64      | 0.00%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2024-2                                                                  | FFIN 2024-2A B                                                                                                                                      | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1245026 | PA      | $1243594.90     | 0.01%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 46 LTD                                                        | NEUB 2021-46A BR                                                                                                                                    | CUSIP: 64134QAL1<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |      780000 | PA      | $779817.56      | 0.00%             | 2037-01-21      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Ephios Subco 3 S.a r.l.                                                                          | SYABGR 7.875 01/31/31 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |      330000 | PA      | $399461.12      | 0.00%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                         | FG 7.4 01/13/28                                                                                                                                     | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      966000 | PA      | $983201.52      | 0.01%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                                         | V 4.4 02/12/33                                                                                                                                      | CUSIP: 92826CBA9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99085.60       | 0.00%             | 2033-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 5.375 05/16/40                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1927000 | PA      | $2145201.55     | 0.01%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG 9.875 02/01/32 144A                                                                                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       87000 | PA      | $93436.96       | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Miltonia Mortgage Finance S.r.l.                                                                 | MMFI 1 B                                                                                                                                            | CUSIP: 000000000<br>LEI: 815600BC278905BA4594 | Long             | ABS-O            | CORP              | IT        |     1776000 | PA      | $2054713.06     | 0.01%             | 2062-04-28      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                                                        | DHR 3.25 11/15/39                                                                                                                                   | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      748000 | PA      | $600515.92      | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                           | MSI 5.4 04/15/34                                                                                                                                    | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      139000 | PA      | $140667.01      | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 5.375 01/01/32                                                                                                                                  | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      314000 | PA      | $318704.59      | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                                             | BXP 6.5 01/15/34                                                                                                                                    | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      333000 | PA      | $348612.42      | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF 3.8 01/31/28                                                                                                                                    | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1612000 | PA      | $1593069.30     | 0.01%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS PLN                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $39706.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 5.4 06/01/29                                                                                                                                    | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      430000 | PA      | $440203.83      | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8341                                                                                                                                           | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11005839 | PA      | $10892511.30    | 0.06%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corporation                                                                       | LNT V5.75 04/01/56                                                                                                                                  | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     2681000 | PA      | $2606617.53     | 0.01%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-LBA                                                                                | BX 2021-LBA AJV                                                                                                                                     | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4963989 | PA      | $4960886.51     | 0.03%             | 2036-02-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Invesco US CLO 2024-4 Ltd.                                                                       | INVCO 2024-4A A1                                                                                                                                    | CUSIP: 46151BAA3<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |     1177000 | PA      | $1177588.50     | 0.01%             | 2038-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2025-NQM4                                                                     | ADMT 2026-NQM1 A1                                                                                                                                   | CUSIP: 00040DAC7<br>LEI: 9845006Y6D399D9E8O78 | Long             | ABS-O            | CORP              | US        |     3803118 | PA      | $3768019.41     | 0.02%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXVII LTD                                                            | BSP 2022-27A AR                                                                                                                                     | CUSIP: 08179PAQ5<br>LEI: 254900WANE6M5S0NC534 | Long             | ABS-CBDO         | CORP              | JE        |    10520000 | PA      | $10525700.79    | 0.06%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G60018                                                                                                                                           | CUSIP: 31335AAT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      725211 | PA      | $711072.68      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.943 01/21/33                                                                                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6544000 | PA      | $5883959.86     | 0.03%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                      | WMT 4.9 04/28/35                                                                                                                                    | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      129000 | PA      | $130802.76      | 0.00%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                                                | NUE 5.2 08/01/43                                                                                                                                    | CUSIP: 670346AN5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      117000 | PA      | $111383.26      | 0.00%             | 2043-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2020-A                                                      | NAVSL 2020-A A2B                                                                                                                                    | CUSIP: 63941FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      714867 | PA      | $713318.86      | 0.00%             | 2068-11-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust IBOXX INV CP ETF                                                                                                                      | CUSIP: 464287242<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     2388100 | NS      | $260279019.00   | 1.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage Association                                                         | G2 748948                                                                                                                                           | CUSIP: 3620C5BR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28081 | PA      | $27484.20       | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 5.7 01/15/35                                                                                                                                    | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    47947000 | PA      | $48697401.72    | 0.27%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7556                                                                                                                                           | CUSIP: 3132DVMD4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     7758531 | PA      | $6908606.13     | 0.04%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | MIZUHO V5.778 07/06/29                                                                                                                              | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $256893.69      | 0.00%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                                     | HESM 5.5 10/15/30 144A                                                                                                                              | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      137000 | PA      | $135917.17      | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                               | ATO 6.2 11/15/53                                                                                                                                    | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      338000 | PA      | $356880.90      | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD TESCO PLC                                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $8802.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 30 LTD                                                                               | ELM30 2024-6A A                                                                                                                                     | CUSIP: 29001JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2410000 | PA      | $2411834.49     | 0.01%             | 2037-07-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | S&P 500 INDEX                                                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         107 | NC      | $42424.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC 4.3 07/22/27 GMTN                                                                                                                               | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3385000 | PA      | $3380660.50     | 0.02%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BY3018                                                                                                                                           | CUSIP: 3140NKK83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87518 | PA      | $86636.29       | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB7230                                                                                                                                           | CUSIP: 3140QTA82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38707 | PA      | $38321.00       | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ6316                                                                                                                                           | CUSIP: 3140H8AS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      179567 | PA      | $176858.18      | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | USD/EGP FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-292717.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 20 LTD                                                                             | BALLY 2022-20A BR3                                                                                                                                  | CUSIP: 05876CBM4<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249231.98      | 0.00%             | 2036-10-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO V LTD                                                                                 | CARVL 2021-2A D                                                                                                                                     | CUSIP: 14687MAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $245787.60      | 0.00%             | 2034-10-16      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                                         | DUK 2.5 08/15/50                                                                                                                                    | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      478000 | PA      | $274237.53      | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cwheq Home Equity Loan Trust Series 2006-S5                                                      | CWL 2006-S5 A5                                                                                                                                      | CUSIP: 126683AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       34612 | PA      | $54209.03       | 0.00%             | 2035-06-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| ACE Securities Corp Home Equity Loan Trust                                                       | ACE 2007-HE4 A2C                                                                                                                                    | CUSIP: 00442LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      201820 | PA      | $29649.41       | 0.00%             | 2037-05-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA9422                                                                                                                                           | CUSIP: 3140QHPG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1501017 | PA      | $1360945.18     | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD/PEN FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5992.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HNG HOSPITALITY OFFSHORE LP                                                                      | HNG HOSPITALITY OFFSHORE LP                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    13871000 | NS      | $8322600.00     | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| RFMSI Series 2006-S8 Trust                                                                       | RFMSI 2006-SA4 2A1                                                                                                                                  | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      177283 | PA      | $150407.25      | 0.00%             | 2036-11-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | USD CALL VERSUS GBP PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              | CORP              | GB        |    10437000 | NC      | $42624.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB5157                                                                                                                                           | CUSIP: 3140QQWT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      881094 | PA      | $913904.27      | 0.01%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A93010                                                                                                                                           | CUSIP: 312941KX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34439 | PA      | $34125.82       | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-420K                                                    | CGCMT 2020-420K X                                                                                                                                   | CUSIP: 17328QAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    46500000 | PA      | $1495700.40     | 0.01%             | 2042-11-13      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Dryden 68 Clo Ltd                                                                                | DRSLF 2019-68A ARR                                                                                                                                  | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249638.08      | 0.00%             | 2035-07-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2021-N                                                              | BARC 2021-NPL1 B                                                                                                                                    | CUSIP: 06744JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3336617 | PA      | $3339683.46     | 0.02%             | 2051-11-25      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-3                                                    | GSKY 2025-3A A3                                                                                                                                     | CUSIP: 39571WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4629801 | PA      | $4624085.65     | 0.03%             | 2060-12-27      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK II LTD/LLC                                                                        | SAND 2023-1A A1R                                                                                                                                    | CUSIP: 80013TAL7<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |     1840000 | PA      | $1840718.89     | 0.01%             | 2038-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corporation                                                                          | BYD 4.75 12/01/27                                                                                                                                   | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |       91000 | PA      | $90053.89       | 0.00%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD HSBC HOLDINGS PLC                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-30413.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST SERIES 2006-S5                               | NAA 2006-S5 A1                                                                                                                                      | CUSIP: 65538AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       39732 | PA      | $82092.28       | 0.00%             | 2036-10-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd.                                                                | ANVAU V6.4956 02/04/56 mTN                                                                                                                          | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |     1090000 | PA      | $730476.84      | 0.00%             | 2056-02-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C 4.75 05/18/46                                                                                                                                     | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      460000 | PA      | $387437.27      | 0.00%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD OTSUKA CORP                                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7209.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL9378                                                                                                                                           | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      332001 | PA      | $324658.78      | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8208                                                                                                                                           | CUSIP: 3132DWDM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5084297 | PA      | $4823392.31     | 0.03%             | 2052-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA9274                                                                                                                                           | CUSIP: 3133KRJT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2151287 | PA      | $2170244.67     | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-B                                                                  | AJAXM 2023-B B                                                                                                                                      | CUSIP: 009691AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1749300 | PA      | $1729738.98     | 0.01%             | 2062-10-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                           | BARC 2024-NQM1 B1                                                                                                                                   | CUSIP: 06745AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1442000 | PA      | $1457026.79     | 0.01%             | 2064-01-25      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AB9456                                                                                                                                           | CUSIP: 36178WQH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       49506 | PA      | $46518.09       | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT6033                                                                                                                                           | CUSIP: 3138WTV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53617 | PA      | $52949.77       | 0.00%             | 2028-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG V60903                                                                                                                                           | CUSIP: 3132KFAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      320452 | PA      | $310818.58      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SGL Group APS                                                                                    | SKIBID F 04/22/30 *                                                                                                                                 | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |      501000 | PA      | $538556.07      | 0.00%             | 2030-04-22      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Company                                                              | AEP 5.3 04/01/33                                                                                                                                    | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      612000 | PA      | $620582.98      | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 4.9 11/01/34                                                                                                                                     | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      285000 | PA      | $283471.54      | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                                        | ADBE 4.95 04/04/34                                                                                                                                  | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      140000 | PA      | $140191.27      | 0.00%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                                   | AN 4.45 01/15/29                                                                                                                                    | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      287000 | PA      | $284613.98      | 0.00%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REGATTA XIX FUNDING LTD                                                                          | REG19 2022-1A A1R                                                                                                                                   | CUSIP: 75888EAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1020000 | PA      | $1019697.37     | 0.01%             | 2038-10-20      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD HAKUHODO DY HOLDINGS INC                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $45433.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AOA TRUST 2025-1301                                                                              | AOA 2025-1301 E                                                                                                                                     | CUSIP: 682461AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1346000 | PA      | $1391187.24     | 0.01%             | 2042-08-13      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                     | AM 5.75 01/15/28 144A                                                                                                                               | CUSIP: 03690AAF3<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |      117000 | PA      | $116999.39      | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | IRS COP                                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $81348.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-HY12                                                                 | CWALT 2006-OA8 1A1                                                                                                                                  | CUSIP: 02147CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      218179 | PA      | $201264.61      | 0.00%             | 2046-07-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc.                                                                     | RJF 4.9 09/11/35                                                                                                                                    | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |      344000 | PA      | $335003.04      | 0.00%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.375 09/27/54                                                                                                                                 | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2794000 | PA      | $2161223.88     | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                                             | GFLCN 6.625 04/01/32 144A                                                                                                                           | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102968.12      | 0.00%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD CHINA TOWER CORP LTD H                                                                                                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5657.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD NETFLIX INC                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $18073.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CML TERRANEA RESORT                                                                              | CML TERRANEA RESORT                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7500000 | PA      | $7500000.00     | 0.04%             | 2028-01-01      | Floating      | 8.01%                 | No            |                  3 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                                                           | Three-Month CORRA Futures, Dec-2026                                                                                                                 | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |         101 | NC      | $-47814.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | CZK/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $211680.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 4.125 03/04/43                                                                                                                                   | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      305000 | PA      | $252046.90      | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Company                                                                       | PPL 4.375 10/01/45                                                                                                                                  | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |      141000 | PA      | $116291.65      | 0.00%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD IAMGOLD CORP                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-48118.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS BRL                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-61605.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                    | NGERIA 10.375 12/09/34 144A                                                                                                                         | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $228800.00      | 0.00%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $426377.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                                        | JBL 4.75 02/01/33                                                                                                                                   | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |      102000 | PA      | $99317.73       | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B9 MORTGAGE TRUST                                                                 | BMARK 2019-B9 XA                                                                                                                                    | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11906721 | PA      | $270861.22      | 0.00%             | 2052-03-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                                        | XYZ 6.5 05/15/32                                                                                                                                    | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      269000 | PA      | $271456.24      | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC 3.15 05/19/27                                                                                                                                   | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      877000 | PA      | $866472.20      | 0.00%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                                   | PLD 1.75 02/01/31                                                                                                                                   | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     1062000 | PA      | $933107.30      | 0.01%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                                               | RAKUTN 9.75 04/15/29 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    14000000 | PA      | $14918372.56    | 0.08%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM1595                                                                                                                                           | CUSIP: 3140J5XZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      165917 | PA      | $163459.39      | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | MIZUHO V5.323 07/08/36                                                                                                                              | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $401770.47      | 0.00%             | 2036-07-08      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 11.25 05/15/28 144A                                                                                                                          | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      773000 | PA      | $631652.31      | 0.00%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS USD                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1445164.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                | CCI 5.1 05/01/33                                                                                                                                    | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      258000 | PA      | $254351.99      | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 7.2 06/10/30                                                                                                                                      | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $210665.71      | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd.                                                                            | SYMP 2015-16A ARR                                                                                                                                   | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |      438467 | PA      | $438535.89      | 0.00%             | 2031-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD DWS GROUP & GMBH CO KGAA                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-62447.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-ASHF                                                         | MSC 2017-ASHF G                                                                                                                                     | CUSIP: 61691KAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1612000 | PA      | $1587820.00     | 0.01%             | 2034-11-15      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                                           | BX 2025-BCAT E                                                                                                                                      | CUSIP: 12433HAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3240919 | PA      | $3249021.62     | 0.02%             | 2042-08-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 2.95 03/10/52                                                                                                                                   | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       64000 | PA      | $39918.67       | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | THB/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-94481.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Metro Finance 2025-1 Trust                                                                       | METR 2025-1 D                                                                                                                                       | CUSIP: 000000000<br>LEI: 984500JC8CA58B01AB40 | Long             | ABS-O            | CORP              | AU        |      650000 | PA      | $451588.83      | 0.00%             | 2031-10-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XVIII LLC                                                                           | OR 2024-18A A                                                                                                                                       | CUSIP: 69122HAA8<br>LEI: 254900IC5H3CWUYT6A39 | Long             | ABS-CBDO         | CORP              | US        |     3925000 | PA      | $3925583.65     | 0.02%             | 2036-07-24      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                                                 | USD/ZAR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $49086.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | IRM 5.25 07/15/30 144A                                                                                                                              | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      442000 | PA      | $429428.26      | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                                    | WBD 3.95 03/20/28 *                                                                                                                                 | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    39937000 | PA      | $39126278.90    | 0.22%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 3.125 07/31/29                                                                                                                                  | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96365.10       | 0.00%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SUNTEC REIT MTN PTE LTD                                                                          | SUNSP V4.48 PERP DMTN                                                                                                                               | CUSIP: 000000000<br>LEI: 549300RQEL8OM4GZ7956 | Long             | DBT              | CORP              | SG        |     1750000 | PA      | $1395154.39     | 0.01%             | N/A             | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                       | PPC 4.25 04/15/31                                                                                                                                   | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      226000 | PA      | $215878.86      | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM3208                                                                                                                                           | CUSIP: 3140J7R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1973718 | PA      | $1942210.19     | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD DASSAULT AVIATION SA                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $1916.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                                      | IONPLA 7.875 09/30/32 144a                                                                                                                          | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      400000 | PA      | $309610.30      | 0.00%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER CAPITAL MORTGAGE SECURITIZATION CORP                                                  | BCM 2000-A A3                                                                                                                                       | CUSIP: 09774XBP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1554106 | PA      | $85602.67       | 0.00%             | 2030-06-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-36 Ltd.                                                                             | OCP 2024-36A B1                                                                                                                                     | CUSIP: 67570EAN8<br>LEI: 213800SXD3RKNW1ZTX26 | Long             | ABS-CBDO         | CORP              | JE        |      289000 | PA      | $289162.22      | 0.00%             | 2037-10-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                                                     | WLNFP 4.125 09/12/28 EMTN                                                                                                                           | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     3500000 | PA      | $3675986.03     | 0.02%             | 2028-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2025-X LTD                                                                         | PKBLU 2025-10A D1                                                                                                                                   | CUSIP: 70019YAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      990000 | PA      | $980214.84      | 0.01%             | 2039-01-20      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                             | MTB V5.053 01/27/34                                                                                                                                 | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      238000 | PA      | $235079.34      | 0.00%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc                                                                                       | ACA 6.875 08/15/32 144A                                                                                                                             | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       79000 | PA      | $80946.80       | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.125 08/15/40                                                                                                                                    | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6836000 | PA      | $4261551.74     | 0.02%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                                  | AJAXM 2022-B A3                                                                                                                                     | CUSIP: 00971BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      803500 | PA      | $743435.72      | 0.00%             | 2062-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM8117                                                                                                                                           | CUSIP: 3140XCAT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3042203 | PA      | $2806503.97     | 0.02%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | USD/KRW ONE-TOUCH BARRIER OPTION; BARRIER PRICE USD 1,365.00000                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |     -175000 | NC      | $0.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD VAR ENERGI                                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $77840.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | WMB 7.5 01/15/31 A                                                                                                                                  | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      314000 | PA      | $350952.89      | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                  | MSFT 3.041 03/17/62                                                                                                                                 | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      100000 | PA      | $60757.61       | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                                  | CVX 4.98 04/15/35                                                                                                                                   | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      700000 | PA      | $708958.88      | 0.00%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                                 | MCD 5.2 05/17/34 GMTN                                                                                                                               | CUSIP: 58013MFY5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      496000 | PA      | $507145.68      | 0.00%             | 2034-05-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tenneco LLC                                                                                      | TENINC 8 11/17/28 144A                                                                                                                              | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      369000 | PA      | $367687.58      | 0.00%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AZ5602                                                                                                                                           | CUSIP: 3138YXGL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31843 | PA      | $31126.52       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC                                                                         | COP 5.95 10/15/36                                                                                                                                   | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |      364000 | PA      | $388822.07      | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                                                                       | SEM 6.25 12/01/32 144A                                                                                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      854000 | PA      | $813945.58      | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FISV 4.75 03/15/30                                                                                                                                  | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      642000 | PA      | $636204.90      | 0.00%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                     | TMO 5.3 02/01/44                                                                                                                                    | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      636000 | PA      | $614563.90      | 0.00%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CIP COMMERCIAL MORTGAGE TRUST 2025-SBAY                                                          | CIP 2025-SBAY E                                                                                                                                     | CUSIP: 12576AAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6330000 | PA      | $6306262.50     | 0.04%             | 2037-10-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc.                                                                           | TXN 4.85 02/08/34                                                                                                                                   | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      934000 | PA      | $942463.56      | 0.01%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Softbank Group Corp.                                                                             | SOFTBK 6.375 07/10/33 .                                                                                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     2060000 | PA      | $2284543.65     | 0.01%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                                        | BRAVO 2023-NQM6 B1                                                                                                                                  | CUSIP: 10569DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      662000 | PA      | $664575.05      | 0.00%             | 2063-09-25      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                               | COP 5.65 01/15/65                                                                                                                                   | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      143000 | PA      | $135977.02      | 0.00%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Newmont Corporation                                                                              | NEM 5.45 06/09/44                                                                                                                                   | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      206000 | PA      | $198684.61      | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 8 LTD                                                                      | ANCHC 2016-8A A1R3                                                                                                                                  | CUSIP: 03329KBJ1<br>LEI: 549300PKM3N9LK4JM015 | Long             | ABS-CBDO         | CORP              | KY        |     2395000 | PA      | $2395327.88     | 0.01%             | 2038-10-27      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Voltagrid LLC                                                                                    | VOLTAG 7.375 11/01/30 144A                                                                                                                          | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     1486000 | PA      | $1534754.17     | 0.01%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 5056                                                                                                                                             | CUSIP: 36202FTM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       36408 | PA      | $37045.18       | 0.00%             | 2041-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD CARNIVAL CORP                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14773.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Repsol E&p Capital Markets US LLC                                                                | REPSEP 4.805 09/16/28 144A                                                                                                                          | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |     1629000 | PA      | $1635790.13     | 0.01%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ministerio de Hacienda y Credito Publico                                                         | COLTES 7.75 09/18/30 B                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 49293700000 | PA      | $10742931.03    | 0.06%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners Llc                                                             | HOWARD 7.375 07/15/32 144A                                                                                                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $170617.76      | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 3.95 04/13/52                                                                                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    15658000 | PA      | $12005680.37    | 0.07%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | SGD/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12279.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                                      | PEP 4.6 02/07/30                                                                                                                                    | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      938000 | PA      | $950185.79      | 0.01%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 888450                                                                                                                                           | CUSIP: 31410GBT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      256761 | PA      | $261259.04      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.375 12/15/26                                                                                                                                    | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         300 | PA      | $301.29         | 0.00%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/IDR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-245.53        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                                   | EchoStar Corp. CL A                                                                                                                                 | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       41272 | NS      | $4831713.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD3254                                                                                                                                           | CUSIP: 3132DQTK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      575360 | PA      | $570017.93      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/ZAR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36139.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 4 04/01/47                                                                                                                                      | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       44000 | PA      | $32688.87       | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEHMAN ABS MANUFACTURED HOUSING TRUST                                                            | LABMH 2001-B M1                                                                                                                                     | CUSIP: 52519SAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      358745 | PA      | $360857.84      | 0.00%             | 2040-04-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-1                                                                    | LFT 2025-1A A                                                                                                                                       | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6997000 | PA      | $7021091.37     | 0.04%             | 2034-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| KOREA EXCHANGE, INC.                                                                             | K2I Future, JUN 2026                                                                                                                                | CUSIP: 000000000<br>LEI: 549300TJ3RRV6Q1UEW14 | N/A              | DE               | CORP              | KR        |         -13 | NC      | $165478.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V3.102 02/24/33                                                                                                                                  | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      665000 | PA      | $600594.01      | 0.00%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                                     | BMY 3.7 03/15/52                                                                                                                                    | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       99000 | PA      | $71378.10       | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EUREX FRANKFURT AKTIENGESELLSCHAFT                                                               | EURO STOXX 50 Index Options(OESX) Index Opt                                                                                                         | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DE               | CORP              | DE        |          63 | NC      | $183539.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                                                                             | OTIS 5.125 11/19/31                                                                                                                                 | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102296.65      | 0.00%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GREEN TREE MANIFACTURED HOUSING CONTRACT PASS THROUGH CERTIFICATES                               | GT 1999-5 A5                                                                                                                                        | CUSIP: 3935053P5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      763259 | PA      | $184674.14      | 0.00%             | 2030-03-01      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHMS KW09 X1                                                                                                                                        | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    32344161 | PA      | $581315.13      | 0.00%             | 2029-05-25      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 2.25 05/15/30                                                                                                                                   | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      403000 | PA      | $367178.07      | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                 | ALIANT 7.375 10/01/32 144A                                                                                                                          | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       46000 | PA      | $45560.76       | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 4.85 03/15/44                                                                                                                                   | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      734000 | PA      | $662470.39      | 0.00%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4322                                                                                                                                           | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5235667 | PA      | $5007430.76     | 0.03%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC 6.8 06/01/38 **                                                                                                                                | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      753000 | PA      | $810545.77      | 0.00%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| JW COMMERCIAL MORTGAGE TRUST 2024-MRCO                                                           | JW 2024-MRCO A                                                                                                                                      | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3715000 | PA      | $3715000.00     | 0.02%             | 2039-06-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                               | BBVASM V7.883 11/15/34                                                                                                                              | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $226182.66      | 0.00%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS STRUCTURED PRODUCTS INC TRUST 2007-AR4                                              | BSMF 2007-AR4 2A1                                                                                                                                   | CUSIP: 07401YAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      269348 | PA      | $256362.95      | 0.00%             | 2037-06-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                                        | PFE 6 02/15/36                                                                                                                                      | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |      197000 | PA      | $210610.22      | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD SCENTRE GROUP                                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $16269.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYGB 24.458 10/01/27 3Y                                                                                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   106784000 | PA      | $1921583.47     | 0.01%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD BMW AG                                                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $9525.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.387 02/02/41                                                                                                                                  | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2723000 | PA      | $2630828.63     | 0.01%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD ADIDAS AG                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2538.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.625 05/15/32                                                                                                                                  | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33494.44       | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST SERIES 2004-AP2                              | NAA 2004-R1 A1                                                                                                                                      | CUSIP: 62951MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1316761 | PA      | $1203629.75     | 0.01%             | 2034-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2021-3 LLC                                                                            | CLVR 2021-3A AR                                                                                                                                     | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      270000 | PA      | $269595.00      | 0.00%             | 2035-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V4.675 03/10/32                                                                                                                                | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2574000 | PA      | $2539889.33     | 0.01%             | 2032-03-10      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD BANK OF NEW YORK MELLON CORP                                                                                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $27473.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies Capital S.A.                                                                       | TTEFP 5.275 09/10/54                                                                                                                                | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     1026000 | PA      | $957004.07      | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                                                 | INTMAT 6.5 08/01/29 144A                                                                                                                            | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      139000 | PA      | $135155.01      | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 7 02/01/30                                                                                                                                      | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    41496000 | PA      | $44395563.71    | 0.25%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp/ Aon Global Holdings PLC                                                                | AON 2.6 12/02/31                                                                                                                                    | CUSIP: 03740LAC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89195.25       | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG V2.309 07/20/32                                                                                                                                | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      675000 | PA      | $594559.83      | 0.00%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                     | TMO 5.546 02/12/46                                                                                                                                  | CUSIP: 883556DK5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      217000 | PA      | $214300.99      | 0.00%             | 2046-02-12      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                 | MRK 4.75 12/04/35                                                                                                                                   | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      175000 | PA      | $171716.51      | 0.00%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                                                                         | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |  -240849979 | NC      | $-1419110.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cifc Funding 2019-1 Ltd                                                                          | CIFC 2019-1A A1R2                                                                                                                                   | CUSIP: 12553DAS6<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | KY        |     6729000 | PA      | $6731448.01     | 0.04%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| FIDIUM LLC                                                                                       | CNSL 2026-1A A2                                                                                                                                     | CUSIP: 315961AG7<br>LEI: 549300WW675Y48HDVX34 | Long             | ABS-O            | CORP              | US        |     3849000 | PA      | $3799005.34     | 0.02%             | 2056-03-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD XERO LTD                                                                                                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $10754.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA9614                                                                                                                                           | CUSIP: 3133KRVF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32060 | PA      | $31722.06       | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.75 08/15/41                                                                                                                                     | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27881000 | PA      | $24864188.81    | 0.14%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 7 LLC                                                                      | ANCHC 2015-7A AR3                                                                                                                                   | CUSIP: 03328TBS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5686000 | PA      | $5688767.94     | 0.03%             | 2037-04-28      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 10 LTD                                                                           | BGCLO 2024-10A A                                                                                                                                    | CUSIP: 09090JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     2550000 | PA      | $2551909.44     | 0.01%             | 2038-01-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V4.619 11/06/31                                                                                                                                | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $197222.36      | 0.00%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/MXN FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $249525.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.625 08/15/43                                                                                                                                    | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33822000 | PA      | $28884780.79    | 0.16%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2015-1                                                    | VCC 2020-1 M1                                                                                                                                       | CUSIP: 92259LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      418086 | PA      | $343452.16      | 0.00%             | 2050-02-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/PLN FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $253037.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                                                                     | TFC V4.136 10/23/29 BKNT                                                                                                                            | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |      400000 | PA      | $396192.49      | 0.00%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                            | WSTP V6.085 02/12/41 MTN                                                                                                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     2630000 | PA      | $1763397.67     | 0.01%             | 2041-02-12      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD1465                                                                                                                                           | CUSIP: 3132DNTW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13366394 | PA      | $13340795.40    | 0.07%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.625 09/30/31                                                                                                                                    | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30400000 | PA      | $29824062.58    | 0.17%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                                             | WLK 6.375 11/15/55                                                                                                                                  | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22662.36       | 0.00%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.4 11/06/42                                                                                                                                   | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      470000 | PA      | $412836.15      | 0.00%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Union Electric Company                                                                           | AEE 3.9 09/15/42                                                                                                                                    | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |       84000 | PA      | $67915.26       | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Dryden 80 CLO Ltd/Dryden 80 CLO LLC                                                              | DRSLF 2019-80A CRR                                                                                                                                  | CUSIP: 26245JBE7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |      120000 | PA      | $119853.65      | 0.00%             | 2033-01-18      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Southern Company Gas Capital Corp.                                                               | SO 4.4 06/01/43                                                                                                                                     | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      495000 | PA      | $414907.02      | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Renew Treasury IFSC Pvt Ltd.                                                                     | RPVIN 6.5 02/02/31 144A                                                                                                                             | CUSIP: 759963AA9<br>LEI: 335800IK4XWJ5637BW61 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $193937.50      | 0.00%             | 2031-02-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD CVC CAPITAL PARTNERS PLC                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $21051.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 4.875 10/04/33 10Y                                                                                                                           | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       34000 | PA      | $33926.22       | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS5443                                                                                                                                           | CUSIP: 3138WFBM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1510533 | PA      | $1375884.12     | 0.01%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Youni Italy 2025-2                                                                               | YOUIT 2025-2 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 8156001A7AEEA1E59607 | Long             | ABS-O            | CORP              | IT        |      354520 | PA      | $409287.06      | 0.00%             | 2036-01-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming                                                                              | J&J Ventures Gaming Term Loan B 350 2030-04-01                                                                                                      | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |     1855899 | PA      | $1830380.73     | 0.01%             | 2030-04-26      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 4.45 04/15/42                                                                                                                                   | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82366.78       | 0.00%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.571 04/22/28                                                                                                                                 | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9202000 | PA      | $9314348.69     | 0.05%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | MIZUHO 3.17 09/11/27                                                                                                                                | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      251000 | PA      | $246932.06      | 0.00%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD GEORG FISCHER AG                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $34926.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLEXSYS CAYMAN HOLDINGS LP: TL LOAN/TERM                                                         | FLEXSYS CAYMAN HOLDINGS LP: TL LOAN/TERM                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     1962310 | PA      | $119367.32      | 0.00%             | 2029-08-01      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| EchoStar Corp.                                                                                   | SATS 10.75 11/30/29 .                                                                                                                               | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      390000 | PA      | $421297.80      | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                                   | NSANY 2.75 03/09/28 144A                                                                                                                            | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93493.83       | 0.00%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| India Green Power Holdings                                                                       | INGPHL 4 02/22/27 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 254900I7N0GT4VVL6V29 | Long             | DBT              | CORP              | MU        |     6538400 | PA      | $6368401.60     | 0.04%             | 2027-02-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD NEDBANK GROUP LTD                                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-18622.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.947 02/24/28                                                                                                                                 | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5361000 | PA      | $5293547.84     | 0.03%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 4.812 03/15/39                                                                                                                                   | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1198000 | PA      | $1116708.75     | 0.01%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD LASERTEC CORP                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $21646.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD TAPESTRY INC                                                                                                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $19331.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                                        | NSLT 2025-CA D                                                                                                                                      | CUSIP: 64035UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4599000 | PA      | $4485467.71     | 0.03%             | 2065-06-22      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                                                              | NY PORTRN 4.96 08/01/2046                                                                                                                           | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     5020000 | PA      | $4705749.51     | 0.03%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SHR TRUST 2024-LXRY                                                                              | SHR 2024-LXRY D                                                                                                                                     | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1783000 | PA      | $1778552.66     | 0.01%             | 2041-10-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-C                                                                  | AJAXM 2023-C A1                                                                                                                                     | CUSIP: 009926AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19387510 | PA      | $18591654.32    | 0.10%             | 2063-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZM0204                                                                                                                                           | CUSIP: 3131XTGM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      104646 | PA      | $98454.66       | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-NQM2                                                        | BRAVO 2025-NQM2 A1                                                                                                                                  | CUSIP: 10569NAC5<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-O            | CORP              | US        |     7405202 | PA      | $7444423.94     | 0.04%             | 2064-11-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO V LTD                                                                               | TREST 2021-5A A1R                                                                                                                                   | CUSIP: 89532UAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      230000 | PA      | $229854.92      | 0.00%             | 2034-10-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 4.55 04/05/49                                                                                                                                   | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1058000 | PA      | $866590.44      | 0.00%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                                | TSN 4.55 06/02/47                                                                                                                                   | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84167.34       | 0.00%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                           | FR SD0498                                                                                                                                           | CUSIP: 3132DMRT4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |    11514030 | PA      | $10547060.81    | 0.06%             | 2044-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BY0557                                                                                                                                           | CUSIP: 3140NGTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2209117 | PA      | $2238770.19     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                                         | MPC 4.75 09/15/44                                                                                                                                   | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      200000 | PA      | $170041.01      | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL1472                                                                                                                                           | CUSIP: 3138EHT69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44412 | PA      | $43953.46       | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RC1819                                                                                                                                           | CUSIP: 3133L8AU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3684508 | PA      | $3395723.36     | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                                  | CSX 4.75 05/30/42                                                                                                                                   | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     2397000 | PA      | $2189378.84     | 0.01%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC 4.75 12/07/46 MTN                                                                                                                               | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83830.44       | 0.00%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                        | NEE 5.15 06/15/29                                                                                                                                   | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     1583000 | PA      | $1623929.89     | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2021-E                                                                  | AJAXM 2021-E B1                                                                                                                                     | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2669000 | PA      | $1859215.52     | 0.01%             | 2060-12-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| RWLV CAPITAL INC                                                                                 | RWLVCA 4.625 04/16/29 144A                                                                                                                          | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $171244.00      | 0.00%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN 2019-2 LTD                                                                  | MCSLT 2019-2GS A                                                                                                                                    | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     3221778 | PA      | $2915780.88     | 0.02%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| EUREX FRANKFURT AKTIENGESELLSCHAFT                                                               | EURO STOXX 50 Index Options(OESX) Index Opt                                                                                                         | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DE               | CORP              | DE        |          31 | NC      | $5912.17        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips Co.                                                                               | COP 4.025 03/15/62                                                                                                                                  | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      214000 | PA      | $154153.63      | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                               | BBVASM 5.127 03/03/36                                                                                                                               | CUSIP: 05946KAU5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $194542.51      | 0.00%             | 2036-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AF0130                                                                                                                                           | CUSIP: 36181FEB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      182043 | PA      | $171282.41      | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Estee Lauder Companies Inc.                                                                  | EL 5.15 05/15/53                                                                                                                                    | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86929.22       | 0.00%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 5.8 09/15/62                                                                                                                                   | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1007000 | PA      | $965646.74      | 0.01%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                                | BRKHEC 4.45 01/15/49                                                                                                                                | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      428000 | PA      | $347198.44      | 0.00%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS XVI LTD                                                                      | OAKC 2021-16A AR                                                                                                                                    | CUSIP: 67115LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5387770 | PA      | $5389341.61     | 0.03%             | 2037-10-19      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0599                                                                                                                                           | CUSIP: 3140XFUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1736200 | PA      | $1431627.67     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                  | MSFT 3.7 08/08/46                                                                                                                                   | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      635000 | PA      | $501179.99      | 0.00%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CSN Resources S.A.                                                                               | CSNABZ 5.875 04/08/32 144A                                                                                                                          | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |      582000 | PA      | $355747.50      | 0.00%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bbva Consumer 2026-1 Fondo De Titulizacion                                                       | BBVAC 2026-1 F                                                                                                                                      | CUSIP: 000000000<br>LEI: 9598008ZNM97MVXBD120 | Long             | ABS-O            | CORP              | ES        |     1800000 | PA      | $2061339.19     | 0.01%             | 2039-05-20      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD HEWLETT PACKARD ENTERPRISE                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17850.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                                 | KMI 5 08/15/42                                                                                                                                      | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      873000 | PA      | $786838.18      | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                                 | KMI 7.5 11/15/40                                                                                                                                    | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      100000 | PA      | $115915.47      | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD RECKITT BENCKISER GROUP PLC                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $153040.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                              | ETR 1.9 06/15/28                                                                                                                                    | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      253000 | PA      | $239879.70      | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CONE TRUST 2024-DFW1                                                                             | CONE 2024-DFW1 A                                                                                                                                    | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3280000 | PA      | $3256425.00     | 0.02%             | 2041-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q26218                                                                                                                                           | CUSIP: 3132M6SF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24073 | PA      | $22797.96       | 0.00%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DAVIDSON HOMES PREF EQUITY                                                                       | DAVIDSON HOMES PREF EQUITY                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       18658 | NS      | $20576415.56    | 0.12%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD LOTTERY CORP LTD/THE                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16546.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                                                 | USD/GBP FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $397840.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS4258                                                                                                                                           | CUSIP: 3138WDWU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      311401 | PA      | $300744.76      | 0.00%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS2473                                                                                                                                           | CUSIP: 3140XHXB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4705880 | PA      | $4696167.32     | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                                              | CCO 7.875 04/01/30 144A                                                                                                                             | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      755000 | PA      | $790109.77      | 0.00%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 4.9 07/29/45                                                                                                                                   | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      676000 | PA      | $569955.70      | 0.00%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| The Hartford Insurance Group Inc.                                                                | HIG 6.1 10/01/41                                                                                                                                    | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104997.38      | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V4.548 07/22/28 MTN                                                                                                                             | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     3181000 | PA      | $3183857.05     | 0.02%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 8 02/21/36 M                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    39380000 | PA      | $2009705.56     | 0.01%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET BACKED CERTIFICATES SERIES 2004-5                                                    | CWL 2004-5 A                                                                                                                                        | CUSIP: 1266716J0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      255226 | PA      | $251200.17      | 0.00%             | 2034-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                                            | ACM 6 08/01/33 144A                                                                                                                                 | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99890.13       | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6658                                                                                                                                           | CUSIP: 36179VMF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      390505 | PA      | $370805.77      | 0.00%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.25 07/01/29                                                                                                                                    | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      267000 | PA      | $272839.27      | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2016-UBS9                                                         | MSC 2016-UBS9 XD                                                                                                                                    | CUSIP: 61766CAM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13984000 | PA      | $179639.86      | 0.00%             | 2049-03-17      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC                                                  | WFCM 2024-BPRC X                                                                                                                                    | CUSIP: 95004AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    33871000 | PA      | $272163.65      | 0.00%             | 2043-07-17      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                                         | ST 3.75 02/15/31 144A                                                                                                                               | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92752.02       | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V4.916 07/28/33 MTN                                                                                                                             | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      738000 | PA      | $723688.25      | 0.00%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/THB FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-178915.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-LVL                                            | NCMS 2019-LVL D                                                                                                                                     | CUSIP: 63874TAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1550000 | PA      | $1424597.72     | 0.01%             | 2038-08-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD ALFRESA HOLDINGS CORP                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $24649.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                                     | CHASE 2007-S6 1A1                                                                                                                                   | CUSIP: 161636AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18856474 | PA      | $7293337.30     | 0.04%             | 2037-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V6.312 06/08/29                                                                                                                                 | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      275000 | PA      | $284353.90      | 0.00%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 6.75 01/15/53                                                                                                                                   | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    17712000 | PA      | $18377727.66    | 0.10%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                  | FG Q57853                                                                                                                                           | CUSIP: 3132Y1WP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3029572 | PA      | $2983231.74     | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK V6.474 10/25/34 MTN                                                                                                                              | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      195000 | PA      | $213139.12      | 0.00%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 19(B)-R3 LTD                                                          | GCBSL 2017-19RA A1R3                                                                                                                                | CUSIP: 38181YAA4<br>LEI: 2549003VC5PGFRGCQU51 | Long             | ABS-CBDO         | CORP              | KY        |     4740000 | PA      | $4732760.12     | 0.03%             | 2036-10-20      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                                | XOM 4.327 03/19/50                                                                                                                                  | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     1365000 | PA      | $1134994.03     | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                                        | APA 5.35 07/01/49 .                                                                                                                                 | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      260000 | PA      | $219089.85      | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2019-3 LTD                                                                        | CGMS 2019-3A CR3                                                                                                                                    | CUSIP: 14314HBS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1990000 | PA      | $1989390.26     | 0.01%             | 2039-04-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                                    | ED 5.85 03/15/36 06-A                                                                                                                               | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      277000 | PA      | $292256.36      | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5543 FG                                                                                                                                         | CUSIP: 3137HLLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     4449155 | PA      | $4496888.12     | 0.03%             | 2055-06-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2023-X1                                                        | AFFRM 2025-X2 C                                                                                                                                     | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      381000 | PA      | $381509.66      | 0.00%             | 2030-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 27 LTD                                                                               | ELM27 2024-3A B                                                                                                                                     | CUSIP: 29003FAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1040000 | PA      | $1040250.64     | 0.01%             | 2037-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                                                    | PRGO 3.15 06/15/30                                                                                                                                  | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $180548.43      | 0.00%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Petsmart LLC / Petsmart Financial Corp.                                                          | PETM 10 09/15/33                                                                                                                                    | CUSIP: 71677KAD0<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |      352000 | PA      | $351191.53      | 0.00%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                                    | UVN 8.5 07/31/31 144A                                                                                                                               | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      382000 | PA      | $383864.16      | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS PLN                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $111264.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/ARS FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $54793.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.625 08/31/30                                                                                                                                    | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   134121000 | PA      | $132475922.78   | 0.74%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance PLC                                                               | THAMES 4 06/19/27 EMTN                                                                                                                              | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | ABS-O            | CORP              | GB        |     2796000 | PA      | $2504794.83     | 0.01%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL2955                                                                                                                                           | CUSIP: 31427QH96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9184181 | PA      | $9393967.67     | 0.05%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY V4.97 05/02/31 GMTN                                                                                                                              | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      725000 | PA      | $732766.44      | 0.00%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.75 08/15/28 144A                                                                                                                              | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      238000 | PA      | $240889.32      | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSMC MORTGAGE-BACKED TRUST SERIES 2006-4                                                         | CSMC 2006-4 1A4                                                                                                                                     | CUSIP: 12637HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      702404 | PA      | $350043.93      | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN DE7984                                                                                                                                           | CUSIP: 3140BL2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2631324 | PA      | $2694897.76     | 0.02%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                                       | FIS 4.55 03/10/29                                                                                                                                   | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1552644.32     | 0.01%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST                   | WMALT 2006-4 3A1                                                                                                                                    | CUSIP: 939344AK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      667235 | PA      | $586974.20      | 0.00%             | 2036-05-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                             | ROCC 2024-CNTR A                                                                                                                                    | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      799976 | PA      | $813245.84      | 0.00%             | 2041-11-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZL3915                                                                                                                                           | CUSIP: 3131XKK40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      611958 | PA      | $577884.98      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                                                 | PSA 5.1 08/01/33                                                                                                                                    | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      147000 | PA      | $150121.02      | 0.00%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2025-P2                                                     | LENDR 2025-P2 C                                                                                                                                     | CUSIP: 525949AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      820000 | PA      | $819174.67      | 0.00%             | 2035-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHINA CITY CONST INTL                                                                            | CHINA CITY CONSTRUCTION INTERNATIONAL CO LTD                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |      339725 | PA      | $0.00           | 0.00%             | 2017-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                                 | CWALT 2006-OA14 1A1                                                                                                                                 | CUSIP: 02146SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1688750 | PA      | $1432114.29     | 0.01%             | 2046-11-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-2                                                                  | FFIN 2025-2A D                                                                                                                                      | CUSIP: 35042NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1004000 | PA      | $999858.50      | 0.01%             | 2052-04-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RJ1718                                                                                                                                           | CUSIP: 3142GR4C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3212272 | PA      | $3278953.74     | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | HUF CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              | CORP              | GB        |     9824000 | NC      | $141055.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AF1077                                                                                                                                           | CUSIP: 36181GFS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      135070 | PA      | $127328.94      | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.4 03/15/33                                                                                                                                   | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1099000 | PA      | $1078863.88     | 0.01%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2017-CALI                                                                             | CSMC 2017-CALI C                                                                                                                                    | CUSIP: 12652FAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1729000 | PA      | $510020.42      | 0.00%             | 2032-11-12      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                  | FR QF0895                                                                                                                                           | CUSIP: 3133BM7G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1520537 | PA      | $1518302.96     | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                                                      | MDLZ 2.75 04/13/30                                                                                                                                  | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      512000 | PA      | $477002.21      | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY 2021-FL2 ISSUER LTD                                                      | ACRES 2026-FL4 A                                                                                                                                    | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1330000 | PA      | $1327840.61     | 0.01%             | 2044-08-18      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PT-A                                                       | SMB 2020-PTA A2A                                                                                                                                    | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5584646 | PA      | $5278941.82     | 0.03%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                                                | VTR 5.1 07/15/32                                                                                                                                    | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      259000 | PA      | $260425.50      | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ANTHROPIC PBC                                                                                    | ANTHROPIC PBC                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       27805 | NS      | $7205287.60     | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 4 07/13/27                                                                                                                                      | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1452000 | PA      | $1443734.53     | 0.01%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR CALL VERSUS BRL PUT                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     2992820 | NC      | $1625.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1997                                                                                                                                           | CUSIP: 36179QGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      625961 | PA      | $618813.02      | 0.00%             | 2044-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Xhr LP                                                                                           | XHR 4.875 06/01/29 144A                                                                                                                             | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      289000 | PA      | $279967.71      | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                          | BNCN 5.33 01/15/36                                                                                                                                  | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      262000 | PA      | $256530.02      | 0.00%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation 2025-Cre-1 PLC                                              | TOGET 2025-CRE1 D                                                                                                                                   | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-O            | CORP              | GB        |      223000 | PA      | $294188.76      | 0.00%             | 2057-01-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                           | GM 6.6 04/01/36                                                                                                                                     | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      402000 | PA      | $427469.07      | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO 44 LTD                                                               | BSP 2025-44A A1                                                                                                                                     | CUSIP: 08187NAA5<br>LEI: 254900Z6HW34YGOYWK97 | Long             | ABS-CBDO         | CORP              | KY        |     2790000 | PA      | $2788007.94     | 0.02%             | 2039-01-18      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                                              | FLO 6.2 03/15/55                                                                                                                                    | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      529000 | PA      | $429103.79      | 0.00%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HONEY HILL PARK CLO LTD 2026-1                                                                   | HONPK 2026-1A A1                                                                                                                                    | CUSIP: 438453AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3210000 | PA      | $3203504.89     | 0.02%             | 2039-04-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                                                      | MDLZ 2.625 03/17/27                                                                                                                                 | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      570000 | PA      | $561386.02      | 0.00%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                                 | CP 4.3 05/15/43                                                                                                                                     | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      166000 | PA      | $141616.78      | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                                               | CVECN 6.75 11/15/39                                                                                                                                 | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $272237.91      | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2005-5                                                     | CWHEL 2004-U 2A                                                                                                                                     | CUSIP: 126673VE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      121173 | PA      | $120317.56      | 0.00%             | 2034-03-15      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD HONDA MOTOR CO LTD                                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $93146.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 720199                                                                                                                                           | CUSIP: 3620A6DC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      116742 | PA      | $119179.45      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-3 LTD                                                                      | BLUEM 2018-3A A1R                                                                                                                                   | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      594198 | PA      | $593953.70      | 0.00%             | 2030-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ocp Euro Clo 2019-3 Designated Activity Company                                                  | OCPE 2019-3A DR                                                                                                                                     | CUSIP: 000000000<br>LEI: 635400AITKFDK9OZEW62 | Long             | ABS-O            | CORP              | IE        |      250000 | PA      | $288310.66      | 0.00%             | 2033-04-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust 2004-8                                                                    | GSAA 2006-18 AF2A                                                                                                                                   | CUSIP: 3622ELAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      108421 | PA      | $28724.32       | 0.00%             | 2036-11-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Allied Universal                                                                                 | Allied Universal Term Loan B 325 2032-07-29                                                                                                         | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     3625805 | PA      | $3623810.73     | 0.02%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                                | BRKHEC 5.15 11/15/43                                                                                                                                | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      424000 | PA      | $395008.77      | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AD0391                                                                                                                                           | CUSIP: 31418MNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17565 | PA      | $17383.24       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/PEN FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9951.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | USD/PEN FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $107325.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRESCENT MIDSTREAM FUND LP MF-BOND                                                               | CRESCENT MIDSTREAM FUND LP MF-BOND                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     2954000 | NS      | $3456180.00     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD SWEDISH ORPHAN BIOVITRUM                                                                                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2548.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 2.55 03/15/31                                                                                                                                   | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      258000 | PA      | $232817.97      | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 4.3 03/25/28                                                                                                                                    | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2345000 | PA      | $2336688.59     | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST 2017-1MKT                                                                 | OMPT 2017-1MKT XCP                                                                                                                                  | CUSIP: 68245HAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    44224804 | PA      | $137693.93      | 0.00%             | 2032-02-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                                 | KMI 7.4 03/15/31                                                                                                                                    | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      590000 | PA      | $660449.16      | 0.00%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V3.35 03/02/33 MTN                                                                                                                              | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4065000 | PA      | $3732424.91     | 0.02%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                                               | DBKAZ 18.4 10/16/28 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   233500000 | PA      | $500471.17      | 0.00%             | 2028-10-16      | Fixed         | 18.40%                | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                   | BCRED 6 01/29/32                                                                                                                                    | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      621000 | PA      | $602232.44      | 0.00%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                                                    | PRGO 6.125 09/30/32 USD                                                                                                                             | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      105000 | PA      | $95805.24       | 0.00%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management Inc.                                                      | NAVCOR 8.5 03/15/30 144A                                                                                                                            | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |       79000 | PA      | $80297.81       | 0.00%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A94779                                                                                                                                           | CUSIP: 312943JY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36626 | PA      | $35456.46       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING MASTER ISSUER PLC                                                                 | NDFT 2024-2X B                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |      655000 | PA      | $870494.32      | 0.00%             | 2032-07-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA3688                                                                                                                                           | CUSIP: 31418DC26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1088822 | PA      | $1066952.96     | 0.01%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD JAPAN AIRLINES LTD                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $8018.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                                           | EQH 5.594 01/11/33                                                                                                                                  | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      624000 | PA      | $636471.38      | 0.00%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                               | MO 4.45 05/06/50                                                                                                                                    | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      803000 | PA      | $627401.71      | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Khazanah Global Sukuk Bhd                                                                        | KNBZMK 4.687 06/01/28 EMTN                                                                                                                          | CUSIP: 000000000<br>LEI: 213800VIN16ILYRCKD86 | Long             | DBT              | CORP              | MY        |      895000 | PA      | $899922.50      | 0.01%             | 2028-06-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, N.A.                                                                              | HSBC 7 01/15/39 BKNT                                                                                                                                | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |      250000 | PA      | $278787.78      | 0.00%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2019-V LTD                                                                          | CIFC 2019-5A A1R2                                                                                                                                   | CUSIP: 12554XAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      430000 | PA      | $429933.01      | 0.00%             | 2038-10-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                                     | CMI 4.7 02/15/31                                                                                                                                    | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |      580000 | PA      | $586009.84      | 0.00%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                       | PPC 3.5 03/01/32                                                                                                                                    | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      211000 | PA      | $191534.03      | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | CNH/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25477.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                                  | AJAXM 2022-A A1                                                                                                                                     | CUSIP: 009695AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10270002 | PA      | $9976730.24     | 0.06%             | 2061-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                                                            | BELL 2025-1A A2I                                                                                                                                    | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8563000 | PA      | $8431441.49     | 0.05%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7541                                                                                                                                           | CUSIP: 3132DVLW3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     5601071 | PA      | $4617106.92     | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB4307                                                                                                                                           | CUSIP: 31417AYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2126843 | PA      | $2053796.94     | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDIUM LLC                                                                                       | CNSL 2026-1A B                                                                                                                                      | CUSIP: 315961AJ1<br>LEI: 549300WW675Y48HDVX34 | Long             | ABS-O            | CORP              | US        |     2206000 | PA      | $2175802.73     | 0.01%             | 2056-03-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7828                                                                                                                                           | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5003714 | PA      | $4470311.52     | 0.03%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OZLM FUNDING II LTD                                                                              | OZLMF 2012-2A AR4                                                                                                                                   | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1970000 | PA      | $1968267.19     | 0.01%             | 2037-07-30      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc.                                                                           | TXN 5.1 05/23/35                                                                                                                                    | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      371000 | PA      | $375618.28      | 0.00%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q31338                                                                                                                                           | CUSIP: 3132QMPY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       58985 | PA      | $57011.53       | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                        | DUK 3.7 12/01/47                                                                                                                                    | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     2564000 | PA      | $1901636.80     | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QI1182                                                                                                                                           | CUSIP: 3133W7J30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      430249 | PA      | $441031.76      | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 5.2 03/01/34 MTN                                                                                                                                | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      362000 | PA      | $368148.51      | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD                                                                                     | VOYA 2016-1A A1R                                                                                                                                    | CUSIP: 92915CAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       12924 | PA      | $12924.24       | 0.00%             | 2031-01-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                                         | GYCGR V1.5 PERP EMTN                                                                                                                                | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |     1700000 | PA      | $1925283.21     | 0.01%             | N/A             | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEEPOCEAN LTD                                                                                    | DEPOCN 6 04/08/31 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 213800OYKN2J6ZFIFU40 | Long             | DBT              | CORP              | JE        |      539000 | PA      | $633625.76      | 0.00%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Agl Clo 5 Ltd/ Llc                                                                               | AGL 2020-5A D2R3                                                                                                                                    | CUSIP: 00119TBR4<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |      240000 | PA      | $228390.77      | 0.00%             | 2039-01-20      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q35617                                                                                                                                           | CUSIP: 3132QSG36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      303280 | PA      | $292266.93      | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                           | BARC 2024-NQM4 XS                                                                                                                                   | CUSIP: 06745KAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    48954417 | PA      | $1650483.47     | 0.01%             | 2064-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                                        | CRBG 3.85 04/05/29                                                                                                                                  | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97623.38       | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                                 | PCG V7.375 03/15/55                                                                                                                                 | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    11120000 | PA      | $11191328.35    | 0.06%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                       | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    73090000 | PA      | $72381198.03    | 0.41%             | 2056-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-MF E                                                                                                                                        | CUSIP: 05612EAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3385093 | PA      | $3377235.93     | 0.02%             | 2039-02-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 4 Ltd.                                                                         | KLLM 4A ARR                                                                                                                                         | CUSIP: 37148BAC4<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |    10700000 | PA      | $10706443.54    | 0.06%             | 2037-07-20      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 PLC                                                                              | AVIAGP 9 12/01/28 144@                                                                                                                              | CUSIP: 05369YAC3<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |     1011137 | PA      | $975241.64      | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                                         | MPC 5.7 03/01/35                                                                                                                                    | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      127000 | PA      | $130378.33      | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE TRUST 2022-RPL1                                                                | BARC 2022-RPL1 C                                                                                                                                    | CUSIP: 06745CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3521665 | PA      | $1285407.75     | 0.01%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings Inc.                                                                    | LEH 6.75 12/28/17 MTN                                                                                                                               | CUSIP: 5249087M6<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |     7360000 | PA      | $0.74           | 0.00%             | 2017-12-28      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| eBay Inc.                                                                                        | EBAY 4.25 03/06/29                                                                                                                                  | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |      407000 | PA      | $404859.61      | 0.00%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE9 ISSUER LLC                                                                    | LNCR 2025-CRE9 A                                                                                                                                    | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3988000 | PA      | $3974094.24     | 0.02%             | 2042-08-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | WMB 5.3 08/15/52                                                                                                                                    | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      129000 | PA      | $116057.17      | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG V82848                                                                                                                                           | CUSIP: 3132L8EV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3627248 | PA      | $3300411.39     | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones S.A.U.                                                                      | TELEFO V4.881 PERP EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $439174.32      | 0.00%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-6                                                                | VERUS 2021-6 B1                                                                                                                                     | CUSIP: 92538MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      291000 | PA      | $243174.21      | 0.00%             | 2066-10-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Trust 2018-Rpl5                                                                  | LMAT 2019-SL2 M                                                                                                                                     | CUSIP: 52473FAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2441632 | PA      | $2220593.29     | 0.01%             | 2059-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G61047                                                                                                                                           | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1179400 | PA      | $1163061.71     | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mc Brazil Downstream Trading Sarl                                                                | MCBRAC 7.25 06/30/31 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |      181234 | PA      | $161986.70      | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT3121                                                                                                                                           | CUSIP: 3138WQPF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46173 | PA      | $45581.44       | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Summer (BC) Holdco B S.a r.l.                                                                    | KANGRP 5.875 02/15/30 REGs                                                                                                                          | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      310000 | PA      | $308207.85      | 0.00%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                                       | STZ 4.8 01/15/29                                                                                                                                    | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      414000 | PA      | $416438.87      | 0.00%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Metro Finance 2025-1 Trust                                                                       | METR 2025-1 C                                                                                                                                       | CUSIP: 000000000<br>LEI: 984500JC8CA58B01AB40 | Long             | ABS-O            | CORP              | AU        |      500000 | PA      | $347131.09      | 0.00%             | 2031-10-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                                       | ZBH 5.2 09/15/34                                                                                                                                    | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129989.25      | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG 4.05 09/11/28                                                                                                                                  | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      107000 | PA      | $106300.20      | 0.00%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                                 | IWM A 2026-04-17 PUT 175                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -100 | NC      | $-434.84        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc                                                                                 | MRK 4.15 03/15/31                                                                                                                                   | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1692000 | PA      | $1673088.65     | 0.01%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS1335                                                                                                                                           | CUSIP: 3140XGPV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1348159 | PA      | $1291679.77     | 0.01%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                           | WM 2 06/01/29                                                                                                                                       | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     1717000 | PA      | $1602354.76     | 0.01%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 3.9 06/01/52                                                                                                                                   | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     3222000 | PA      | $2051091.40     | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                                     | AEE 5.375 03/15/35                                                                                                                                  | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      295000 | PA      | $298205.40      | 0.00%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-A                                                                 | NSLT 2021-A B1                                                                                                                                      | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3470000 | PA      | $3139787.86     | 0.02%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                                        | AMH 5.5 07/15/34                                                                                                                                    | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      159000 | PA      | $159055.90      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Chemours Company LLC                                                                         | CC 4.625 11/15/29 144A                                                                                                                              | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       61000 | PA      | $57203.07       | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hermitage 2025 PLC                                                                               | HRMTG 2025-1 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400MSBHAPT1EQBW93 | Long             | ABS-O            | CORP              | GB        |      648000 | PA      | $854744.91      | 0.00%             | 2033-04-21      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Paraguay (Republic of)                                                                           | PARGUY 8.5 04/04/38 144A                                                                                                                            | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 16453000000 | PA      | $2506014.54     | 0.01%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                                  | XEL 5.5 03/15/34                                                                                                                                    | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      487000 | PA      | $495055.83      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2020-2                                                          | VSTA 2020-2 A3                                                                                                                                      | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      321647 | PA      | $313991.05      | 0.00%             | 2065-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V2.013 09/22/28                                                                                                                                | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4558000 | PA      | $4393912.05     | 0.02%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 5.5 06/01/34                                                                                                                                   | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      361000 | PA      | $364715.16      | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                                 | BPLN 2.721 01/12/32                                                                                                                                 | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     1364000 | PA      | $1232549.34     | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BC2628                                                                                                                                           | CUSIP: 3140EW4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57521 | PA      | $55199.01       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                                      | SKX 5.25 07/15/32 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      463000 | PA      | $513266.19      | 0.00%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD XERO LTD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $59261.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                                  | CSX 4.3 03/01/48                                                                                                                                    | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $81627.55       | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                                   | VARNO V7.862 11/15/83                                                                                                                               | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      916000 | PA      | $1141931.64     | 0.01%             | 2083-11-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Ltd.                                                    | VDCUK 2024-1X B                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |     1651000 | PA      | $2144510.62     | 0.01%             | 2039-05-28      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BN0638                                                                                                                                           | CUSIP: 3140JGV85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      334265 | PA      | $328738.95      | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRODIGY FINANCE CM2021-1 DESIGNATED                                                              | PRDGY 2021-1A A                                                                                                                                     | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |      910896 | PA      | $908698.76      | 0.01%             | 2051-07-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4838                                                                                                                                           | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2451761 | PA      | $2341840.37     | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                                          | SPG 4.25 10/01/44                                                                                                                                   | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      547000 | PA      | $450204.75      | 0.00%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD JTEKT CORP                                                                                                                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-42723.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD NEXI                                                                                                                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-57170.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colt 2025-11 Mortgage Loan Trust                                                                 | COLT 2025-11 A1                                                                                                                                     | CUSIP: 12676KAC7<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-O            | CORP              | US        |     6194012 | PA      | $6173724.33     | 0.03%             | 2070-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 5280                                                                                                                                             | CUSIP: 36202F2M7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       59453 | PA      | $56871.69       | 0.00%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Silver Point Clo 8 Ltd.                                                                          | SPCLO 2025-8A A1                                                                                                                                    | CUSIP: 827918AA1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |     2840000 | PA      | $2836238.99     | 0.02%             | 2038-04-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-FACT                                                                                   | CSMC 2020-FACT E                                                                                                                                    | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2484000 | PA      | $2254230.00     | 0.01%             | 2037-10-15      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 932268                                                                                                                                           | CUSIP: 31412QW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21520 | PA      | $21978.79       | 0.00%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUN COUNTRY 2022-1A                                                                              | SUN COUNTRY 2022-1A                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2707787 | PA      | $2663920.66     | 0.01%             | 2031-03-15      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OA1 TRUST                 | WMALT 2007-OA1 2A                                                                                                                                   | CUSIP: 93935NAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      209842 | PA      | $175612.22      | 0.00%             | 2046-12-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD SHISEIDO CO LTD                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-20955.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AI6576                                                                                                                                           | CUSIP: 3138ALJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69779 | PA      | $70522.41       | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 5.25 02/13/34                                                                                                                                    | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      393000 | PA      | $400192.36      | 0.00%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q21396                                                                                                                                           | CUSIP: 3132JNRR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36053 | PA      | $35517.35       | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 5.625 09/15/29 144A                                                                                                                           | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      125000 | PA      | $125272.25      | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BX0553                                                                                                                                           | CUSIP: 3140N4TK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90871 | PA      | $91653.67       | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD FORTIS INC/CANADA                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $48170.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2026-NQM1                                              | SAN 2026-NQM1 A1                                                                                                                                    | CUSIP: 802931AC9<br>LEI: 254900O64LWPVM9P8N80 | Long             | ABS-O            | CORP              | US        |     2581231 | PA      | $2564460.37     | 0.01%             | 2065-11-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                                | TSN 4.95 02/20/36                                                                                                                                   | CUSIP: 902494BN2<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |       56000 | PA      | $54701.13       | 0.00%             | 2036-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LYB International Finance B.V.                                                                   | LYB 5.25 07/15/43                                                                                                                                   | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     1011000 | PA      | $868975.86      | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL3074                                                                                                                                           | CUSIP: 31427QMY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    19298799 | PA      | $19938769.83    | 0.11%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASX CLEARING CORPORATION LIMITED                                                                 | ASX 3 Year Treasury Bond Futures                                                                                                                    | CUSIP: 000000000<br>LEI: 549300USWUR0S7VMM868 | N/A              | DIR              | CORP              | AU        |        2460 | NC      | $-914544.55     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Station Casinos LLC                                                                              | RRR 6.625 03/15/32 144A                                                                                                                             | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       53000 | PA      | $53205.64       | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Continuum Energy Aura Pte. Ltd.                                                                  | COGREN 9.5 02/24/27 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 984500AB52D7C8GC2E33 | Long             | DBT              | CORP              | SG        |     8000000 | PA      | $8047500.00     | 0.05%             | 2027-02-24      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| OAKWOOD MORTGAGE INVESTORS INC SERIES 2001-D                                                     | OAK 2001-D A2                                                                                                                                       | CUSIP: 67087TCU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      411046 | PA      | $121026.38      | 0.00%             | 2019-01-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure Inc                                                                | Solaris Energy Infrastructure Inc COM CL A                                                                                                          | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |       10031 | NS      | $566851.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST 2024-FBLU                                                        | FMBT 2024-FBLU F                                                                                                                                    | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      422000 | PA      | $423318.75      | 0.00%             | 2039-12-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                              | AXON 6.125 03/15/30 144A                                                                                                                            | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       36000 | PA      | $36595.66       | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                                       | BIIB 3.15 05/01/50                                                                                                                                  | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      400000 | PA      | $252079.67      | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD AVOLTA AG                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $23811.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Cruises, Ltd.                                                                             | VIKCRU 9.125 07/15/31 144A                                                                                                                          | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      103000 | PA      | $108659.34      | 0.00%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER CAPITAL MORTGAGE SECURITIZATION CORP                                                  | BCM 2000-A A4                                                                                                                                       | CUSIP: 09774XBQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1121074 | PA      | $65377.91       | 0.00%             | 2030-06-15      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.375 12/01/31                                                                                                                                  | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    28388000 | PA      | $28666537.66    | 0.16%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD ALPHABET INC                                                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $16115.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                               | TOYOTA 5.118 07/13/28                                                                                                                               | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |      333000 | PA      | $339043.67      | 0.00%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2021-22 LTD                                                                              | OCP 2021-22A BR                                                                                                                                     | CUSIP: 67117TAQ8<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |      660000 | PA      | $660370.13      | 0.00%             | 2037-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 4.2 02/19/31                                                                                                                                   | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      792000 | PA      | $781143.26      | 0.00%             | 2031-02-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                    | FREMOR 8.375 04/01/32 144A                                                                                                                          | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       67000 | PA      | $65907.52       | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NPL1 LLC                                                                                | MFRA 2024-NPL1 A1                                                                                                                                   | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4398936 | PA      | $4404360.33     | 0.02%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | EUR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4006.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramark International Finance Sarl                                                               | ARMK 4.375 04/15/33 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |      463000 | PA      | $509774.83      | 0.00%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 6.4 06/15/33                                                                                                                                    | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12735.74       | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q12162                                                                                                                                           | CUSIP: 3132HNMK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      145202 | PA      | $137375.59      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                               | VOD V4.125 06/04/81                                                                                                                                 | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      174000 | PA      | $159264.27      | 0.00%             | 2081-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 4.95 02/04/31                                                                                                                                  | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3006000 | PA      | $2941190.22     | 0.02%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | MRSH 5.75 11/01/32                                                                                                                                  | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      558000 | PA      | $588201.96      | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                            | IBM 2.95 05/15/50                                                                                                                                   | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     1615000 | PA      | $989051.45      | 0.01%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AC1656                                                                                                                                           | CUSIP: 31417KZW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      110457 | PA      | $109315.34      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD GMO INTERNET GROUP INC                                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $64901.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-6 LTD                                                                        | CGMS 2024-6A B                                                                                                                                      | CUSIP: 14319PAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      510000 | PA      | $510831.91      | 0.00%             | 2037-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                               | NRUC 8 03/01/32 MTNC                                                                                                                                | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      522000 | PA      | $603938.30      | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA 5.85 10/04/30 GMTN                                                                                                                             | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      478000 | PA      | $496342.18      | 0.00%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA3094                                                                                                                                           | CUSIP: 3140QANL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2873775 | PA      | $2840571.77     | 0.02%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2621                                                                                                                                           | CUSIP: 3140QM4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14201947 | PA      | $12267313.20    | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD BUREAU VERITAS SA                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-42861.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANYON CLO 2016-1 LTD                                                                            | CANYC 2016-1A AR                                                                                                                                    | CUSIP: 13887PAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      110726 | PA      | $110725.38      | 0.00%             | 2031-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| RSA SECURITY PREF B                                                                              | RSA SECURITY PREF B                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      411359 | NS      | $4.11           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| 3M Company                                                                                       | MMM 3.05 04/15/30                                                                                                                                   | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      439000 | PA      | $415969.49      | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PRA Group Europe Holding II S a r l                                                              | PRAA 6.25 09/30/32 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 635400CWOMLGBIP4GA24 | Long             | DBT              | CORP              | LU        |      848000 | PA      | $927032.16      | 0.01%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                                     | CMI 5.15 02/20/34                                                                                                                                   | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |      197000 | PA      | $200289.19      | 0.00%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                                | SYY 6.6 04/01/40                                                                                                                                    | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      309000 | PA      | $329933.22      | 0.00%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL (WAYANG WINDU) LTD                                                        | STAREN 6.75 04/24/33 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     2428238 | PA      | $2428237.50     | 0.01%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD ALPS ALPINE CO LTD                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $18748.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance Inc.                                            | CCOI 6.5 07/01/32 144A                                                                                                                              | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |      223000 | PA      | $194409.04      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                                      | SANUSA V5.473 03/20/29                                                                                                                              | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101391.74      | 0.00%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                           | MINAU 7 04/01/31 144A                                                                                                                               | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $102191.94      | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V2.804 05/24/32                                                                                                                                | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $809420.52      | 0.00%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                                      | BRKHEC 3.3 03/15/51                                                                                                                                 | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      176000 | PA      | $109599.48      | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC                                                  | WFCM 2024-BPRC C                                                                                                                                    | CUSIP: 95004AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2732000 | PA      | $2737380.67     | 0.02%             | 2043-07-17      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4978                                                                                                                                           | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1014096 | PA      | $1004959.81     | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CML PROJECT COLD 15-AUGUST-2030:TL LOAN/TERM                                                     | CML PROJECT COLD 15-AUGUST-2030:TL LOAN/TERM                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     9932552 | PA      | $11470923.86    | 0.06%             | 2030-09-11      | Floating      | 5.28%                 | No            |                  3 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 2.875 11/20/50                                                                                                                                   | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     5978000 | PA      | $3625301.61     | 0.02%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD NEMETSCHEK                                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-55243.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2022-NQM1 TRUST                                                                              | MFRA 2022-NQM1 B1                                                                                                                                   | CUSIP: 55284PAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $858261.10      | 0.00%             | 2066-12-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                                                 | NCRATL 9.5 04/01/29 144A                                                                                                                            | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     1764000 | PA      | $1888260.32     | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                        | TD V5.146 09/10/34                                                                                                                                  | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     2831000 | PA      | $2834111.27     | 0.02%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-LIFE                                                                               | BX 2025-LIFE A                                                                                                                                      | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3251000 | PA      | $3260341.10     | 0.02%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                                      | LMT 5.9 11/15/63                                                                                                                                    | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102244.57      | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                                           | QTSII 2026-1A B                                                                                                                                     | CUSIP: 74690FAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1319000 | PA      | $1305425.12     | 0.01%             | 2056-01-05      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6486                                                                                                                                           | CUSIP: 3140QSF48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1265902 | PA      | $1299462.73     | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS CMBX.NA.AAA.9                                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-0.18          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2005-AG1                                       | ACE 2005-AG1 M2                                                                                                                                     | CUSIP: 004427CD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      495135 | PA      | $441771.81      | 0.00%             | 2035-08-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing Inc.                                                                         | TACHEM 5.9 07/07/55                                                                                                                                 | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199064.90      | 0.00%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 2.887 11/01/51                                                                                                                                | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      525000 | PA      | $303484.43      | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AU9202                                                                                                                                           | CUSIP: 3138X9GL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      173192 | PA      | $171230.31      | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                                        | MTDR 6.5 04/15/32 144A                                                                                                                              | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101089.00      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Muangthai Capital Public Co Ltd.                                                                 | MTCTB 7.55 07/21/30 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |     2000000 | PA      | $1980000.00     | 0.01%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F030645<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   488467800 | PA      | $428962383.95   | 2.41%             | 2056-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                                 | MCD 5.15 09/09/52 MTN                                                                                                                               | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      684000 | PA      | $617990.87      | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.6 11/15/60                                                                                                                                   | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     5663000 | PA      | $3675493.53     | 0.02%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 929318                                                                                                                                           | CUSIP: 31412MPB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5894 | PA      | $6012.66        | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XX LTD                                                                              | SYMP 2018-20A BR2                                                                                                                                   | CUSIP: 87166VAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1110000 | PA      | $1107398.27     | 0.01%             | 2032-01-16      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                                           | BRK 4.25 01/15/49                                                                                                                                   | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      462000 | PA      | $379157.84      | 0.00%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.75 11/15/47                                                                                                                                     | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    60064000 | PA      | $42366236.10    | 0.24%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM1                                                                                   | EFMT 2026-NQM1 B1                                                                                                                                   | CUSIP: 26846GAM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      231000 | PA      | $228451.84      | 0.00%             | 2071-02-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2020-2                                                          | VSTA 2020-2 B2                                                                                                                                      | CUSIP: 92838TAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $479371.15      | 0.00%             | 2065-04-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AW8204                                                                                                                                           | CUSIP: 3138XYDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       56873 | PA      | $55419.49       | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                                        | ENDP 8.5 04/15/31 144A                                                                                                                              | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      117000 | PA      | $122507.66      | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL9 LLC                                                                                 | MF1 2022-FL9 A                                                                                                                                      | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2815206 | PA      | $2815187.59     | 0.02%             | 2037-06-22      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                                 | GWCN 8.375 11/15/32 144A                                                                                                                            | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      198000 | PA      | $198134.44      | 0.00%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD PUBLICIS GROUPE SA                                                                                                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-10425.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY V4.498 08/06/29                                                                                                                                  | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      145000 | PA      | $144999.77      | 0.00%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 5.168 01/15/37 144A                                                                                                                           | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      261000 | PA      | $254146.91      | 0.00%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QJ9080                                                                                                                                           | CUSIP: 3133D1CR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      806117 | PA      | $822545.28      | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS2458                                                                                                                                           | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4102298 | PA      | $4117209.22     | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                                 | MCD 4.6 05/15/30                                                                                                                                    | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70633.16       | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL9475                                                                                                                                           | CUSIP: 3138ERQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2452242 | PA      | $2419303.94     | 0.01%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                                    | ABG 4.5 03/01/28                                                                                                                                    | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      182000 | PA      | $178723.96      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.05 04/04/28                                                                                                                                    | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      600000 | PA      | $605208.80      | 0.00%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB7925                                                                                                                                           | CUSIP: 3140QTYX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      662497 | PA      | $655066.76      | 0.00%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                       | VMED 5.625 04/15/32 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1134000 | PA      | $1200727.87     | 0.01%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 5.875 01/15/66                                                                                                                                  | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      105000 | PA      | $100805.70      | 0.00%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 2023 Ltd.                                                             | CKHH 4.75 04/21/28 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |      640000 | PA      | $645120.00      | 0.00%             | 2028-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 5.15 02/15/50                                                                                                                                     | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1181000 | PA      | $1041625.29     | 0.01%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                    | ENBCN 4.5 02/15/31                                                                                                                                  | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $98858.92       | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                          | CDEL 5.529 01/30/37 144A                                                                                                                            | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1057000 | PA      | $1035542.90     | 0.01%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST 2006-AR41                                                       | INDX 2006-AR41 A3                                                                                                                                   | CUSIP: 45668NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      348032 | PA      | $337974.12      | 0.00%             | 2037-02-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD FERRARI NV                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $8349.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CD 2017-CD5 MORTGAGE TRUST                                                                       | CD 2017-CD5 B                                                                                                                                       | CUSIP: 12515HBC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2091000 | PA      | $2031393.54     | 0.01%             | 2050-08-17      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BZ1178                                                                                                                                           | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5495000 | PA      | $5583216.95     | 0.03%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Congo (Republic of)                                                                              | REPCON 9.5 02/17/35 7Y                                                                                                                              | CUSIP: 000000000<br>LEI: 529900BXT90HR4QTB688 | Long             | DBT              | NUSS              | CG        |      295000 | PA      | $265205.00      | 0.00%             | 2035-02-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Sunrise SPV 98 S.r.l.                                                                            | SUNRI 2026-1 E                                                                                                                                      | CUSIP: 000000000<br>LEI: 81560036AE47FD868675 | Long             | ABS-O            | CORP              | IT        |      747000 | PA      | $863462.26      | 0.00%             | 2051-04-27      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                                 | AMCX 4.25 02/15/29                                                                                                                                  | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     2822000 | PA      | $2377485.33     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 3.2 08/12/61                                                                                                                                   | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      188000 | PA      | $104898.19      | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                                       | ARESSI 4.85 01/15/29 144A                                                                                                                           | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96826.35       | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V4.481 01/26/32                                                                                                                                 | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2201551.93     | 0.01%             | 2032-01-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J32019                                                                                                                                           | CUSIP: 31307NG40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       52648 | PA      | $51331.98       | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2023-4 LTD                                                                        | CGMS 2023-4A A1R                                                                                                                                    | CUSIP: 14319CAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $999154.30      | 0.01%             | 2038-10-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | PHILIP 3 02/01/28                                                                                                                                   | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    11468000 | PA      | $11170290.72    | 0.06%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Full House Resorts Inc.                                                                          | FLL 8.25 02/15/28 144A                                                                                                                              | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |      562000 | PA      | $511420.00      | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COAST COMMERCIAL MORTGAGE TRUST 2023-2HTL                                                        | COAST 2023-2HTL D                                                                                                                                   | CUSIP: 19033EAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3696000 | PA      | $3677620.53     | 0.02%             | 2036-08-15      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC/Weekley Finance Corp.                                                          | WEEKHM 4.875 09/15/28 144A                                                                                                                          | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |     1032000 | PA      | $999315.84      | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                                         | WAB 4.7 09/15/28                                                                                                                                    | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100293.27      | 0.00%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST4                                                   | UMPT 2025-ST4 A                                                                                                                                     | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2664776 | PA      | $2670702.37     | 0.02%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                  | FR QF0409                                                                                                                                           | CUSIP: 3133BMN27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      531923 | PA      | $530825.31      | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                                       | LHX 1.8 01/15/31                                                                                                                                    | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      192000 | PA      | $168180.42      | 0.00%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB1666                                                                                                                                           | CUSIP: 3140QLZ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    23345147 | PA      | $20031360.75    | 0.11%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO 2022-3 Ltd.                                                                    | PLMRS 2022-3A D1R                                                                                                                                   | CUSIP: 69690ABC0<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | JE        |      550000 | PA      | $539638.28      | 0.00%             | 2037-07-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                                 | NDX E 2026-09-18 CALL 29500                                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |           3 | NC      | $17841.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD PRUDENTIAL FINANCIAL INC                                                                                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-58937.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.939 10/21/36                                                                                                                                  | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4786000 | PA      | $4634838.11     | 0.03%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 4.9 04/15/58                                                                                                                                   | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      453000 | PA      | $366652.91      | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. The                                                                   | GT 5.25 04/30/31                                                                                                                                    | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      306000 | PA      | $276040.03      | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                     | CFG V6.645 04/25/35                                                                                                                                 | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      206000 | PA      | $220783.04      | 0.00%             | 2035-04-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A95923                                                                                                                                           | CUSIP: 312944SL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39530 | PA      | $38267.84       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                                           | DOW 4.8 05/15/49                                                                                                                                    | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      843000 | PA      | $652172.80      | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 4.625 02/01/29 144A                                                                                                                             | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      998000 | PA      | $985928.17      | 0.01%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J30703                                                                                                                                           | CUSIP: 31307LX86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       70362 | PA      | $68722.96       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | AJG 5.45 07/15/34                                                                                                                                   | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      488000 | PA      | $495699.62      | 0.00%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina SAU                                                                       | VISTAA 7.625 12/10/35 144A                                                                                                                          | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |      674000 | PA      | $679479.62      | 0.00%             | 2035-12-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Deuce Finco PLC                                                                                  | DAVLLO F 11/20/32 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |      244000 | PA      | $281341.72      | 0.00%             | 2032-11-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8345                                                                                                                                           | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      428844 | PA      | $396491.50      | 0.00%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 6.15 09/30/30                                                                                                                                   | CUSIP: 00774MBE4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      310000 | PA      | $325774.81      | 0.00%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2021-SFR1                                                                     | TCN 2021-SFR1 G                                                                                                                                     | CUSIP: 89614YAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3324000 | PA      | $3298005.66     | 0.02%             | 2038-07-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | Three-Month SOFR Futures, Dec-2027,ETH                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        1032 | NC      | $-147608.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM3793                                                                                                                                           | CUSIP: 3140J8GB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3536690 | PA      | $3430032.82     | 0.02%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                                               | D 6.05 01/15/38                                                                                                                                     | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105765.62      | 0.00%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Hunterstown Power Generation Facility                                                            | HUNTERSTOWN GENERATION                                                                                                                              | CUSIP: 44579UAD4<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |     1322961 | PA      | $1322683.03     | 0.01%             | 2031-11-01      | Floating      | 6.76%                 | No            |                  3 | On Loan: No      |
| CIFC FUNDING 2021-VI. LTD                                                                        | CIFC 2021-6A B                                                                                                                                      | CUSIP: 12553SAG9<br>LEI: 549300RCIHU9SRSHMT38 | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $700126.84      | 0.00%             | 2034-10-16      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 5.8 05/15/34                                                                                                                                    | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      255000 | PA      | $261295.81      | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2024-Iglg                                   | JPMCC 2024-IGLG E                                                                                                                                   | CUSIP: 46593KAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6887000 | PA      | $6869751.51     | 0.04%             | 2039-11-10      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Nike, Inc.                                                                                       | NKE 3.875 11/01/45                                                                                                                                  | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      525000 | PA      | $410876.43      | 0.00%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding Clo III Designated Activity Company                                        | CIFCE 3X AR                                                                                                                                         | CUSIP: 000000000<br>LEI: 5493000EF0244RPYUG32 | Long             | ABS-O            | CORP              | IE        |     2000000 | PA      | $2304160.16     | 0.01%             | 2039-01-15      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                                  | BXSL 5.3 06/30/30                                                                                                                                   | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |      306000 | PA      | $296120.25      | 0.00%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bracken Midco1 PLC                                                                               | BRACKN 6.75 11/01/27 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 213800AFGHKES7J58805 | Long             | DBT              | CORP              | GB        |      198698 | PA      | $259584.09      | 0.00%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-6                                                                | VERUS 2021-6 M1                                                                                                                                     | CUSIP: 92538MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      806000 | PA      | $623199.84      | 0.00%             | 2066-10-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN AB9564                                                                                                                                           | CUSIP: 31417GTW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26937 | PA      | $24613.88       | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                                 | NSLT 2025-BA B                                                                                                                                      | CUSIP: 64032BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7795000 | PA      | $7717981.50     | 0.04%             | 2055-05-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors, LLC / keHE Finance Corp.                                                      | KEHEFO 9 02/15/29 144A                                                                                                                              | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |      134000 | PA      | $139500.70      | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2025-800D                                                      | GSMS 2025-800D A                                                                                                                                    | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6587000 | PA      | $6580054.67     | 0.04%             | 2041-11-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V3.526 03/24/28 MTN                                                                                                                             | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      647000 | PA      | $641662.51      | 0.00%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY V6.646 01/17/40                                                                                                                                | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      120000 | PA      | $115827.84      | 0.00%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Auto Abs Italian Stella Loans s.r.l.                                                             | ISTEL 2024-1 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |      300890 | PA      | $351006.69      | 0.00%             | 2036-12-29      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                                             | TECOAR 8.5 01/20/36 144A                                                                                                                            | CUSIP: 879273AW0<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      340533 | PA      | $340430.84      | 0.00%             | 2036-01-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Singapore Financing I Pte. Ltd.                                                          | PEP 4.55 02/16/29                                                                                                                                   | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |     2000000 | PA      | $2020335.52     | 0.01%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8485                                                                                                                                           | CUSIP: 36179XNA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2370298 | PA      | $2042778.03     | 0.01%             | 2052-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TAV Havalimanlari Holding AS                                                                     | TAVHL 8.5 12/07/28 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |     5028000 | PA      | $5126988.75     | 0.03%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                                           | BX 2025-JDI E                                                                                                                                       | CUSIP: 05594LAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1735724 | PA      | $1735181.35     | 0.01%             | 2042-11-17      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                                                 | MXN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12978.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 4 LTD                                                                         | OAKC 2019-4A AR2                                                                                                                                    | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3170000 | PA      | $3169932.16     | 0.02%             | 2038-01-22      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                                | BRO 4.9 06/23/30                                                                                                                                    | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      131000 | PA      | $130822.42      | 0.00%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MASTR RESECURITIZATION TRUST 2008-3                                                              | MARS 2008-3 A1                                                                                                                                      | CUSIP: 57643EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      589921 | PA      | $174029.15      | 0.00%             | 2037-08-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AE0504                                                                                                                                           | CUSIP: 31419AR25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40006 | PA      | $39592.57       | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |   785768700 | NC      | $215202.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ministerio de Hacienda y Credito Publico                                                         | COLTES 12.5 02/27/30 B                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  7984500000 | PA      | $2064099.69     | 0.01%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                        | USD/EUR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-875136.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD FIRSTENERGY CORP                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-60606.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                                               | SVTLN 4.25 01/29/40 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2247534.26     | 0.01%             | 2040-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                            | RGCARE 9.875 08/15/30 144A                                                                                                                          | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      252000 | PA      | $266493.02      | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                                         | BAYNGR V7 09/25/83                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $857734.97      | 0.00%             | 2083-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SHR TRUST 2024-LXRY                                                                              | SHR 2024-LXRY A                                                                                                                                     | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9897000 | PA      | $9884628.75     | 0.06%             | 2041-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                       | CUSIP: 21H062644<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    31930000 | PA      | $33182642.00    | 0.19%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD CHINA OVERSEAS LAND & INVESTMENT LTD                                                                                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-70589.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stl Holding Company Llc                                                                          | DSLDHM 8.75 02/15/29 144A                                                                                                                           | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     1232000 | PA      | $1272822.32     | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                                    | OC 7 12/01/36                                                                                                                                       | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      144000 | PA      | $160484.10      | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                                                                         | COP/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-116230.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                                                       | BRKHEC 3.65 08/01/48                                                                                                                                | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      188000 | PA      | $137758.90      | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                      | GLPI 5.25 02/15/33                                                                                                                                  | CUSIP: 361841AV1<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     3089000 | PA      | $3027954.56     | 0.02%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2019-4 LTD                                                                        | CGMS 2019-4A A11R                                                                                                                                   | CUSIP: 14317VAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3000000.00     | 0.02%             | 2035-04-16      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO IV LTD                                                                               | ELMW4 2020-1A DR                                                                                                                                    | CUSIP: 29002GAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $983018.00      | 0.01%             | 2037-04-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                           | BARC 2024-NQM4 A2                                                                                                                                   | CUSIP: 06745KAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3127808 | PA      | $3118315.74     | 0.02%             | 2064-12-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS USD                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $28110.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-CES2                                                        | BRAVO 2024-CES2 A1A                                                                                                                                 | CUSIP: 10570PAA1<br>LEI: 2549009UFWL9U1TS6959 | Long             | ABS-O            | CORP              | US        |     1268453 | PA      | $1270749.89     | 0.01%             | 2054-09-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. The                                                                   | GT 5.25 07/15/31                                                                                                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      177000 | PA      | $158316.80      | 0.00%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STRATUS CLO 2021-1 LTD                                                                           | STRAS 2021-1A SUB                                                                                                                                   | CUSIP: 863171AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $0.10           | 0.00%             | 2029-12-31      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| BARCLAYS PLC                                                                                     | TRY/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4108.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                                        | INVH 5.5 08/15/33                                                                                                                                   | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      302000 | PA      | $302397.69      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 962273                                                                                                                                           | CUSIP: 31414CQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35329 | PA      | $36016.78       | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                                                          | PRIMBP 8.75 12/31/30 144A                                                                                                                           | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |      222000 | PA      | $204469.37      | 0.00%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                                                  | FOXA 5.476 01/25/39                                                                                                                                 | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      505000 | PA      | $488490.16      | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J29625                                                                                                                                           | CUSIP: 31307JVS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32582 | PA      | $31696.97       | 0.00%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | ZAR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28171.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-H6                                                           | MSC 2019-H6 D                                                                                                                                       | CUSIP: 61769JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      630000 | PA      | $519432.98      | 0.00%             | 2052-06-17      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Trestles Clo 2017-1 Ltd/Llc                                                                      | TREST 2017-1A A1RR                                                                                                                                  | CUSIP: 89531FAY3<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |     7370000 | PA      | $7374192.06     | 0.04%             | 2037-07-27      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XXI LTD                                                                             | TRNTS 2022-21A D1R                                                                                                                                  | CUSIP: 89640JAY3<br>LEI: 254900S6ZHFKMFCQD992 | Long             | ABS-CBDO         | CORP              | BM        |     1140000 | PA      | $1132415.58     | 0.01%             | 2038-04-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD MORINAGA MILK INDUSTRY CO LTD                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $135081.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Owl Rock CLO                                                                                     | OWL Rock Clo V LLC                                                                                                                                  | CUSIP: 69120JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $902376.90      | 0.01%             | 2034-04-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                | CCI 4.75 05/15/47                                                                                                                                   | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83090.99       | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                                         | ALL 4.2 12/15/46                                                                                                                                    | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |       61000 | PA      | $48374.45       | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 4.95 05/15/53                                                                                                                                   | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      814000 | PA      | $725673.13      | 0.00%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings L.P                                                                   | HR 2 03/15/31                                                                                                                                       | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      207000 | PA      | $179741.39      | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BQ0697                                                                                                                                           | CUSIP: 3140KKX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2409604 | PA      | $1963488.74     | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.75 03/15/45                                                                                                                                  | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1191000 | PA      | $1064860.70     | 0.01%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lagarino (European Loan Conduit No. 40) Designated Activity Co.                                  | EURO 40X C                                                                                                                                          | CUSIP: 000000000<br>LEI: 984500F6BB6D4DUA7796 | Long             | ABS-O            | CORP              | IE        |     2077114 | PA      | $2390600.51     | 0.01%             | 2037-06-22      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                           | ARNC 11.5 10/01/31 144A                                                                                                                             | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |      135000 | PA      | $145867.77      | 0.00%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Froneri Lux Finco S.a r.l.                                                                       | ICECR 4.75 08/01/32 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |     1695000 | PA      | $1850678.93     | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD BID CORPORATION LTD                                                                                                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $4567.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dolcetto Holdco S.p.A                                                                            | DOLCTH 5.625 07/14/32 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |     1401000 | PA      | $1608484.64     | 0.01%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD HANKYU HANSHIN HOLDINGS INC                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-67106.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6311                                                                                                                                           | CUSIP: 3140QSAM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17232304 | PA      | $17081150.00    | 0.10%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Company                                                                          | AEE 3.7 12/01/47                                                                                                                                    | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      141000 | PA      | $105152.91      | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                 | MRK 5.55 12/04/55                                                                                                                                   | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      136000 | PA      | $132069.84      | 0.00%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                                                                | EMACN V6.25 04/01/56                                                                                                                                | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      142000 | PA      | $139394.44      | 0.00%             | 2056-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5 05/15/50                                                                                                                                       | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1387000 | PA      | $1151038.69     | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD CIE FINANCIERE RICHEMONT SA                                                                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $9174.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                                     | BMY 5.9 11/15/33                                                                                                                                    | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      694000 | PA      | $743877.32      | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZL6270                                                                                                                                           | CUSIP: 3131XM6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      193832 | PA      | $183478.58      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                                 | CWALT 2007-OA8 2A1                                                                                                                                  | CUSIP: 02148GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      160746 | PA      | $134182.00      | 0.00%             | 2047-06-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH                                                                            | NY NYSHGR 5.39 03/15/2040                                                                                                                           | CUSIP: 6499022F9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     1470000 | PA      | $1463768.38     | 0.01%             | 2040-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 2.8 09/08/27 MTN                                                                                                                                 | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      612000 | PA      | $601411.30      | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                                           | FTAI 7.875 12/01/30 144A                                                                                                                            | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      276000 | PA      | $288197.82      | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZM1280                                                                                                                                           | CUSIP: 3131XUM53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      173691 | PA      | $164237.89      | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CWMBS INC MORTGAGE PASS THROUGH CERTIFICATES SERIES 2003-J11                                     | CWHL 2004-29 1A1                                                                                                                                    | CUSIP: 12669GHY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       57686 | PA      | $56200.38       | 0.00%             | 2035-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                                      | FIBCOP 6 09/30/34 144A                                                                                                                              | CUSIP: 683879AD2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      343000 | PA      | $326291.13      | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                                  | PSX 4.9 10/01/46                                                                                                                                    | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      311000 | PA      | $269345.95      | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 5.3 12/05/43                                                                                                                                    | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      142000 | PA      | $129160.94      | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 6.05 03/13/76                                                                                                                                  | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1729000 | PA      | $1718866.66     | 0.01%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                              | DIS 7.75 12/01/45                                                                                                                                   | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     2191000 | PA      | $2712155.25     | 0.02%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street Clo XVI Ltd.                                                                        | SIXST 2020-16A A1R2                                                                                                                                 | CUSIP: 83012DBQ5<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |     4210000 | PA      | $4201662.94     | 0.02%             | 2039-01-21      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| alstria office REIT-AG                                                                           | AOXGR 5.5 03/20/31                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1487815.81     | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                                           | STENA 7.25 01/15/31 144A                                                                                                                            | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $202105.80      | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                                     | ANGINC 6 07/15/35                                                                                                                                   | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      542000 | PA      | $528388.28      | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC 5.875 02/07/42 MTN                                                                                                                              | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      396000 | PA      | $407824.50      | 0.00%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                                     | NOVNVX 4.4 05/06/44                                                                                                                                 | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     1895000 | PA      | $1661132.50     | 0.01%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS 4.375 03/22/28                                                                                                                               | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     3855000 | PA      | $3847869.64     | 0.02%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AX0859                                                                                                                                           | CUSIP: 3138Y15V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1395212 | PA      | $1371611.61     | 0.01%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 725423                                                                                                                                           | CUSIP: 31402C4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3952580 | PA      | $4030237.09     | 0.02%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO DE INVERSION EN ENERGIA MEXICO                                                       | FIEMEX 7.25 01/31/41 144A                                                                                                                           | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      864713 | PA      | $864712.95      | 0.00%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  -785768700 | NC      | $-2308864.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Viking Cruises, Ltd.                                                                             | VIKCRU 5.875 10/15/33 144A                                                                                                                          | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      100000 | PA      | $98731.18       | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN 2020-2 LLC                                                                    | LPSLT 2020-2GF A                                                                                                                                    | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3916051 | PA      | $3256469.80     | 0.02%             | 2047-07-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | BRL/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-588036.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  -126921000 | NC      | $-3033596.63    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| 1988 CLO 3 LTD                                                                                   | MUZ88 2023-3A A1R                                                                                                                                   | CUSIP: 653949AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2430000 | PA      | $2420419.24     | 0.01%             | 2038-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG V5.426 04/17/35                                                                                                                                | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $508709.03      | 0.00%             | 2035-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                                     | OCINCC 5.8 03/15/30                                                                                                                                 | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     1078000 | PA      | $1039445.02     | 0.01%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM7973                                                                                                                                           | CUSIP: 3140XB2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4155985 | PA      | $3959814.99     | 0.02%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BXP TRUST 2021-601L                                                                              | BXP 2021-601L D                                                                                                                                     | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2010000 | PA      | $1645002.69     | 0.01%             | 2044-01-15      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG                                                                                 | CSMC 2015-6R 5A2                                                                                                                                    | CUSIP: 12650EBQ9<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | ABS-O            | CORP              | CH        |     1356550 | PA      | $1152171.37     | 0.01%             | 2036-03-27      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                               | F 3.25 02/12/32                                                                                                                                     | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      516000 | PA      | $448172.38      | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V6.303 10/23/29                                                                                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      948000 | PA      | $987335.58      | 0.01%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD LENNAR A CORP CLASS A                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $20811.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V5.45 03/03/36                                                                                                                                 | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      218000 | PA      | $218635.15      | 0.00%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD VICI PROPERTIES INC                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-296.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 994431                                                                                                                                           | CUSIP: 31416AVY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         598 | PA      | $609.80         | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | EUR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1018.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AEP Transmission Company, LLC                                                                    | AEP 3.75 12/01/47                                                                                                                                   | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     3185000 | PA      | $2357246.31     | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD VZ HOLDING AG                                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $9368.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS 4.75 10/21/45                                                                                                                                    | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1021000 | PA      | $884320.97      | 0.00%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apidos Clo Xxxvii Ltd / Llc                                                                      | APID 2021-37A D                                                                                                                                     | CUSIP: 03769HAG2<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250009.68      | 0.00%             | 2034-10-23      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                             | GILD 5.1 06/15/35                                                                                                                                   | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      663000 | PA      | $669835.06      | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FINANCING LTD                                                                   | RIG 8.375 02/01/28 144A                                                                                                                             | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      888643 | PA      | $907251.05      | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                              | D 3.8 09/15/47 B                                                                                                                                    | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      831000 | PA      | $619394.08      | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 5.15 04/01/35                                                                                                                                  | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      466000 | PA      | $466891.03      | 0.00%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                           | SRE 5.25 03/15/36                                                                                                                                   | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      424000 | PA      | $418023.75      | 0.00%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2018-2                                                      | DRMT 2026-INV1 B1                                                                                                                                   | CUSIP: 24381GAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      157800 | PA      | $155527.52      | 0.00%             | 2070-12-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Tenaska Westmoreland                                                                             | Tenaska Westmoreland Term Loan B 225 2033-01-18                                                                                                     | CUSIP: 88032VAB4<br>LEI: 549300CB8VIHF2XGYM96 | Long             | LON              | CORP              | US        |     1020000 | PA      | $1014900.00     | 0.01%             | 2033-01-31      | Floating      | 5.92%                 | No            |                  3 | On Loan: No      |
| FedEx Corporation                                                                                | FDX 3.9 02/01/35 *                                                                                                                                  | CUSIP: 31428XDK9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      235000 | PA      | $214952.55      | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Jinkai Investment Holdings Ltd.                                                                  | ZJMGCL 0 02/05/31                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900SACG78Z9C9V725 | Long             | DBT              | CORP              | HK        |     1300000 | PA      | $1201200.00     | 0.01%             | 2031-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                          | BNCN 5.968 03/04/54                                                                                                                                 | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $96858.51       | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| COMM 2025-SBX Mortgage Trust                                                                     | COMM 2025-SBX B                                                                                                                                     | CUSIP: 20047UAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      953000 | PA      | $947130.09      | 0.01%             | 2041-08-12      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD KOMATSU LTD                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $37368.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                               | ARCC 5.25 04/12/31                                                                                                                                  | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     1399000 | PA      | $1352398.44     | 0.01%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                                       | MMM 2.375 08/26/29                                                                                                                                  | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      349000 | PA      | $327241.19      | 0.00%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V5.076 01/27/30                                                                                                                                 | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202203.38      | 0.00%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                                           | PFE 4.65 05/19/30                                                                                                                                   | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      185000 | PA      | $186403.68      | 0.00%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc.                                              | CAR 8 02/15/31 144A                                                                                                                                 | CUSIP: 053773BH9<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |      117000 | PA      | $115643.97      | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                                 | EMBRBZ 5.98 02/11/35                                                                                                                                | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |      859000 | PA      | $885374.13      | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2025-42 LTD                                                                              | OCP 2025-42A A                                                                                                                                      | CUSIP: 67097SAN1<br>LEI: 213800W6MUA69TG69A72 | Long             | ABS-CBDO         | CORP              | KY        |     2060000 | PA      | $2058125.19     | 0.01%             | 2038-05-21      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 3.375 06/15/46                                                                                                                                   | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      474000 | PA      | $325935.58      | 0.00%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Trestles CLO IV Ltd.                                                                             | TREST 2021-4A AR1                                                                                                                                   | CUSIP: 89532WAN9<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |     6050000 | PA      | $6048379.81     | 0.03%             | 2038-11-01      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                           | FR SD0492                                                                                                                                           | CUSIP: 3132DMRM9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |     5223045 | PA      | $5027416.71     | 0.03%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES TRUST 2007-HE1                                                     | MABS 2006-AM2 A4                                                                                                                                    | CUSIP: 57645FAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      840803 | PA      | $796404.10      | 0.00%             | 2036-06-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 2.783 01/23/31                                                                                                                                 | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      100000 | PA      | $91297.50       | 0.00%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                            | ARE 4.75 04/15/35                                                                                                                                   | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       68000 | PA      | $64305.55       | 0.00%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | MXN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8978.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Wmalt Series 2007-Oc2                       | WMALT 2007-OC2 A3                                                                                                                                   | CUSIP: 93936LAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      795857 | PA      | $773553.79      | 0.00%             | 2037-06-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| New MTN CLO 8 Ltd / New MTN CLO 8 LLC                                                            | NMC CLO-8A A1                                                                                                                                       | CUSIP: 64755GAA5<br>LEI: 254900PW0IZ6YH8P9I85 | Long             | ABS-CBDO         | CORP              | KY        |      560000 | PA      | $559797.22      | 0.00%             | 2038-10-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD EXPAND ENERGY CORP                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $224.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYVIEW FINANCIAL REVOLVING ASSET TRUST 2005-E                                                   | BAYV 2004-B A2                                                                                                                                      | CUSIP: 073250BF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      111596 | PA      | $51972.39       | 0.00%             | 2039-05-28      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| TICP CLO XI LTD                                                                                  | TICP 2018-11A DR                                                                                                                                    | CUSIP: 87249QAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $245229.00      | 0.00%             | 2037-04-27      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2025-TAIL A                                                                                                                                      | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1136000 | PA      | $1135999.55     | 0.01%             | 2035-06-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                                                | AIG 5.45 05/07/35                                                                                                                                   | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      480000 | PA      | $489588.66      | 0.00%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J32181                                                                                                                                           | CUSIP: 31307NM68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40647 | PA      | $39815.40       | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM9730                                                                                                                                           | CUSIP: 3140XDY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4363080 | PA      | $3588354.49     | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                                              | GPK 3.75 02/01/30 144A                                                                                                                              | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91776.59       | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA6343                                                                                                                                           | CUSIP: 3140QEBM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12176023 | PA      | $10448373.37    | 0.06%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD TODA CORP                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20975.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS ALTICE FRANCE SA                                                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $26562.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acore 2026-FL1 Issuer LLC                                                                        | BAR 2026-FL1 A                                                                                                                                      | CUSIP: 06701PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1997258.80     | 0.01%             | 2043-08-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                         | AJAXM 2021-D A                                                                                                                                      | CUSIP: 009723AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12449397 | PA      | $12455421.38    | 0.07%             | 2060-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B23 MORTGAGE TRUST                                                                | BMARK 2021-B23 XA                                                                                                                                   | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    26975315 | PA      | $1160394.41     | 0.01%             | 2054-02-18      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD KUAISHOU TECHNOLOGY                                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-37351.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 4.3 11/15/30                                                                                                                                    | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2185000 | PA      | $2148908.56     | 0.01%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                                           | PFE 5.34 05/19/63                                                                                                                                   | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     1288000 | PA      | $1169924.75     | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD KOEI TECMO HOLDINGS LTD                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-8785.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXVI, Ltd/LLC                                                        | BSP 2022-26A AR                                                                                                                                     | CUSIP: 08186AAJ5<br>LEI: 2549008S0Y5AP2WIEL43 | Long             | ABS-CBDO         | CORP              | KY        |     1310000 | PA      | $1310673.47     | 0.01%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS AMERICAN AIRLINES GROUP INC                                                                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $5498.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE10 LTD                                                                             | AREIT 2025-CRE10 A                                                                                                                                  | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1830000 | PA      | $1825212.54     | 0.01%             | 2029-12-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 4.75 08/15/34                                                                                                                                  | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1063000 | PA      | $1051428.62     | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                                     | TRIVIU 12.25 01/15/31 144A                                                                                                                          | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      239000 | PA      | $258767.45      | 0.00%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 747334                                                                                                                                           | CUSIP: 31403FHK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93802 | PA      | $91684.02       | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   -80370000 | NC      | $-3099269.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V2.206 08/17/29                                                                                                                                | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      475000 | PA      | $449631.49      | 0.00%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F042640<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    61951000 | PA      | $59783066.26    | 0.34%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4712                                                                                                                                             | CUSIP: 36202FGV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1903 | PA      | $1835.37        | 0.00%             | 2040-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer                                                                   | LendingClub Rated Notes Issuer Trust Series 2025-P1                                                                                                 | CUSIP: 525943AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      707000 | PA      | $709868.37      | 0.00%             | 2031-06-16      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                                | OMC 4.65 10/01/28                                                                                                                                   | CUSIP: 681919BP0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |      254000 | PA      | $254481.14      | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                                      | BRKHEC 3.5 06/15/29                                                                                                                                 | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      303000 | PA      | $291633.86      | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Smb Private Education Loan Trust 2021-C                                                          | SMB 2021-C C                                                                                                                                        | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      415572 | PA      | $374999.76      | 0.00%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd.                                                         | NEM 5.35 03/15/34                                                                                                                                   | CUSIP: 65163LAR0<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      422000 | PA      | $433995.70      | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 2.4 02/05/30                                                                                                                                    | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      129000 | PA      | $119982.82      | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 6.875 04/15/32 144A                                                                                                                             | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      149000 | PA      | $154207.16      | 0.00%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 930672                                                                                                                                           | CUSIP: 31412N6H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15550 | PA      | $15388.88       | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.664 04/17/36                                                                                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5145000 | PA      | $5269829.79     | 0.03%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 7.5 06/01/30                                                                                                                                    | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    52980000 | PA      | $57694088.88    | 0.32%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Volcan Compania Minera S.A.A.                                                                    | VOLCAN 8.5 10/28/32 144A                                                                                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       73000 | PA      | $74270.20       | 0.00%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                                               | CVECN 5.4 03/20/36                                                                                                                                  | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      392000 | PA      | $389976.97      | 0.00%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD QUEST DIAGNOSTICS INC                                                                                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $13494.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                                | POWSOL 4.75 06/15/31 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     1037000 | PA      | $1176883.76     | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD SBA COMMUNICATIONS CORP                                                                                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1491.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRINITAS CLO XXXII LTD                                                                           | TRNTS 2025-32A A1                                                                                                                                   | CUSIP: 89642NAA4<br>LEI: 254900KN2E57M5580B74 | Long             | ABS-CBDO         | CORP              | KY        |     1110000 | PA      | $1110424.69     | 0.01%             | 2038-07-23      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                                       | MMM 4.8 03/15/30                                                                                                                                    | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      573000 | PA      | $579136.16      | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | Three-Month SOFR Futures, Dec-2026,ETH                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        4646 | NC      | $-4438542.83    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | USD/PEN FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5204.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                     | SHW 4.55 03/01/28 *                                                                                                                                 | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      371000 | PA      | $372427.64      | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 2.85 02/14/30                                                                                                                                 | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    17370000 | PA      | $16119360.00    | 0.09%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                               | JPMMT 2021-INV7 B1                                                                                                                                  | CUSIP: 46654CAS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3019052 | PA      | $2601610.29     | 0.01%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | ZAR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1330354.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                                                           | SRE V6.4 10/01/54                                                                                                                                   | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      108000 | PA      | $107662.42      | 0.00%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                                           | QTSII 2026-5A A2                                                                                                                                    | CUSIP: 74690FBE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3656000 | PA      | $3638026.51     | 0.02%             | 2056-03-06      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                                        | AMH 5.5 02/01/34                                                                                                                                    | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      425000 | PA      | $428718.73      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 5.6 03/15/55                                                                                                                                   | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      745000 | PA      | $733881.98      | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd New York Branch                                                      | NAB 5.087 06/11/27                                                                                                                                  | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |      250000 | PA      | $252769.61      | 0.00%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | PHP/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13952.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 890102                                                                                                                                           | CUSIP: 31410K3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45985 | PA      | $48242.21       | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                                           | DOW 4.375 11/15/42                                                                                                                                  | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      917000 | PA      | $718649.48      | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.939 08/18/34                                                                                                                                 | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      854000 | PA      | $894416.32      | 0.01%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD SINO-AMERICAN SILICON PRODUCTS INC                                                                                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-22540.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2021-2                                                                    | LFT 2021-2A D                                                                                                                                       | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      730000 | PA      | $674746.74      | 0.00%             | 2032-04-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-C                                                                  | AJAXM 2023-C A3                                                                                                                                     | CUSIP: 009926AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      835600 | PA      | $737549.36      | 0.00%             | 2063-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                              | BPL 4.125 12/01/27                                                                                                                                  | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       48000 | PA      | $46938.17       | 0.00%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM5176                                                                                                                                           | CUSIP: 3140X8XE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8532088 | PA      | $7022206.70     | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1                                                    | NRZT 2020-RPL1 B3                                                                                                                                   | CUSIP: 64828XAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6210000 | PA      | $4990729.22     | 0.03%             | 2059-11-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Vicinity Centres Re Ltd                                                                          | VCXAU 5.836 03/03/36 MTN                                                                                                                            | CUSIP: 000000000<br>LEI: 549300S7GOEVR0EGFN47 | Long             | DBT              | CORP              | AU        |     1660000 | PA      | $1108128.56     | 0.01%             | 2036-03-03      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD TOYODA GOSEI CO LTD                                                                                                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $4714.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD HOYA CORP                                                                                                                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-6109.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                                | TSN 5.7 03/15/34                                                                                                                                    | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |      816000 | PA      | $844732.73      | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK 3.544 01/17/28                                                                                                                               | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1731000 | PA      | $1706708.18     | 0.01%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | EUR CALL VERSUS MXN PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    -1204000 | NC      | $-29557.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5                                                                                   | EFMT 2025-NQM5 A1                                                                                                                                   | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4590604 | PA      | $4566968.80     | 0.03%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Ggam Finance Ltd.                                                                                | GGAMFI 6.875 04/15/29 144A                                                                                                                          | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      355000 | PA      | $362896.98      | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 5.7 03/01/53                                                                                                                                    | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      361000 | PA      | $331412.01      | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | CDS CMBX.NA.BBB-.9                                                                                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-29196.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 2.4 10/15/28                                                                                                                                     | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      343000 | PA      | $325148.06      | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                           | FANG 5.2 04/18/27                                                                                                                                   | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     1092000 | PA      | $1100596.21     | 0.01%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 4.6 11/15/32                                                                                                                                    | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    11117000 | PA      | $10813319.36    | 0.06%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA9432                                                                                                                                           | CUSIP: 3140QHPS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2019461 | PA      | $1862997.02     | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                             | KDP 5.085 05/25/48                                                                                                                                  | CUSIP: 49271VAD2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      100000 | PA      | $85867.37       | 0.00%             | 2048-05-25      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | E-mini Russell 2000 Options                                                                                                                         | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DE               | CORP              | US        |         -46 | NC      | $-36110.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS BOEING CO/THE                                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-69499.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                               | DELL 5.3 10/01/29                                                                                                                                   | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      126000 | PA      | $128587.63      | 0.00%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2023-1                                                                   | MSAIC 2023-1A A                                                                                                                                     | CUSIP: 61945VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      355514 | PA      | $328822.83      | 0.00%             | 2053-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA1898                                                                                                                                           | CUSIP: 3140Q9DC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       98034 | PA      | $96428.99       | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGATTA 32 FUNDING LTD                                                                           | REG32 2025-4A A1                                                                                                                                    | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2870000 | PA      | $2872585.30     | 0.02%             | 2038-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS MXN                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-11163.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Plus Lomb Corp.                                                                           | BLCOCN 8.375 10/01/28 144A                                                                                                                          | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      296000 | PA      | $305620.00      | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                                | FDX 5.1 01/15/44 .                                                                                                                                  | CUSIP: 31428XDP8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      479000 | PA      | $436950.53      | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AW3636                                                                                                                                           | CUSIP: 3138XTBE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      176615 | PA      | $172637.53      | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP/ Delek Logistics Finance Corp.                                       | DKL 8.625 03/15/29 144A                                                                                                                             | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103476.89      | 0.00%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                                  | WYNMAC 5.5 10/01/27 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     8000000 | PA      | $7916880.00     | 0.04%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   -44261000 | NC      | $-791903.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Super 30Y Fixed                                                                            | FR SL2093                                                                                                                                           | CUSIP: 31427PKF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4654689 | PA      | $4696138.60     | 0.03%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V7.964 11/02/34                                                                                                                                 | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     2272000 | PA      | $2605639.06     | 0.01%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| ARGENTO LLC/NV                                                                                   | ARGENTO LLC/NV                                                                                                                                      | CUSIP: 04021RAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3709000 | PA      | $3560640.00     | 0.02%             | 2031-04-30      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD ALLEGRO SA                                                                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-27692.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                                | SO 3.7 12/01/47 B                                                                                                                                   | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      239000 | PA      | $176214.27      | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2026-CES1                                                           | BARC 2026-CES1 A1A                                                                                                                                  | CUSIP: 06690CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4894278 | PA      | $4846480.54     | 0.03%             | 2056-01-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V5.775 06/12/29                                                                                                                                 | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1044000 | PA      | $1073837.21     | 0.01%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2007-OH2                                                                  | CWALT 2007-OH2 A2A                                                                                                                                  | CUSIP: 02151RAC7<br>LEI: 549300QKXMAFE33VN106 | Long             | ABS-O            | CORP              | US        |      174215 | PA      | $163619.95      | 0.00%             | 2047-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM1100                                                                                                                                           | CUSIP: 3140J5GJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      838766 | PA      | $789707.41      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                                     | ENOIGA 8.5 09/30/33                                                                                                                                 | CUSIP: 29290WAA5<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      484291 | PA      | $497085.97      | 0.00%             | 2033-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                                  | GEN 6.25 04/01/33 144A                                                                                                                              | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      113000 | PA      | $109849.06      | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 4.25 03/13/31                                                                                                                                  | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     3405000 | PA      | $3379903.99     | 0.02%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERATE CLO 20 LTD                                                                              | KLLM 2024-20A B                                                                                                                                     | CUSIP: 370912AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      260000 | PA      | $259912.90      | 0.00%             | 2038-01-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                                 | DB V4.625 PERP                                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $446998.17      | 0.00%             | N/A             | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 5.375 03/15/30                                                                                                                                  | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     9615000 | PA      | $9694906.13     | 0.05%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-2                                                       | NRZT 2019-2A A1                                                                                                                                     | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      511800 | PA      | $501273.23      | 0.00%             | 2057-12-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 7.75 02/01/32                                                                                                                                | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     5075000 | PA      | $5130825.00     | 0.03%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 MORTGAGE LOAN TRUST                                                                  | COLT 2025-8 A1                                                                                                                                      | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-O            | CORP              | US        |     2136310 | PA      | $2143660.55     | 0.01%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4961                                                                                                                                           | CUSIP: 36179TQN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24044 | PA      | $21745.64       | 0.00%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                                  | EXC 5.25 09/15/54                                                                                                                                   | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92683.27       | 0.00%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | AJG 6.75 02/15/54                                                                                                                                   | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      337000 | PA      | $363904.23      | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bx Commercial Mortgage Trust 2018-Bioa                                                           | BX 2020-VIV4 A                                                                                                                                      | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4397364 | PA      | $4073826.62     | 0.02%             | 2044-03-11      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.625 05/15/53                                                                                                                                    | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39815000 | PA      | $31925097.95    | 0.18%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance Llc                                                                             | OWL 3.125 06/10/31                                                                                                                                  | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |      439000 | PA      | $378541.28      | 0.00%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive Inc.                                                                  | CPS 9.25 03/01/31 144A                                                                                                                              | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |      125000 | PA      | $117468.75      | 0.00%             | 2031-03-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC 5.5 08/01/35                                                                                                                                    | CUSIP: 929903AM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100908.91      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc.                                                                         | PPL 5.25 09/01/34                                                                                                                                   | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201416.54      | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                             | CEMEX V7.2 PERP 144A                                                                                                                                | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     5377000 | PA      | $5458290.56     | 0.03%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                           | SRE V6.625 04/01/55                                                                                                                                 | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1249959.50     | 0.01%             | 2055-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                                                 | OLN 6.625 04/01/33 144A                                                                                                                             | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30325.00       | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                                   | HPE 4.4 10/15/30                                                                                                                                    | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      561000 | PA      | $550802.43      | 0.00%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd.                                                                | ANVAU F 02/04/56 mtn                                                                                                                                | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |     1410000 | PA      | $958256.51      | 0.01%             | 2056-02-04      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6 08/03/55                                                                                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5695000 | PA      | $4774589.48     | 0.03%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                                      | PFE 4.2 09/15/48                                                                                                                                    | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      627000 | PA      | $505369.40      | 0.00%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2025-IV LTD                                                                         | CIFC 2025-4A A1                                                                                                                                     | CUSIP: 12575MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3450000 | PA      | $3450269.79     | 0.02%             | 2038-10-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (UK) PLC                                                          | SAZKAG 4.625 08/15/31 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      277000 | PA      | $306855.58      | 0.00%             | 2031-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                                            | KIOXIA 6.25 07/24/30 144A                                                                                                                           | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      512000 | PA      | $520258.02      | 0.00%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SILVER PT SCF CLO LTD 2025-5                                                                     | SPCSL 2025-1A A1                                                                                                                                    | CUSIP: 827916AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7080000 | PA      | $7094224.43     | 0.04%             | 2038-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                                   | OOMLT 2007-CP1 2A3                                                                                                                                  | CUSIP: 68402YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2360000 | PA      | $2039320.84     | 0.01%             | 2037-03-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AA6410                                                                                                                                           | CUSIP: 36178EDP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       82611 | PA      | $77576.46       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Partners LP / Williams Partners Finance Corporation                                     | WMB 5.4 03/04/44                                                                                                                                    | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      369000 | PA      | $343185.81      | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mila 2024-1 BV                                                                                   | MILA 2024-1 D                                                                                                                                       | CUSIP: 000000000<br>LEI: 7245000GAIRCK7Y7VJ68 | Long             | ABS-O            | CORP              | NL        |      135226 | PA      | $156896.00      | 0.00%             | 2041-09-15      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp.                                                                          | BG 4.2 09/17/29                                                                                                                                     | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      320000 | PA      | $316972.44      | 0.00%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-3 LTD                                                            | PSTAT 2025-3A D                                                                                                                                     | CUSIP: 696917AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      520000 | PA      | $505460.54      | 0.00%             | 2034-01-17      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Company                                                                    | FTSCN 5.5 04/15/53                                                                                                                                  | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93305.99       | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5039                                                                                                                                           | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    80442913 | PA      | $81110873.91    | 0.46%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bryant Pk FDG 2023-19 Ltd.                                                                       | BRYPK 2023-19A A1R                                                                                                                                  | CUSIP: 11765AAQ2<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |      710000 | PA      | $708760.55      | 0.00%             | 2038-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| WHETSTONE PARK CLO LTD                                                                           | WHTPK 2021-1A D                                                                                                                                     | CUSIP: 96329YAJ6<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $232970.50      | 0.00%             | 2035-01-22      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 10.5 03/15/37 144a                                                                                                                           | CUSIP: 25714PFD5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   136100000 | PA      | $2325539.69     | 0.01%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                                 | VBTEL 2026-1A C2                                                                                                                                    | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14993000 | PA      | $14731295.69    | 0.08%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.222 01/29/31                                                                                                                                 | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      167000 | PA      | $170355.89      | 0.00%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                           | BARC 2024-NQM3 A2                                                                                                                                   | CUSIP: 066941AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1671171 | PA      | $1682311.49     | 0.01%             | 2064-06-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| POST CLO VI LTD                                                                                  | POST 2024-2A A1                                                                                                                                     | CUSIP: 73742RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      950000 | PA      | $950651.23      | 0.01%             | 2038-01-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS7605                                                                                                                                           | CUSIP: 3138WHNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      374483 | PA      | $361447.50      | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD PPL CORP                                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-808.83        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS6048                                                                                                                                           | CUSIP: 3140XMWJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      310188 | PA      | $307456.96      | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD CHUBU ELECTRIC POWER INC                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5244.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD REXEL SA                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $10112.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A93534                                                                                                                                           | CUSIP: 3129414T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      131547 | PA      | $127208.04      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V3.52 10/27/28                                                                                                                                    | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3622000 | PA      | $3568104.78     | 0.02%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                                             | CROSIN 6.75 12/01/32 144A                                                                                                                           | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       99000 | PA      | $93154.10       | 0.00%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 7.375 02/01/36 144A                                                                                                                            | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       37000 | PA      | $36846.33       | 0.00%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 6.375 06/01/37                                                                                                                                 | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      942000 | PA      | $1027081.63     | 0.01%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.65 03/15/28                                                                                                                                  | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1438000 | PA      | $1451090.06     | 0.01%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q27319                                                                                                                                           | CUSIP: 3132M7YQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36643 | PA      | $34789.94       | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD DEMANT A/S                                                                                                                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $62290.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD DEUTSCHE BANK AG                                                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8944.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 737444                                                                                                                                           | CUSIP: 3620ARHV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       78369 | PA      | $79340.91       | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | BRL CALL VERSUS EUR PUT                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |    -4122000 | NC      | $-128503.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                             | NOVHOL 6.625 04/15/29 144A                                                                                                                          | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      155000 | PA      | $152219.82      | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DnB Bank ASA                                                                                     | DNBNO V4.832 03/30/32 144A                                                                                                                          | CUSIP: 23341CAH6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      334000 | PA      | $333204.11      | 0.00%             | 2032-03-30      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2026-NQM3                                                           | BARC 2026-NQM3 PT2                                                                                                                                  | CUSIP: 06749CAM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22986018 | PA      | $23303266.06    | 0.13%             | 2066-01-01      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| REXLOT HOLDINGS LTD                                                                              | REXLOT 4.5 04/17/19                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1160847 | PA      | $0.01           | 0.00%             | 2019-04-17      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM5                                                    | GSMBS 2025-NQM5 A1                                                                                                                                  | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-O            | CORP              | US        |     3150194 | PA      | $3133257.93     | 0.02%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                      | WMT 4.5 09/09/52                                                                                                                                    | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      821000 | PA      | $707871.03      | 0.00%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                                          | NXPI 2.5 05/11/31                                                                                                                                   | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |      293000 | PA      | $263248.78      | 0.00%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                           | BARC 2024-NQM1 A2                                                                                                                                   | CUSIP: 06745AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2218858 | PA      | $2226545.25     | 0.01%             | 2064-01-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS UNITED GROUP BV                                                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-42907.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.484 09/16/36                                                                                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1247562.27     | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXI LTD                                                                    | MDPK 2018-31A B1R                                                                                                                                   | CUSIP: 55819DBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4110000 | PA      | $4114523.47     | 0.02%             | 2037-07-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD MERCARI INC                                                                                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-38742.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-63 DF                                                                                                                                      | CUSIP: 3136BWXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     4201709 | PA      | $4238461.29     | 0.02%             | 2055-08-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM4874                                                                                                                                           | CUSIP: 3140X8MY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2079544 | PA      | $1795450.16     | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                              | CSCO 4.55 02/24/28                                                                                                                                  | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     4036000 | PA      | $4076826.88     | 0.02%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RB5071                                                                                                                                           | CUSIP: 3133KYT41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      987625 | PA      | $871625.92      | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANTARES CLO 2018-3 LTD                                                                           | ANTR 2018-3A A1R                                                                                                                                    | CUSIP: 03665LAL7<br>LEI: 254900KOI7TFZJ19KK11 | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $3992374.00     | 0.02%             | 2036-07-21      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                                 | SCRT 2017-3 B                                                                                                                                       | CUSIP: 35563PCG2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     1492154 | PA      | $239205.95      | 0.00%             | 2056-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 6.35 02/09/35                                                                                                                                   | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      504000 | PA      | $515340.00      | 0.00%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Kondor Finance plc                                                                               | NAFTO 7.625 11/08/28 144A                                                                                                                           | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |      783433 | PA      | $611077.53      | 0.00%             | 2028-11-08      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/CNH FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4705.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                                  | PSX V5.875 03/15/56 A                                                                                                                               | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     2805000 | PA      | $2762246.47     | 0.02%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                                 | DTE 5.2 03/01/34                                                                                                                                    | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      176000 | PA      | $179846.72      | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                                                | SCI 5.125 06/01/29                                                                                                                                  | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      182000 | PA      | $180822.06      | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                        | O 4.75 02/15/29                                                                                                                                     | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      106000 | PA      | $107035.88      | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Washg Mutual 7-He1                                                                               | WMABS 2007-HE1 2A2                                                                                                                                  | CUSIP: 93935KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1993742 | PA      | $624274.14      | 0.00%             | 2036-11-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| National RMBS Trust 2026-1                                                                       | NRMBS 2026-1 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 984500A1759693F5DD13 | Long             | ABS-O            | CORP              | AU        |      750000 | PA      | $513048.54      | 0.00%             | 2057-10-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                                     | NOVNVX 4.1 11/05/30                                                                                                                                 | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      379000 | PA      | $374778.22      | 0.00%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 2.375 05/15/27                                                                                                                                    | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15187000 | PA      | $14948516.72    | 0.08%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XL-R LTD                                                                    | MDPK 2025-40RA A                                                                                                                                    | CUSIP: 55823RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3000245.40     | 0.02%             | 2038-10-16      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership, L.P.                                                                  | MPW 0.993 10/15/26                                                                                                                                  | CUSIP: 000000000<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |      464000 | PA      | $513313.12      | 0.00%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                                                       | LH 2.7 06/01/31                                                                                                                                     | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |      360000 | PA      | $327637.71      | 0.00%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AJ9201                                                                                                                                           | CUSIP: 3138E2GK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35632 | PA      | $35883.41       | 0.00%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                                | XOM 2.995 08/16/39                                                                                                                                  | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      660000 | PA      | $524287.36      | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 11 LTD                                                                           | CRNPT 2021-11A A1R                                                                                                                                  | CUSIP: 22845JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1290000 | PA      | $1289614.81     | 0.01%             | 2038-03-01      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7192                                                                                                                                           | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3371286 | PA      | $2786607.96     | 0.02%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                                  | CSX 3.8 04/15/50                                                                                                                                    | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      447000 | PA      | $332088.24      | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                              | ONCRTX 2.7 11/15/51                                                                                                                                 | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      215000 | PA      | $124649.43      | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                                    | MDT 4.5 03/30/33                                                                                                                                    | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      463000 | PA      | $457163.21      | 0.00%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.516 01/21/32                                                                                                                                  | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2018926.00     | 0.01%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp                                                                               | MATHOM 6 12/15/33 144A                                                                                                                              | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      112000 | PA      | $105174.05      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| P11 COMMERCIAL MORTGAGE TRUST 2025-P11                                                           | P11 2025-P11 C                                                                                                                                      | CUSIP: 69382VAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1242000 | PA      | $1288368.08     | 0.01%             | 2042-08-12      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                                  | MAGLLC 8.25 08/01/31 144A                                                                                                                           | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      572000 | PA      | $594162.14      | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                                | BRO 4.2 03/17/32                                                                                                                                    | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94391.60       | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                              | ABIBB 4.75 04/15/58                                                                                                                                 | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84456.54       | 0.00%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Santander Consumo 7 Fondo de Titulizacion                                                        | CONSU 7 B                                                                                                                                           | CUSIP: 000000000<br>LEI: 98450015C5M3E75WF107 | Long             | ABS-O            | CORP              | ES        |      831271 | PA      | $962521.86      | 0.01%             | 2038-07-20      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                                 | CP 7.125 10/15/31                                                                                                                                   | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      144000 | PA      | $160427.76      | 0.00%             | 2031-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD GUANGDONG HUAYAN ROBOTICS LTD CLAS                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $27.87          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.194 07/23/30 MTN                                                                                                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95906.02       | 0.00%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                            | IBM 5.6 11/30/39                                                                                                                                    | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     2432000 | PA      | $2447527.01     | 0.01%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD BAIDU CLASS A INC                                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14176.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International PLC                                                               | JCI 4.625 07/02/44 *                                                                                                                                | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      112000 | PA      | $97310.31       | 0.00%             | 2044-07-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Company                                                              | XEL 5.3 05/15/35                                                                                                                                    | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |      730000 | PA      | $732252.95      | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 5.25 01/15/30                                                                                                                                   | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99432.00       | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                                      | LMT 5 08/15/35                                                                                                                                      | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      419000 | PA      | $422773.14      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Company                                                                           | TE 4.35 05/15/44                                                                                                                                    | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |      173000 | PA      | $144529.26      | 0.00%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXV LTD                                                              | BSP 2021-25A A1R                                                                                                                                    | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5484616 | PA      | $5470811.77     | 0.03%             | 2035-01-16      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Company                                                                 | EXC 2.9 06/15/50                                                                                                                                    | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      888000 | PA      | $558048.22      | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS7909                                                                                                                                           | CUSIP: 3138WHYF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      104707 | PA      | $94361.86       | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BWAY 2013-1515 MORTGAGE TRUST                                                                    | BWAY 2013-1515 F                                                                                                                                    | CUSIP: 05604FAS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      599000 | PA      | $507846.76      | 0.00%             | 2033-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | EUR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $150440.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                                 | HES 6 01/15/40                                                                                                                                      | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     1812000 | PA      | $1916252.19     | 0.01%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                       | VMED 6.75 01/15/33 144A                                                                                                                             | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $178689.06      | 0.00%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc.                                                                | ABIBB 4.9 02/01/46                                                                                                                                  | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     2085000 | PA      | $1871819.95     | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE V6.7 09/01/54                                                                                                                                   | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      217000 | PA      | $221631.43      | 0.00%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AC3934                                                                                                                                           | CUSIP: 36179DLP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       90636 | PA      | $85248.51       | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                      | OVV 6.625 08/15/37                                                                                                                                  | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      191000 | PA      | $202969.41      | 0.00%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                                       | CARR 2.7 02/15/31                                                                                                                                   | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      494000 | PA      | $452911.69      | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3149                                                                                                                                           | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1264337 | PA      | $1210885.34     | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INEOS Finance PLC                                                                                | INEGRP 7.5 04/15/29 144a                                                                                                                            | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Short            | DBT              | CORP              | GB        |     -200000 | PA      | $-194021.68     | -0.00%            | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| 610 Funding 2 CLO Ltd                                                                            | Anchorage Capital CLO 2026-22 Ltd                                                                                                                   | CUSIP: 03333KAC1<br>LEI: 549300GQXKMJDZ17HU89 | Long             | ABS-CBDO         | CORP              | US        |     7220000 | PA      | $7215373.42     | 0.04%             | 2039-01-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD TOKYO CENTURY CORP                                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-8439.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS USD                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $1044194.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-3                                                    | VCC 2025-3 M3                                                                                                                                       | CUSIP: 92262RAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1599604 | PA      | $1611432.03     | 0.01%             | 2055-06-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                                        | FMC V8.45 11/01/55                                                                                                                                  | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      633000 | PA      | $407563.19      | 0.00%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                                      | LMT 4.7 05/15/46                                                                                                                                    | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      794000 | PA      | $703319.69      | 0.00%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2014-4                                                                | NAVSL 2020-FA B                                                                                                                                     | CUSIP: 63941XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2590000 | PA      | $2239006.57     | 0.01%             | 2069-07-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AD2410                                                                                                                                           | CUSIP: 36180DVB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       51008 | PA      | $47928.52       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                                        | TPG 5.875 03/05/34                                                                                                                                  | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |      346000 | PA      | $350884.54      | 0.00%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aon Corp/ Aon Global Holdings PLC                                                                | AON 2.05 08/23/31                                                                                                                                   | CUSIP: 03740LAA0<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |       28000 | PA      | $24447.39       | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                                   | DTE 5.85 06/01/34                                                                                                                                   | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      208000 | PA      | $217786.86      | 0.00%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD HOME DEPOT INC/THE                                                                                                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-3885.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables Llc Trust 2007-Nc2                                          | SABR 2007-NC2 A2C                                                                                                                                   | CUSIP: 81378GAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      575000 | PA      | $438759.50      | 0.00%             | 2037-01-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| RR 7 LTD                                                                                         | RRAM 2019-7A A2B                                                                                                                                    | CUSIP: 74980EAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      220000 | PA      | $220000.00      | 0.00%             | 2037-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Citycon Oyj                                                                                      | CITCON V3.625 PERP                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300P8N0P6KDGTJ206 | Long             | DBT              | CORP              | FI        |      122000 | PA      | $101641.74      | 0.00%             | N/A             | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.942 02/07/39                                                                                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      780000 | PA      | $797353.13      | 0.00%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                                                                         | TECHEM VERWALTUNGSGESELLSCHAFT 675 MBH                                                                                                              | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | LON              | CORP              | DE        |     1000000 | PA      | $1151896.99     | 0.01%             | 2032-07-16      | Floating      | 5.23%                 | No            |                  3 | On Loan: No      |
| Sammaan Capital Ltd.                                                                             | IHFLIN 9.7 07/03/27 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | DBT              | CORP              | IN        |     2000000 | PA      | $2039000.00     | 0.01%             | 2027-07-03      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL1704                                                                                                                                           | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      800762 | PA      | $848819.25      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-C35                                                                    | BBCMS 2025-C39 A5                                                                                                                                   | CUSIP: 05556YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      140000 | PA      | $141988.45      | 0.00%             | 2058-12-17      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects (Mauritius) Ltd.                                                           | GRNKEN 7.25 09/27/28 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |     4073960 | PA      | $4036275.87     | 0.02%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                                   | NSANY 7.05 09/15/28 144A                                                                                                                            | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      133000 | PA      | $135073.43      | 0.00%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                                       | CARR 5.9 03/15/34                                                                                                                                   | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      803000 | PA      | $847204.34      | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                                    | ED 5.5 12/01/39 09-C                                                                                                                                | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      194000 | PA      | $194212.03      | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST                                                         | CSAIL 2019-C17 XA                                                                                                                                   | CUSIP: 12597BAW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9073459 | PA      | $303552.56      | 0.00%             | 2052-09-17      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11                                   | JPMCC 2013-LC11 XB                                                                                                                                  | CUSIP: 46639YAT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1831951 | PA      | $955.00         | 0.00%             | 2046-04-17      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                                    | ED 4.625 12/01/54                                                                                                                                   | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       75000 | PA      | $61789.85       | 0.00%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ministerio de Hacienda y Credito Publico                                                         | COLTES 7.25 10/26/50 B                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  7107900000 | PA      | $1124621.80     | 0.01%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Halseypoint Clo 4 Ltd / Llc                                                                      | HLSY 2021-4A A                                                                                                                                      | CUSIP: 40637LAA8<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |     1330000 | PA      | $1330441.29     | 0.01%             | 2034-04-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 02/29/28                                                                                                                                        | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31582000 | PA      | $31685628.44    | 0.18%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 4.3 01/15/30                                                                                                                                   | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      775000 | PA      | $768470.55      | 0.00%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2026-P1                                                     | LENDR 2026-P1 A                                                                                                                                     | CUSIP: 52611WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2441901 | PA      | $2543027.69     | 0.01%             | 2037-08-15      | Fixed         | 6.98%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB8621                                                                                                                                           | CUSIP: 31417FSK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      171555 | PA      | $157190.19      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RC1975                                                                                                                                           | CUSIP: 3133L8FQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2706971 | PA      | $2449320.69     | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD COCA COLA HBC AG                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $24639.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | USD CALL VERSUS CLP PUT                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | GB        |     1391000 | NC      | $32524.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS7594                                                                                                                                           | CUSIP: 3138WHNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      228734 | PA      | $214025.14      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 4.375 10/15/28                                                                                                                                   | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      827000 | PA      | $826349.99      | 0.00%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corporation                                                                       | KMB 3.9 05/04/47                                                                                                                                    | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |      352000 | PA      | $271540.76      | 0.00%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust 2025-1                                                                       | PANO 2025-1 C                                                                                                                                       | CUSIP: 000000000<br>LEI: 984500FD9990894F0848 | Long             | ABS-O            | CORP              | AU        |      732000 | PA      | $505497.94      | 0.00%             | 2033-03-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2020-I LTD                                                                          | CIFC 2020-1A BR                                                                                                                                     | CUSIP: 12555QAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3260000 | PA      | $3260558.44     | 0.02%             | 2036-07-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                               | KO 2.75 06/01/60                                                                                                                                    | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      100000 | PA      | $57283.12       | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 4.7 08/15/30                                                                                                                                      | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      559000 | PA      | $563618.92      | 0.00%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Winchester 1 PLC                                                                                 | WNCHR 1 D                                                                                                                                           | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-O            | CORP              | GB        |      393000 | PA      | $520178.96      | 0.00%             | 2056-10-21      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA2044                                                                                                                                           | CUSIP: 3140Q9HW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1863959 | PA      | $1833245.00     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AV6904                                                                                                                                           | CUSIP: 3138XJU62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74949 | PA      | $74150.10       | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6 01/15/33 144A                                                                                                                                 | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      126000 | PA      | $125929.26      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.542 09/19/30                                                                                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      739000 | PA      | $736435.93      | 0.00%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 5.625 02/21/53                                                                                                                                  | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      426000 | PA      | $390339.57      | 0.00%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                               | JPMMT 2021-INV7 A5X                                                                                                                                 | CUSIP: 46654CAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2525441 | PA      | $71870.27       | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  -126921000 | NC      | $-3746154.11    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                                         | CMS 3.25 08/15/46                                                                                                                                   | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      296000 | PA      | $209631.84      | 0.00%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.25 08/15/49                                                                                                                                     | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    36507000 | PA      | $22707068.88    | 0.13%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM3 TRUST                                                                             | CSMC 2022-NQM3 A1B                                                                                                                                  | CUSIP: 12661NAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3821000 | PA      | $3781870.67     | 0.02%             | 2067-03-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                                                 | BRL/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-66933.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lyra Music Assets Del LP                                                                         | LYRA 2025-1A A2                                                                                                                                     | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |     2282066 | PA      | $2295781.59     | 0.01%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V5.463 07/26/30                                                                                                                                 | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      306000 | PA      | $312338.73      | 0.00%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.625 03/31/32 144A                                                                                                                             | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       93000 | PA      | $91560.00       | 0.00%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OCEANA A NOTE 3 YEAR                                                                             | OCEANA A NOTE 3 YEAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     3013000 | PA      | $2089213.45     | 0.01%             | 2026-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM3061                                                                                                                                           | CUSIP: 3140J7MK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1506059 | PA      | $1432018.91     | 0.01%             | 2032-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                                             | NEFINA 8 04/15/30 144A                                                                                                                              | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $118402.47      | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ithaca Energy (North Sea) plc                                                                    | IAECN 5.5 10/01/31 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |      357000 | PA      | $412718.67      | 0.00%             | 2031-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | BRL/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-42329.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAYER PARK CLO LTD                                                                              | THAYR 2017-1A A1RR                                                                                                                                  | CUSIP: 883310AW4<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | KY        |     1900000 | PA      | $1896379.17     | 0.01%             | 2034-04-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD REPUBLIC SERVICES INC                                                                                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $79832.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambac Assurance Corporation                                                                      | ABK 5.1 PERP 144A                                                                                                                                   | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |      462203 | PA      | $607796.58      | 0.00%             | N/A             | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLGB 5 10/25/35 1035                                                                                                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    33318000 | PA      | $8404219.13     | 0.05%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                                 | LION A 2026-06-18 CALL 12                                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         172 | NC      | $10750.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCG COMMERCIAL MORTGAGE TRUST 2025-FLWR                                                          | SCG 2025-FLWR E                                                                                                                                     | CUSIP: 78438AAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      278000 | PA      | $275975.94      | 0.00%             | 2042-08-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE GROUP PLC                                                   | AY 5.625 02/15/32 REGs                                                                                                                              | CUSIP: 000000000<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |      602000 | PA      | $672598.74      | 0.00%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                                    | CNC 2.5 03/01/31                                                                                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1132000 | PA      | $949921.45      | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                    | BDX 2.823 05/20/30                                                                                                                                  | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      245000 | PA      | $228459.70      | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                                  | SOBOCN V7.5 03/01/55                                                                                                                                | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       26000 | PA      | $27070.78       | 0.00%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D V6.2 02/15/56                                                                                                                                     | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1467000 | PA      | $1454096.71     | 0.01%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO VIII LTD                                                                            | TREST 2025-8A A1                                                                                                                                    | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |     2030000 | PA      | $2029518.48     | 0.01%             | 2035-06-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Newbridge Park CLO Designated Activity Co.                                                       | NEWBR 1X D                                                                                                                                          | CUSIP: 000000000<br>LEI: 635400MHBRLQFZ1CYD71 | Long             | ABS-O            | CORP              | IE        |     1110000 | PA      | $1260249.87     | 0.01%             | 2040-04-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| The Estee Lauder Companies Inc.                                                                  | EL 4.375 05/15/28                                                                                                                                   | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |      176000 | PA      | $176180.71      | 0.00%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                                     | PSA 4.375 07/01/30                                                                                                                                  | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      283000 | PA      | $282623.02      | 0.00%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | FITB V5.631 01/29/32                                                                                                                                | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      111000 | PA      | $114420.32      | 0.00%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD FERROVIAL                                                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $595.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2023-119 AD                                                                                                                                     | CUSIP: 38384CEP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     2377829 | PA      | $1901894.67     | 0.01%             | 2065-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST 2007-1                                                                   | HEAT 2007-1 2A3                                                                                                                                     | CUSIP: 43710LAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1173560 | PA      | $992736.77      | 0.01%             | 2037-05-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AD3519                                                                                                                                           | CUSIP: 36180E4C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      142646 | PA      | $133995.46      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Limited                                                                    | MPEL 5.75 07/21/28 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     8000000 | PA      | $7855440.00     | 0.04%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                                        | WTW 5.9 03/05/54                                                                                                                                    | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      216000 | PA      | $209661.75      | 0.00%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT0538                                                                                                                                           | CUSIP: 3132ACS35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      150074 | PA      | $139957.11      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AY0803                                                                                                                                           | CUSIP: 3138YD3M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78033 | PA      | $71389.84       | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 603630                                                                                                                                           | CUSIP: 36200KST5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23318 | PA      | $23275.70       | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc.                                                                          | AAP 3.9 04/15/30                                                                                                                                    | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       53000 | PA      | $48673.36       | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD BILIBILI INC                                                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16402.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   708400000 | PA      | $721234125.30   | 4.05%             | 2056-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD SCHRODERS PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10985.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co. Inc.                                                                   | FDX 4.3 03/15/29 144A                                                                                                                               | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |      722000 | PA      | $713342.37      | 0.00%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK IV LTD                                                                            | SAND 2025-1A D1                                                                                                                                     | CUSIP: 80012AAJ4<br>LEI: 254900HZXZ4VWBL5OX74 | Long             | ABS-CBDO         | CORP              | KY        |     1070000 | PA      | $1058990.77     | 0.01%             | 2039-01-20      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                              | ETR V5.875 06/15/56 ..                                                                                                                              | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     1791000 | PA      | $1767142.68     | 0.01%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 5.375 04/01/38                                                                                                                                 | CUSIP: 161175BM5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     1418000 | PA      | $1270883.99     | 0.01%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PGA TRUST 2024-RSR2                                                                              | PGA 2024-RSR2 A                                                                                                                                     | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2559000 | PA      | $2550203.44     | 0.01%             | 2039-06-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                                         | V 4.7 02/12/36                                                                                                                                      | CUSIP: 92826CBB7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      827000 | PA      | $818042.60      | 0.00%             | 2036-02-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.468 01/23/35                                                                                                                                 | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      421000 | PA      | $429756.24      | 0.00%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners L.P.                                                                    | ENBCN 7.375 10/15/45                                                                                                                                | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |      278000 | PA      | $318103.77      | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 3.55 03/10/51                                                                                                                                  | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    14265000 | PA      | $9714465.00     | 0.05%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                                 | DTE 4.85 03/01/36 A                                                                                                                                 | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      729000 | PA      | $715335.26      | 0.00%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 21 LTD                                                                              | FLAT 2021-1A BR                                                                                                                                     | CUSIP: 33883PAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1200000 | PA      | $1201357.08     | 0.01%             | 2037-10-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                                     | SWK 5.2 09/01/40                                                                                                                                    | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |      233000 | PA      | $217726.42      | 0.00%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD DISCOVERY LTD                                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2539.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V4.967 07/22/33 MTN                                                                                                                             | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      558000 | PA      | $551906.13      | 0.00%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Westrock MWV LLC                                                                                 | SW 8.2 01/15/30                                                                                                                                     | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |      154000 | PA      | $172616.69      | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| BB INEOS FINANCE PLC 7.5                                                                         | BB INEOS FINANCE PLC 7.5                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      179778 | PA      | $179778.00      | 0.00%             | 2026-04-09      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q43127                                                                                                                                           | CUSIP: 3132WGPM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      175583 | PA      | $173168.44      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DBMS 2025-1 DAC                                                                                  | DBMS 2025-1X C                                                                                                                                      | CUSIP: 000000000<br>LEI: 9845002JC6400E50AA39 | Long             | ABS-O            | CORP              | IE        |      417000 | PA      | $551746.36      | 0.00%             | 2036-02-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2019-2 Ltd.                                                                   | ROCKT 2019-2A AR2                                                                                                                                   | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |      189225 | PA      | $189214.35      | 0.00%             | 2032-08-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA5387                                                                                                                                           | CUSIP: 3140QC6Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      128133 | PA      | $124344.44      | 0.00%             | 2049-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACE Securities Corp Home Equity Loan Trust                                                       | ACE 2006-CW1 A2C                                                                                                                                    | CUSIP: 00441QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      208330 | PA      | $174596.99      | 0.00%             | 2036-07-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                              | D 6.35 11/30/37                                                                                                                                     | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      440000 | PA      | $473691.66      | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD NETMARBLE CORP                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-24306.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust                                                               | CMSI 2007-9 1A1                                                                                                                                     | CUSIP: 17313VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      834956 | PA      | $792953.99      | 0.00%             | 2037-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD AEROPORTS DE PARIS SA                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $41.45          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithia Motors Incorporated                                                                       | LAD 4.625 12/15/27 144A                                                                                                                             | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       77000 | PA      | $75981.17       | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | MXN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-132113.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS ALIBABA GROUP HOLDING LTD                                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5144.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST 2024-IND                                                          | ARES1 2024-IND A                                                                                                                                    | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8860000 | PA      | $8862768.75     | 0.05%             | 2041-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 3.875 03/17/28                                                                                                                               | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    17669000 | PA      | $17368627.00    | 0.10%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS 2024- 2 DAC                                                            | FORTA 2024-2 E                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400WJJIABFKEPEL72 | Long             | ABS-O            | CORP              | IE        |     1686652 | PA      | $1973162.77     | 0.01%             | 2034-10-18      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| WOM CHILE HOLDCO SPA                                                                             | WOMCHH 5 04/01/32 144A                                                                                                                              | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     5068208 | PA      | $4597067.38     | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 7 LTD                                                                          | KLLM 7A A1R                                                                                                                                         | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |     5673000 | PA      | $5674877.76     | 0.03%             | 2037-04-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Ocp Clo 2017-13 Ltd / Llc                                                                        | OCP 2017-13A X                                                                                                                                      | CUSIP: 67097LAT3<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |      446667 | PA      | $446667.87      | 0.00%             | 2037-11-27      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-LBA6                                                                               | BX 2022-LBA6 D                                                                                                                                      | CUSIP: 12433EAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2890000 | PA      | $2888193.75     | 0.02%             | 2039-01-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD SHIZUOKA FINANCIAL GROUP INC                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-51027.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST                                                                   | HVMLT 2005-1 1A                                                                                                                                     | CUSIP: 41161PLC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      914481 | PA      | $437469.06      | 0.00%             | 2035-03-19      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 4.25 01/15/33                                                                                                                                 | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      170000 | PA      | $164282.50      | 0.00%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                             | MTB V5.4 07/30/35                                                                                                                                   | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     1252000 | PA      | $1247972.98     | 0.01%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PCL Funding IX PLC                                                                               | PCLF 2024-1 B                                                                                                                                       | CUSIP: 000000000<br>LEI: 213800OC928ETRJNHM43 | Long             | ABS-O            | CORP              | GB        |      684000 | PA      | $907651.93      | 0.01%             | 2029-07-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED                                                 | AUD/JPY FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $408297.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2025-ATRM                                                           | AHPT 2025-ATRM F                                                                                                                                    | CUSIP: 049917AL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5549000 | PA      | $5494617.58     | 0.03%             | 2042-08-15      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8266                                                                                                                                           | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2350981 | PA      | $2169267.27     | 0.01%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | AUD/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8117.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                            | AL 3.125 12/01/30                                                                                                                                   | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      170000 | PA      | $156496.78      | 0.00%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                                     | USFOOD 4.75 02/15/29 144A                                                                                                                           | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98670.43       | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vfu Funding PLC                                                                                  | VODUKR 9.625 02/11/27 144A                                                                                                                          | CUSIP: 918212AA9<br>LEI: 213800C9OW7RIPPP6Z96 | Long             | DBT              | CORP              | GB        |      945283 | PA      | $931104.24      | 0.01%             | 2027-02-11      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SPACE EXPLORATION TECHNOLOGIES CORP                                                              | SPACE EXPLORATION TECHNOLOGIES CORP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       25626 | NS      | $13494395.34    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB5450                                                                                                                                           | CUSIP: 3140QRBU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11466428 | PA      | $11384302.53    | 0.06%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYC TRUST 2024-3ELV                                                                              | NYCT 2024-3ELV A                                                                                                                                    | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1347853 | PA      | $1349982.88     | 0.01%             | 2029-08-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                           | WM 4.95 03/15/35                                                                                                                                    | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200493.97      | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q34320                                                                                                                                           | CUSIP: 3132QQYS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32746 | PA      | $31533.50       | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J32491                                                                                                                                           | CUSIP: 31307NXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17911 | PA      | $17357.44       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 6.1 03/15/34                                                                                                                                    | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      428000 | PA      | $460891.15      | 0.00%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                           | BARC 2025-NQM2 B1                                                                                                                                   | CUSIP: 066930AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1484700 | PA      | $1513140.32     | 0.01%             | 2065-05-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| UK Logistics 2025-1 Designated Activity Co.                                                      | UKLOG 2025-1X D                                                                                                                                     | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-O            | CORP              | IE        |     4493194 | PA      | $5928464.43     | 0.03%             | 2035-05-17      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | PLN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $390.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BX2365                                                                                                                                           | CUSIP: 3140N6TX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      254575 | PA      | $264120.80      | 0.00%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Next Properties Trust 2401                                                                       | NEXTPR 7.7 01/23/32 144A                                                                                                                            | CUSIP: 89834MAB2<br>LEI: 254900QDKZ8ZURT6FD83 | Long             | DBT              | CORP              | MX        |     2008000 | PA      | $2145166.48     | 0.01%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                              | SYK 3.65 03/07/28                                                                                                                                   | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      279000 | PA      | $275876.87      | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                                              | CCO 7.5 06/01/29 144A                                                                                                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Short            | DBT              | CORP              | US        |     -200000 | PA      | $-200844.00     | -0.00%            | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                                                     | HLT 4.875 04/01/27                                                                                                                                  | CUSIP: 432891AK5<br>LEI: 549300406TN7EY0NPH20 | Long             | DBT              | CORP              | US        |      101000 | PA      | $100937.61      | 0.00%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA2621                                                                                                                                           | CUSIP: 3133KH4E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5406487 | PA      | $5163507.69     | 0.03%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 32 LTD                                                                             | BALLY 2025-32A B                                                                                                                                    | CUSIP: 058944AG4<br>LEI: 254900RL3S1UBVHQYH63 | Long             | ABS-CBDO         | CORP              | KY        |      830000 | PA      | $830084.91      | 0.00%             | 2039-01-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7553                                                                                                                                           | CUSIP: 3132DVMA0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    42662592 | PA      | $38110968.60    | 0.21%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB3102                                                                                                                                           | CUSIP: 3140QNNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12113162 | PA      | $9926168.34     | 0.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD IZUMI LTD                                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2951.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                                    | CDS CMBX.NA.BBB-.9                                                                                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |           1 | NC      | $501886.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                                     | OCINCC 7.75 01/15/29                                                                                                                                | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       67000 | PA      | $68562.31       | 0.00%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA6768                                                                                                                                           | CUSIP: 3133KNQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2261524 | PA      | $1845023.17     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7554                                                                                                                                           | CUSIP: 3132DVMB8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    22998301 | PA      | $19770336.85    | 0.11%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8315                                                                                                                                           | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      936006 | PA      | $927524.83      | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD EISAI LTD                                                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $17976.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR ZT2088                                                                                                                                           | CUSIP: 3132AEJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1282997 | PA      | $1257833.23     | 0.01%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                              | ONCRTX 5.3 06/01/42                                                                                                                                 | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      429000 | PA      | $406863.27      | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| StoneX Group Inc                                                                                 | SNEX 7.875 03/01/31 144A                                                                                                                            | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |       46000 | PA      | $47776.84       | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                                      | BRKHEC 6 01/15/39                                                                                                                                   | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     2909000 | PA      | $2889083.50     | 0.02%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                                            | CUZ 4.875 03/01/33                                                                                                                                  | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |      526000 | PA      | $506416.74      | 0.00%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | IRS COP                                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-82058.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | USD CALL VERSUS CLP PUT                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | GB        |     1481000 | NC      | $34628.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD KOKUSAI ELECTRIC CORP                                                                                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-26975.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                                      | MTCHII 5 12/15/27 144A                                                                                                                              | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99582.51       | 0.00%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                                        | NIPLIF 5.046 04/02/33 144A                                                                                                                          | CUSIP: 654579AR2<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $200245.22      | 0.00%             | 2033-04-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 5.9 02/10/63                                                                                                                                   | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      128000 | PA      | $118734.95      | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                                        | KLAC 5 03/15/49                                                                                                                                     | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      200000 | PA      | $180406.04      | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Company                                                                              | HAL 6.7 09/15/38                                                                                                                                    | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      268000 | PA      | $293857.58      | 0.00%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                    | ENBCN 5.5 12/01/46                                                                                                                                  | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      984000 | PA      | $938545.57      | 0.01%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                       | AAPL 3.85 05/04/43                                                                                                                                  | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       18000 | PA      | $14880.83       | 0.00%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2021-11 LTD                                                                       | CGMS 2021-11A A1R                                                                                                                                   | CUSIP: 143122AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250165.10      | 0.00%             | 2037-07-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Fct Noria De 2024                                                                                | NORIA 2024-DE1 D                                                                                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |      362690 | PA      | $420494.58      | 0.00%             | 2043-02-25      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM1                                                                                   | EFMT 2026-NQM1 A1                                                                                                                                   | CUSIP: 26846GAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4585278 | PA      | $4540654.26     | 0.03%             | 2071-02-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                        | O 2.2 06/15/28                                                                                                                                      | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      108000 | PA      | $103118.58      | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-VIS1                                                               | JPMMT 2024-VIS1 B2                                                                                                                                  | CUSIP: 465970AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      507000 | PA      | $508235.76      | 0.00%             | 2064-07-25      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-AHL1                                                 | MLMI 2006-RM3 A2B                                                                                                                                   | CUSIP: 590217AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      803431 | PA      | $164511.10      | 0.00%             | 2037-06-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                                                                      | PROGRP 5.375 04/15/31 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |      810000 | PA      | $916429.12      | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co. Inc.                                                                   | FDX 4.95 03/15/33 144A                                                                                                                              | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |      857000 | PA      | $835832.70      | 0.00%             | 2033-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                        | TD 4.574 06/02/28 MTN                                                                                                                               | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1007000 | PA      | $1010103.54     | 0.01%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                                         | ALL 5.95 04/01/36                                                                                                                                   | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |      251000 | PA      | $264745.56      | 0.00%             | 2036-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Golden Bar (Securitisation) S.r.l.                                                               | GOLDB 2024-1 B                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300GESLGUWWGJRM09 | Long             | ABS-O            | CORP              | IT        |     1046867 | PA      | $1216191.22     | 0.01%             | 2043-09-22      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 4.6 08/15/45                                                                                                                                  | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      209000 | PA      | $174398.33      | 0.00%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD BANCA MONTE DEI PASCHI DI SIENA SP                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $2848.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A89607                                                                                                                                           | CUSIP: 312936U88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42717 | PA      | $43727.04       | 0.00%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                                   | PLD 1.625 03/15/31                                                                                                                                  | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      292000 | PA      | $255267.42      | 0.00%             | 2031-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TRUST 2006-5                                                       | TMST 2006-3 A1                                                                                                                                      | CUSIP: 885221AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      957562 | PA      | $394379.30      | 0.00%             | 2046-06-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V5.174 09/11/36                                                                                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1611000 | PA      | $1596971.77     | 0.01%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2021-N                                                              | BARC 2021-NPL1 C                                                                                                                                    | CUSIP: 06744JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6471439 | PA      | $9318872.20     | 0.05%             | 2051-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS CNY                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2738.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2026-INV1                                                                        | NYMT 2026-INV1 A1                                                                                                                                   | CUSIP: 62957GAF4<br>LEI: 254900KJ201MTW2K6G74 | Long             | ABS-O            | CORP              | US        |      963661 | PA      | $957879.62      | 0.01%             | 2061-02-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 3.799 10/01/51                                                                                                                                  | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $73988.40       | 0.00%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN V3.225 11/22/32                                                                                                                              | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $538557.49      | 0.00%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                            | DTV 10 02/15/31 144A                                                                                                                                | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      362000 | PA      | $369540.19      | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FIRST HORIZON MORTGAGE PASS-THROUGH TRUST 2006-3                                                 | FHAMS 2005-AA12 2A1                                                                                                                                 | CUSIP: 32051GQ81<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       17468 | PA      | $10317.37       | 0.00%             | 2036-02-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings Llc                                                                  | BRKHEC 6.2 01/15/55                                                                                                                                 | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      110000 | PA      | $111485.34      | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                            | FCX 5.45 03/15/43                                                                                                                                   | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      281000 | PA      | $265850.17      | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                                    | TRPCN 7.625 01/15/39                                                                                                                                | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      371000 | PA      | $435130.66      | 0.00%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HLTN COMMERCIAL MORTGAGE TRUST 2024-DPLO                                                         | HLTN 2024-DPLO A                                                                                                                                    | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3176000 | PA      | $3176000.00     | 0.02%             | 2041-06-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS CMBX.NA.BBB-.9                                                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-316091.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN RAY SA                                                                                    | GDNRY 1 C                                                                                                                                           | CUSIP: 000000000<br>LEI: 2549001LNIGNHBB7QG48 | Long             | ABS-O            | CORP              | LU        |      300000 | PA      | $343934.15      | 0.00%             | 2057-12-27      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Silver Point Clo 12 Ltd. / Silver Point Clo 12 LLC                                               | SPCLO 2025-12A A1                                                                                                                                   | CUSIP: 82809MAA0<br>LEI: 254900KD09WHIS1Q6F73 | Long             | ABS-CBDO         | CORP              | KY        |     3270000 | PA      | $3271002.91     | 0.02%             | 2038-10-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 5.875 11/30/55                                                                                                                                   | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      577000 | PA      | $561232.41      | 0.00%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | U.S. Treasury Bond Options                                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -17 | NC      | $-9828.13       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD TEIJIN LTD                                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $51596.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J32209                                                                                                                                           | CUSIP: 31307NN26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       76604 | PA      | $74315.98       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8371                                                                                                                                           | CUSIP: 3132DWJQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      261925 | PA      | $259068.10      | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                                              | MINCAP 5.625 08/10/37 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      461000 | PA      | $441315.30      | 0.00%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Limited                                                                      | STCITY 6.5 01/15/28 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      800000 | PA      | $790528.00      | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                                         | BLKCQP 7.5 12/15/33                                                                                                                                 | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $262365.75      | 0.00%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                                               | AVYA L 08/01/28 1                                                                                                                                   | CUSIP: 05349UBN1<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |       10640 | PA      | $9434.03        | 0.00%             | 2028-08-01      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND ETF                                                                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $161365.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT 2.2 03/03/31                                                                                                                                    | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       38000 | PA      | $33998.85       | 0.00%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                                              | CCO 7.125 02/15/31 144A                                                                                                                             | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      644000 | PA      | $674715.74      | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6656                                                                                                                                           | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       47446 | PA      | $42493.68       | 0.00%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AZ8597                                                                                                                                           | CUSIP: 36197MRS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      323023 | PA      | $317426.76      | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 4.15 09/15/29                                                                                                                                    | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98668.06       | 0.00%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2025-129 AB                                                                                                                                     | CUSIP: 38381MYE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     1389662 | PA      | $1381622.41     | 0.01%             | 2054-09-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ampol Ltd.                                                                                       | ALDAU F 12/11/54 MTN                                                                                                                                | CUSIP: 000000000<br>LEI: 5493009TD1CGVRZ27U11 | Long             | DBT              | CORP              | AU        |     2000000 | PA      | $1413141.79     | 0.01%             | 2054-12-11      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD BROADRIDGE FINANCIAL SOLUTIONS INC                                                                                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-246101.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0803                                                                                                                                           | CUSIP: 3132DM3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1030491 | PA      | $913468.07      | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.846 03/08/37                                                                                                                                 | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      958000 | PA      | $887391.03      | 0.00%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS9321                                                                                                                                           | CUSIP: 3138WKLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      423538 | PA      | $406639.51      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD ATLAS COPCO AB                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-5992.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS3251                                                                                                                                           | CUSIP: 3140XJTH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1747117 | PA      | $1800292.70     | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRYANT PARK FUNDING 2025-28 LTD                                                                  | BRYPK 2025-28A A                                                                                                                                    | CUSIP: 11766GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     2210000 | PA      | $2208374.77     | 0.01%             | 2039-01-22      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV5                                                               | JPMMT 2021-INV5 B6                                                                                                                                  | CUSIP: 46653XAX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1424510 | PA      | $749486.54      | 0.00%             | 2051-12-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KF80 MORTGAGE TRUST                                                                   | FREMF 2018-K80 B                                                                                                                                    | CUSIP: 30307RAE7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     1043000 | PA      | $1020688.04     | 0.01%             | 2050-08-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                                  | ACRISU 7.5 11/06/30 144A                                                                                                                            | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      167000 | PA      | $167511.69      | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                       | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   135000000 | PA      | $135859779.90   | 0.76%             | 2056-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | USD CALL VERSUS AUD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | GB        |   -10400000 | NC      | $-11014.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS1922                                                                                                                                           | CUSIP: 3138WBD44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       92382 | PA      | $89378.16       | 0.00%             | 2039-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Softbank Group Corp.                                                                             | SOFTBK 5.25 10/10/29                                                                                                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     1092000 | PA      | $1241530.14     | 0.01%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN FA2817                                                                                                                                           | CUSIP: 3140W3DX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6220041 | PA      | $6163682.65     | 0.03%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dowson 2024-1 PLC                                                                                | DWSON 2024-1 F                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |      496000 | PA      | $649995.03      | 0.00%             | 2031-08-20      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Encompass Health Corporation                                                                     | EHC 4.625 04/01/31                                                                                                                                  | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      111000 | PA      | $107150.36      | 0.00%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS DOMINION ENERGY INC                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-468494.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN 3.49 05/28/30                                                                                                                                | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $190301.88      | 0.00%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust Inc                                                                    | AHT1 2018-ASHF D                                                                                                                                    | CUSIP: 04410RAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1525000 | PA      | $1504031.25     | 0.01%             | 2035-04-16      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD BARRICK MINING CORP                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-31633.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHMS KL06 XFX                                                                                                                                       | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     6552041 | PA      | $275126.10      | 0.00%             | 2029-12-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V5.279 03/10/37                                                                                                                                | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1285000 | PA      | $1261919.27     | 0.01%             | 2037-03-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD FORD MOTOR CO                                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-75241.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                                 | MCD 5.7 02/01/39 MTN                                                                                                                                | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      148000 | PA      | $153169.02      | 0.00%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                     | NSC 5.55 03/15/34                                                                                                                                   | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1046926.91     | 0.01%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury B.V.                                                                            | CITCON 5.375 07/08/31 EMTn                                                                                                                          | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      337000 | PA      | $358872.90      | 0.00%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAS Capital No. 2 Ltd.                                                                           | CASHLD V6.25 PERP                                                                                                                                   | CUSIP: 000000000<br>LEI: 2549007CLL9JS1Z83O04 | Long             | DBT              | CORP              | VG        |      667000 | PA      | $656061.20      | 0.00%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                          | MA 3.65 06/01/49                                                                                                                                    | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      154000 | PA      | $113339.85      | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                               | DELL 5.4 04/15/34                                                                                                                                   | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     1142000 | PA      | $1152279.96     | 0.01%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG V5.258 04/17/30                                                                                                                                | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1611000 | PA      | $1639325.92     | 0.01%             | 2030-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC: TL LOAN/TERM                                                                   | RUNITONETIME LLC: TL LOAN/TERM                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       79334 | PA      | $78342.17       | 0.00%             | 2026-04-16      | Floating      | 4.67%                 | No            |                  3 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE V3.996 05/15/56                                                                                                                                 | CUSIP: 65339KDU1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $17805899.58    | 0.10%             | 2056-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                              | ONCRTX 3.7 05/15/50                                                                                                                                 | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      565000 | PA      | $407851.35      | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-3 LTD                                                            | PSTAT 2025-3A A1                                                                                                                                    | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5120000 | PA      | $5117907.46     | 0.03%             | 2034-01-17      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-A                                                                 | NSLT 2021-A D                                                                                                                                       | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2323000 | PA      | $2118314.89     | 0.01%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc.                                                                             | RIOLN 6.125 12/15/33                                                                                                                                | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |      564000 | PA      | $605163.49      | 0.00%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA1021                                                                                                                                           | CUSIP: 3140Q8D36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3222393 | PA      | $3170288.90     | 0.02%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                                     | NNN 5.5 06/15/34                                                                                                                                    | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      345000 | PA      | $350244.87      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                               | MO 3.4 02/04/41                                                                                                                                     | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1102000 | PA      | $831810.60      | 0.00%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0878                                                                                                                                           | CUSIP: 3132DM6P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2120385 | PA      | $2030660.41     | 0.01%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co PLC                                                                        | ASSDLN 8 07/01/31 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     2009000 | PA      | $2187842.04     | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLGB 5.75 04/25/29 0429                                                                                                                            | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    23080000 | PA      | $6367828.08     | 0.04%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK V5.334 03/03/41                                                                                                                              | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      444000 | PA      | $430531.81      | 0.00%             | 2041-03-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co LLC                                                                    | BX 4.3 11/03/30                                                                                                                                     | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |      374000 | PA      | $368118.02      | 0.00%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| McCormick & Company, Incorporated                                                                | MKC 4.15 02/15/29                                                                                                                                   | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |      339000 | PA      | $335710.68      | 0.00%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                               | MO 5.8 02/14/39                                                                                                                                     | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      295000 | PA      | $296165.08      | 0.00%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RB5090                                                                                                                                           | CUSIP: 3133KYUP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1146541 | PA      | $1011671.56     | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                                   | COP 6.95 04/15/29                                                                                                                                   | CUSIP: 208251AE8<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |      878000 | PA      | $942798.55      | 0.01%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 4.6 08/14/34                                                                                                                                    | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      593000 | PA      | $587001.18      | 0.00%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2018-2-GS                                                                | MSAIC 2018-2GS A                                                                                                                                    | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1055486 | PA      | $985568.99      | 0.01%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                                                        | SR V6.45 06/01/56                                                                                                                                   | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      433000 | PA      | $431872.68      | 0.00%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | MXN CALL VERSUS EUR PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    -9838000 | NC      | $-75026.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/GBP FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5916.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                                     | AEE 5 01/15/29                                                                                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      223000 | PA      | $226517.35      | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD INTERNATIONAL FLAVORS & FRAGRANCES INC                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $58109.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 6 01/09/28                                                                                                                                       | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2816000 | PA      | $2879011.72     | 0.02%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 7 LLC                                                                      | ANCHC 2015-7A CR3                                                                                                                                   | CUSIP: 03328TBW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4250000 | PA      | $4253845.40     | 0.02%             | 2037-04-28      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (UK) PLC                                                          | SAZKAG 7.25 04/30/30 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      572400 | PA      | $683937.83      | 0.00%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                                     | ANGINC 5.75 10/01/29                                                                                                                                | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75773.64       | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2017-2                                                      | DRMT 2026-INV1 A1                                                                                                                                   | CUSIP: 24381GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2834477 | PA      | $2811528.16     | 0.02%             | 2070-12-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZM1013                                                                                                                                           | CUSIP: 3131XUDS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      420821 | PA      | $394499.93      | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | PHP/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3888.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q53630                                                                                                                                           | CUSIP: 3132XWA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      272810 | PA      | $254985.28      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | THB/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-188407.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                                      | GSAA 2005-14 1A2                                                                                                                                    | CUSIP: 362341B32<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |      835528 | PA      | $371498.26      | 0.00%             | 2035-12-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                                     | EXC 5.875 03/15/55                                                                                                                                  | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      261000 | PA      | $254422.68      | 0.00%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS CMBX.NA.BBB-.9                                                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-255768.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                                        | BRAVO 2024-NQM1 B1                                                                                                                                  | CUSIP: 10570FAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      353000 | PA      | $360110.58      | 0.00%             | 2063-12-01      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                                      | PNW 5.15 05/15/30                                                                                                                                   | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    12421000 | PA      | $12603644.47    | 0.07%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J23930                                                                                                                                           | CUSIP: 31307CLK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10743 | PA      | $10595.16       | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXXIII LTD                                                                          | SYMP 2022-33A AR                                                                                                                                    | CUSIP: 87169JAL6<br>LEI: 254900K6DKU2R9SF7M98 | Long             | ABS-CBDO         | CORP              | JE        |     2000000 | PA      | $1998969.00     | 0.01%             | 2038-01-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8                                               | JPMDB 2018-C8 AS                                                                                                                                    | CUSIP: 46591ABE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      198000 | PA      | $194478.77      | 0.00%             | 2051-06-16      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BH4095                                                                                                                                           | CUSIP: 3140GSRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      325236 | PA      | $311487.11      | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Company                                                                          | SON 4.6 09/01/29                                                                                                                                    | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      316000 | PA      | $315085.04      | 0.00%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0923                                                                                                                                           | CUSIP: 3132DNAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    30907454 | PA      | $26508113.59    | 0.15%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 5.25 06/16/29 144A                                                                                                                           | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $200395.00      | 0.00%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aps Resecuritization Trust 2016-1                                                                | APS 2016-1 1MZ                                                                                                                                      | CUSIP: 00192JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7820320 | PA      | $2863885.78     | 0.02%             | 2057-07-27      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL9031                                                                                                                                           | CUSIP: 3138ERA91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      200062 | PA      | $182315.63      | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Company                                                                             | BRKHEC V6.25 05/15/55                                                                                                                               | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1029597.31     | 0.01%             | 2055-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AU8774                                                                                                                                           | CUSIP: 3138X8XC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      122407 | PA      | $120607.62      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD WHEATON PRECIOUS METALS CORP                                                                                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $19684.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                                                          | DREAM FINDERS HOMES INC                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       15124 | NS      | $14991665.00    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| AMC Networks Inc                                                                                 | AMC Networks Inc CL A                                                                                                                               | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       51468 | NS      | $349467.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES LXX CLO LTD                                                                                 | ARES 2023-70A A1R                                                                                                                                   | CUSIP: 039951AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1998052.60     | 0.01%             | 2039-01-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B21 Mortgage Trust                                                                | BMARK 2020-B21 A5                                                                                                                                   | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      890000 | PA      | $787892.70      | 0.00%             | 2053-12-17      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| ams OSRAM AG                                                                                     | AMSSW 10.5 03/30/29 REGs                                                                                                                            | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      159000 | PA      | $192409.67      | 0.00%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HR Ottawa LP                                                                                     | HROTTA 11 03/31/31                                                                                                                                  | CUSIP: 44331MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    23134931 | PA      | $25709671.23    | 0.14%             | 2031-03-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN 3.306 06/27/29                                                                                                                               | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $385431.18      | 0.00%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                                          | TIHLLC 7.125 06/01/31 144A                                                                                                                          | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      316000 | PA      | $317061.44      | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust 2026-1                                                                       | PANO 2026-1 C                                                                                                                                       | CUSIP: 000000000<br>LEI: 984500LF3A965CB8M491 | Long             | ABS-O            | CORP              | AU        |      889000 | PA      | $611641.99      | 0.00%             | 2034-03-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA0223                                                                                                                                           | CUSIP: 36179MG87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      256953 | PA      | $260890.62      | 0.00%             | 2042-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA8391                                                                                                                                           | CUSIP: 3140QGKD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1152982 | PA      | $1107102.82     | 0.01%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding 2024-1 PLC                                                                        | EXMR 2024-1 C                                                                                                                                       | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-O            | CORP              | GB        |      454000 | PA      | $604253.68      | 0.00%             | 2094-03-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH1                                                    | JPMAC 2007-CH1 MF1                                                                                                                                  | CUSIP: 46630LAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      120000 | PA      | $123473.23      | 0.00%             | 2036-11-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD SALMAR                                                                                                                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $8161.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR                                                                              | BAHA 2024-MAR B                                                                                                                                     | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1001000 | PA      | $1031420.29     | 0.01%             | 2041-12-12      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| OLYMPIC TOWER 2017-OT MORTGAGE TRUST                                                             | OT 2017-OT E                                                                                                                                        | CUSIP: 68162MAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2910000 | PA      | $2584809.25     | 0.01%             | 2039-05-12      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Dowson 2024-1 PLC                                                                                | DWSON 2024-1 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |      344000 | PA      | $453809.93      | 0.00%             | 2031-08-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-4                                                                  | JPMMT 2021-4 B5                                                                                                                                     | CUSIP: 46652VCB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      197456 | PA      | $155009.35      | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                           | GFLCN 6.75 01/15/31 144A                                                                                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       33000 | PA      | $34149.30       | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                                   | BAYC 2005-4A A2                                                                                                                                     | CUSIP: 07324SCS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       31050 | PA      | $29751.69       | 0.00%             | 2036-01-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                                         | Marathon Petroleum Corp. COM                                                                                                                        | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        4715 | NS      | $1151308.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                                                                       | BAX 2.539 02/01/32                                                                                                                                  | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      562000 | PA      | $473691.02      | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                                               | CONNECT FINCO SARL                                                                                                                                  | CUSIP: 000000000<br>LEI: 9845009357089S8JD619 | Long             | LON              | CORP              | US        |     2391139 | PA      | $2393003.84     | 0.01%             | 2029-09-28      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-Nqm1                                         | MSRM 2025-NQM1 A1                                                                                                                                   | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6847760 | PA      | $6907540.11     | 0.04%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   -39709000 | NC      | $-1599604.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXIX LTD                                                                             | APID 2022-39A BR                                                                                                                                    | CUSIP: 03766HAU4<br>LEI: 549300BRN9PL9K0SIB31 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $299791.83      | 0.00%             | 2038-10-21      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                                     | BMY 5.55 02/22/54                                                                                                                                   | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96290.61       | 0.00%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4901                                                                                                                                           | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1215635 | PA      | $1160914.13     | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                     | NOC 4.75 06/01/43                                                                                                                                   | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      370000 | PA      | $334073.50      | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vaco Holdings                                                                                    | Vaco Holdings Term Loan B 500 2029-01-03                                                                                                            | CUSIP: 91865FAJ8<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |      662709 | PA      | $428825.72      | 0.00%             | 2029-01-22      | Floating      | 8.85%                 | No            |                  3 | On Loan: No      |
| Fidelity National Information Services Inc                                                       | FIS 3.75 05/21/29                                                                                                                                   | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      836000 | PA      | $811423.46      | 0.00%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD STANDARD BANK GROUP                                                                                                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-65907.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AD4059                                                                                                                                           | CUSIP: 31418RQM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      906280 | PA      | $915930.64      | 0.01%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2021-E                                                                  | AJAXM 2021-E A2                                                                                                                                     | CUSIP: 009740AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4422000 | PA      | $3363983.44     | 0.02%             | 2060-12-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                  | MSFT 5.3 02/08/41                                                                                                                                   | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      624000 | PA      | $639393.67      | 0.00%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 43 LTD/LLC                                                                          | SYMP 2024-43A A1                                                                                                                                    | CUSIP: 87170BAA4<br>LEI: 254900QCSPTCYRSY3N68 | Long             | ABS-CBDO         | CORP              | KY        |      991000 | PA      | $991298.19      | 0.01%             | 2037-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BX6747                                                                                                                                           | CUSIP: 3140NBP96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16379396 | PA      | $16231826.43    | 0.09%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD LIONSGATE STUDIOS CORP                                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-41482.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO 1 Designated Activity Co.                                                  | SPCEU 1X A                                                                                                                                          | CUSIP: 000000000<br>LEI: 254900E59SU5T0V8CI79 | Long             | ABS-O            | CORP              | IE        |     1465000 | PA      | $1693464.86     | 0.01%             | 2039-01-15      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| Equipmentshare Com Inc.                                                                          | EQMSRM 9 05/15/28 144A                                                                                                                              | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16526.90       | 0.00%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB5342                                                                                                                                           | CUSIP: 3140QQ5C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      405367 | PA      | $401755.97      | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2016-JP3                                              | JPMCC 2016-JP3 XC                                                                                                                                   | CUSIP: 46590RAM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13040000 | PA      | $17101.96       | 0.00%             | 2049-08-17      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                                           | HPQ 5.5 01/15/33                                                                                                                                    | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      175000 | PA      | $177170.87      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 36 LTD                                                                               | ELM36 2024-12RA AR                                                                                                                                  | CUSIP: 29004MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1517000 | PA      | $1517752.43     | 0.01%             | 2037-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN 2021-1 LTD                                                                    | LPSLT 2021-1GS A                                                                                                                                    | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     3738689 | PA      | $3093949.51     | 0.02%             | 2048-01-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| The J M Smucker Company                                                                          | SJM 6.2 11/15/33                                                                                                                                    | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |      303000 | PA      | $321052.26      | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COREWEAVE ACQ CO IV LLC(AMND): TL LOAN/TERM                                                      | COREWEAVE ACQ CO IV LLC(AMND): TL LOAN/TERM                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7715132 | PA      | $7502965.46     | 0.04%             | 2030-09-29      | Floating      | 7.93%                 | No            |                  3 | On Loan: No      |
| AETHON SR SEC 2L NOTES 144A                                                                      | AETHON SR SEC 2L NOTES 144A                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3155143 | PA      | $3155142.86     | 0.02%             | 2027-01-10      | Floating      | 9.80%                 | No            |                  3 | On Loan: No      |
| 280 Park Avenue Trust                                                                            | PRK 2017-280P B                                                                                                                                     | CUSIP: 90205FAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      997000 | PA      | $987030.00      | 0.01%             | 2034-09-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN V5.538 03/14/30                                                                                                                              | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $819116.57      | 0.00%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 44(M)-R                                                               | GOCAP 2019-44A A1R                                                                                                                                  | CUSIP: 38180NAA9<br>LEI: 254900AZTP39QR6WEC46 | Long             | ABS-CBDO         | CORP              | US        |    10480000 | PA      | $10421317.24    | 0.06%             | 2038-10-21      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| LUX TRUST 2023-LION                                                                              | LUX 2023-LION A                                                                                                                                     | CUSIP: 55067LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2293684 | PA      | $2303547.53     | 0.01%             | 2040-08-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXVII LLC                                                                  | MDPK 2019-37A AR2                                                                                                                                   | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      670000 | PA      | $670267.33      | 0.00%             | 2037-04-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2025-31 LTD                                                                          | OAKCL 2025-31A A                                                                                                                                    | CUSIP: 67400BAA8<br>LEI: 254900UVA9JUCC0JI897 | Long             | ABS-CBDO         | CORP              | KY        |     1200000 | PA      | $1200300.48     | 0.01%             | 2038-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5508 FE                                                                                                                                         | CUSIP: 3137HJGG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     5803805 | PA      | $5870195.37     | 0.03%             | 2055-02-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BN0937                                                                                                                                           | CUSIP: 3140JHBF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      349497 | PA      | $342282.61      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                                              | IBM 4.75 02/05/31                                                                                                                                   | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     1808000 | PA      | $1810404.39     | 0.01%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD 2020-8R                                                                              | OCP 2020-8RA AR2                                                                                                                                    | CUSIP: 670898AW5<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $749434.80      | 0.00%             | 2038-10-18      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XVII Ltd.                                                                       | MP17 2020-1A AR                                                                                                                                     | CUSIP: 56606CAL7<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-O            | CORP              | KY        |     1720000 | PA      | $1720311.32     | 0.01%             | 2037-07-20      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Company                                                                         | EMN 4.5 02/20/31                                                                                                                                    | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      485000 | PA      | $474218.44      | 0.00%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST                   | WMALT 2006-4 1A1                                                                                                                                    | CUSIP: 939344AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1487814 | PA      | $1402352.39     | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACE Securities Corp Home Equity Loan Trust                                                       | ACE 2007-HE4 A2A                                                                                                                                    | CUSIP: 00442LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2286969 | PA      | $333526.37      | 0.00%             | 2037-05-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM5295                                                                                                                                           | CUSIP: 3140X83D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1072270 | PA      | $1006843.08     | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Halseypoint CLO 7 Ltd / LLC                                                                      | HLSY 2023-7A A1R                                                                                                                                    | CUSIP: 40638LAL3<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | JE        |     1080000 | PA      | $1080870.70     | 0.01%             | 2038-07-20      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS7428                                                                                                                                           | CUSIP: 3140XPHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3925272 | PA      | $3968660.11     | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4562                                                                                                                                           | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28995 | PA      | $23460.16       | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding 2025-1 PLC                                                                        | EXMR 2025-1 D                                                                                                                                       | CUSIP: 000000000<br>LEI: 635400YFBIYXOQAEON61 | Long             | ABS-O            | CORP              | GB        |      531989 | PA      | $702659.72      | 0.00%             | 2095-03-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AB3596                                                                                                                                           | CUSIP: 36178N7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       80490 | PA      | $75706.24       | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  -814759000 | NC      | $-3174378.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                                      | BRKHEC 6.35 07/15/38                                                                                                                                | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      850000 | PA      | $870127.91      | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5570 FA                                                                                                                                         | CUSIP: 3137HMM23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     6383556 | PA      | $6438449.15     | 0.04%             | 2055-05-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.311 04/22/42                                                                                                                                 | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1506000 | PA      | $1148434.94     | 0.01%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST                                                          | CSMC 2009-12R 3A1                                                                                                                                   | CUSIP: 12642MAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8100969 | PA      | $3017469.90     | 0.02%             | 2037-10-27      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| MAC TRUST 2025-801B                                                                              | MAC 2025-801B A                                                                                                                                     | CUSIP: 553918AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6679000 | PA      | $6662311.18     | 0.04%             | 2040-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                                        | FMC 3.2 10/01/26                                                                                                                                    | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Short            | DBT              | CORP              | US        |     -998000 | PA      | $-988206.93     | -0.01%            | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 4.95 03/15/28                                                                                                                                  | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1870000 | PA      | $1889430.33     | 0.01%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 3.9 03/25/30                                                                                                                                   | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       71000 | PA      | $68822.58       | 0.00%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Co.                                                                         | PG 4.05 05/01/30                                                                                                                                    | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      680000 | PA      | $677207.14      | 0.00%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/THB FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8170.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2024-NQM5                                                                     | ADMT 2024-NQM5 M1                                                                                                                                   | CUSIP: 00039KAF7<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-O            | CORP              | US        |     2033000 | PA      | $2041889.90     | 0.01%             | 2069-11-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                        | NEE 5.3 06/15/34                                                                                                                                    | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     1169000 | PA      | $1201936.89     | 0.01%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                                | ABXCN 5.75 05/01/43                                                                                                                                 | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $153328.72      | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4586                                                                                                                                           | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7362748 | PA      | $6383208.17     | 0.04%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                               | JPMMT 2021-INV7 A2X                                                                                                                                 | CUSIP: 46654CAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23194399 | PA      | $660077.79      | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones S.A.U.                                                                      | TELEFO V4.381 PERP EMTn                                                                                                                             | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $223286.69      | 0.00%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Brunswick Corporation                                                                            | BC 4.4 09/15/32                                                                                                                                     | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |      148000 | PA      | $139241.77      | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V4.123 06/06/28 MTN                                                                                                                             | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     2256000 | PA      | $2246250.11     | 0.01%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1                                                        | RMIT 2024-1 D                                                                                                                                       | CUSIP: 758983AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1047000 | PA      | $1067980.00     | 0.01%             | 2036-07-15      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                            | ETR 4 03/15/33                                                                                                                                      | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |       42000 | PA      | $39874.01       | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fibercop S.p.A.                                                                                  | FIBCOP 5.125 06/30/32                                                                                                                               | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      268000 | PA      | $306671.13      | 0.00%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LCM 31 LTD                                                                                       | LCM 31A AR                                                                                                                                          | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2760000 | PA      | $2760002.48     | 0.02%             | 2034-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                                | DOC 6.75 02/01/41                                                                                                                                   | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      191000 | PA      | $206305.07      | 0.00%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Elevation CLO 2018-10 Ltd.                                                                       | AWPT 2018-10A BR                                                                                                                                    | CUSIP: 28623CAN1<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |     1740000 | PA      | $1734804.88     | 0.01%             | 2031-10-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                    | ENBCN 5.625 04/05/34                                                                                                                                | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      235000 | PA      | $242399.97      | 0.00%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                           | TNL 4.5 12/01/29 144A                                                                                                                               | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12431.10       | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST 2024-DPM                                                           | TCO 2024-DPM D                                                                                                                                      | CUSIP: 87231EAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      519000 | PA      | $518351.25      | 0.00%             | 2039-12-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                             | NOMURA 3.103 01/16/30                                                                                                                               | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      216000 | PA      | $203674.47      | 0.00%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund IV Designated Activity Company                                            | CORDA 4X BR1                                                                                                                                        | CUSIP: 000000000<br>LEI: 2138005AFEIY5AMT4165 | Long             | ABS-O            | CORP              | IE        |      990000 | PA      | $1144876.58     | 0.01%             | 2034-02-22      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 7.5 05/01/31                                                                                                                                    | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      247000 | PA      | $274915.45      | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS5548                                                                                                                                           | CUSIP: 3138WFEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      152106 | PA      | $147644.88      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 5.93 05/01/60                                                                                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2245000 | PA      | $2154948.78     | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 6 04/15/34 144A                                                                                                                                 | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     5564000 | PA      | $5719608.39     | 0.03%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jpmcc Commercial Mortgage Securities Trust 2019-COR5                                             | JPMCC 2019-COR5 A3                                                                                                                                  | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1633746.92     | 0.01%             | 2052-06-14      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 27 LTD                                                                                  | AMMC 2022-27A A1R                                                                                                                                   | CUSIP: 00173UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3070000 | PA      | $3063743.95     | 0.02%             | 2037-01-21      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V3.739 04/20/34 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     4800000 | PA      | $5422530.94     | 0.03%             | 2034-04-20      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD LAND SECURITIES GROUP REIT PLC                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $8934.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS ZAR                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $182896.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4492                                                                                                                                           | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2780457 | PA      | $2251900.72     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD BERKSHIRE HATHAWAY INC                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $5450.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PFP 2026-13 LTD                                                                                  | PFP 2026-13 A                                                                                                                                       | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1745000 | PA      | $1744990.75     | 0.01%             | 2043-08-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                                       | AXTA 3.375 02/15/29 144A                                                                                                                            | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |      184000 | PA      | $174094.62      | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                                                        | CNX 7.25 03/01/32 144A                                                                                                                              | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     7223000 | PA      | $7442983.69     | 0.04%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.042 07/19/30                                                                                                                                  | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    11354000 | PA      | $11485335.92    | 0.06%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                               | CAG 4.85 11/01/28                                                                                                                                   | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     1221000 | PA      | $1222211.12     | 0.01%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                     | SHW 4.3 08/15/28                                                                                                                                    | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      445000 | PA      | $444041.66      | 0.00%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | Citigroup Inc. COM NEW                                                                                                                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        6886 | NS      | $780941.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 2.659 05/24/31                                                                                                                                  | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    30379000 | PA      | $26809467.50    | 0.15%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| HOUSEHOLD CAPITAL 2025-1 RMBS TRUST                                                              | HHCAU 2025-1 A                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |     3426938 | PA      | $2346399.06     | 0.01%             | 2087-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                                    | Six Flags Entertainment Corp. COM                                                                                                                   | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |       52483 | NS      | $931573.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4800                                                                                                                                             | CUSIP: 36202FKM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1531153 | PA      | $1473994.01     | 0.01%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                                   | ZFFNGR 7.125 04/14/30 144A                                                                                                                          | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      514000 | PA      | $506784.52      | 0.00%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                                        | VNOM 5.7 08/01/35                                                                                                                                   | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    20384000 | PA      | $20543199.04    | 0.12%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-1                                                     | CWL 2006-18 M1                                                                                                                                      | CUSIP: 23243WAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6649082 | PA      | $7056515.55     | 0.04%             | 2037-03-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | USD CALL VERSUS BRL PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              | CORP              | GB        |    -4470000 | NC      | $-105962.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q36181                                                                                                                                           | CUSIP: 3132QS2P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13482 | PA      | $12978.37       | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H7 MORTGAGED TRUST                                                                    | CROSS 2024-H7 A1                                                                                                                                    | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3677544 | PA      | $3689372.92     | 0.02%             | 2069-11-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS CMBX.NA.AAA.6.V1                                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-0.63          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD SIMON PROPERTY GROUP REIT INC                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $4675.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD COCHLEAR LTD                                                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-916.83        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                                     | PEG 6.125 10/15/33                                                                                                                                  | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      653000 | PA      | $691624.88      | 0.00%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 6 04/15/30 144A                                                                                                                                | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      300000 | PA      | $299418.18      | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3                                                        | BRAVO 2026-NQM2 A1LC                                                                                                                                | CUSIP: 105934AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1279946 | PA      | $1267585.95     | 0.01%             | 2065-11-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/IDR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10450.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3 05/15/42                                                                                                                                        | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23919000 | PA      | $19062321.68    | 0.11%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                              | SYK 1.95 06/15/30                                                                                                                                   | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      261000 | PA      | $235539.83      | 0.00%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM6                                                    | GSMBS 2025-NQM6 A1                                                                                                                                  | CUSIP: 362933AA1<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-O            | CORP              | US        |     5985295 | PA      | $5963179.22     | 0.03%             | 2066-02-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK 2.472 01/14/29                                                                                                                               | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      587000 | PA      | $556826.17      | 0.00%             | 2029-01-14      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG1385                                                                                                                                           | CUSIP: 3133C1RE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      376791 | PA      | $373211.24      | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXVII LTD                                                                   | MDPK 2024-67A B                                                                                                                                     | CUSIP: 55821YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6610000 | PA      | $6617077.33     | 0.04%             | 2037-04-27      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                          | MOH 3.875 11/15/30 144A                                                                                                                             | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      206000 | PA      | $184170.14      | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD TYLER TECHNOLOGIES INC                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-96850.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                                                                   | HSBC 4.65 06/03/28                                                                                                                                  | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |     2561000 | PA      | $2576949.27     | 0.01%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                                      | AWK 3.45 05/01/50                                                                                                                                   | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      519000 | PA      | $361225.44      | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS V7 03/10/55                                                                                                                                     | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      183000 | PA      | $188597.60      | 0.00%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROTOR ACQUISITION CORP PRIVATE WARRANTS                                                          | ROTOR ACQUISITION CORP PRIVATE WARRANTS                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       72998 | NC      | $4576.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 01/31/30                                                                                                                                      | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32418700 | PA      | $31967877.45    | 0.18%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.376 04/27/28                                                                                                                                 | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6824000 | PA      | $6818978.70     | 0.04%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1                                                    | VCC 2025-1 M3                                                                                                                                       | CUSIP: 922955AK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2413909 | PA      | $2434035.28     | 0.01%             | 2055-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                                    | NRZT 2025-NQM4 B1                                                                                                                                   | CUSIP: 64832FAG1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-O            | CORP              | US        |      790000 | PA      | $801051.55      | 0.00%             | 2065-07-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2022-II LTD/LLC                                                                    | PKBLU 2022-2A BR                                                                                                                                    | CUSIP: 70018CAS5<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250137.73      | 0.00%             | 2037-07-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.35 05/15/45                                                                                                                                    | CUSIP: 86765BAQ2<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |     1099000 | PA      | $982468.62      | 0.01%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | E-mini Russell 2000 Index Futures, Jun-2026,ETH                                                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        -129 | NC      | $26866.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                                                       | BIIB 5.05 01/15/31                                                                                                                                  | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      554000 | PA      | $564841.24      | 0.00%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| StoneX Escrow Issuer LLC                                                                         | SNEX 6.875 07/15/32 144A                                                                                                                            | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101062.70      | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS7999                                                                                                                                           | CUSIP: 3138WH3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2288921 | PA      | $2080137.99     | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.6 06/18/31                                                                                                                                     | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      912000 | PA      | $933433.08      | 0.01%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KKR CLO 54 Ltd.                                                                                  | KKR 2024-54A A                                                                                                                                      | CUSIP: 48256VAA9<br>LEI: 254900EAKW6RIW3QK367 | Long             | ABS-CBDO         | CORP              | KY        |      570000 | PA      | $569910.97      | 0.00%             | 2038-01-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Terwin Mortgage Trust                                                                            | TMTS 2005-10HE M5                                                                                                                                   | CUSIP: 881561VF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      358645 | PA      | $340090.78      | 0.00%             | 2036-06-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                        | KHC 5.5 06/01/50                                                                                                                                    | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      417000 | PA      | $372658.59      | 0.00%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD CHOW TAI FOOK JEWELLERY GROUP LTD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-77798.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V6.75 02/15/56                                                                                                                                   | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      112000 | PA      | $111389.21      | 0.00%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD FUJIKURA LTD                                                                                                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-7649.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 0.75 07/09/30                                                                                                                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       30123 | PA      | $25242.77       | 0.00%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Barrick (PD) Australia Finance Pty Ltd                                                           | ABXCN 5.95 10/15/39                                                                                                                                 | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |      230000 | PA      | $235885.84      | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 2.375 05/20/31                                                                                                                                  | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      388000 | PA      | $351612.04      | 0.00%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                                               | SUCN 6.5 06/15/38                                                                                                                                   | CUSIP: 867229AE6<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $106501.20      | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 3 LTD                                                                            | BGCLO 2021-3A A1R                                                                                                                                   | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4093000 | PA      | $4089362.96     | 0.02%             | 2038-01-19      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD HYDRO ONE LTD                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-24776.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q45064                                                                                                                                           | CUSIP: 3132WJTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      828876 | PA      | $749580.11      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q36126                                                                                                                                           | CUSIP: 3132QSYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7395 | PA      | $7094.56        | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 5.5 04/04/53 30Y                                                                                                                             | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      106000 | PA      | $97462.76       | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SC0262                                                                                                                                           | CUSIP: 3132D9JF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      130316 | PA      | $113055.48      | 0.00%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                                  | AZN 4 09/18/42                                                                                                                                      | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      568000 | PA      | $477802.63      | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | AJG 4.6 12/15/27                                                                                                                                    | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      512000 | PA      | $513404.71      | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                                 | WELL 2.8 06/01/31                                                                                                                                   | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     1499000 | PA      | $1372546.14     | 0.01%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2020-1 LTD                                                                         | WELF 2020-1A BRR                                                                                                                                    | CUSIP: 94949GBA8<br>LEI: 2549001JCRYETQY84B65 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $499254.20      | 0.00%             | 2033-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-35 FJ                                                                                                                                      | CUSIP: 3136BVN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     6961845 | PA      | $7051016.86     | 0.04%             | 2055-05-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                                 | BMO V4.35 09/22/31                                                                                                                                  | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      356000 | PA      | $350922.37      | 0.00%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD NIPPON KAYAKU CO LTD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $4558.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                             | KDP 4.05 04/15/32                                                                                                                                   | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      202000 | PA      | $191099.55      | 0.00%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International S.a.r.l.                                                             | LHMCFI F 10/15/32 REGs                                                                                                                              | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      215000 | PA      | $247349.47      | 0.00%             | 2032-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                                               | EOG 5 07/15/32                                                                                                                                      | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      238000 | PA      | $240961.39      | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD BARRATT REDROW PLC                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $144133.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                               | ELM 2024-ELM XP15                                                                                                                                   | CUSIP: 26860XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    46635000 | PA      | $122039.13      | 0.00%             | 2039-06-10      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK 3.944 07/19/28                                                                                                                               | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      282000 | PA      | $279192.18      | 0.00%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LOAN TRUST 2007-3XS                                                      | MSM 2007-3XS 2A4S                                                                                                                                   | CUSIP: 61752RAK8<br>LEI: 549300SRGEL7X4RBPX12 | Long             | ABS-O            | CORP              | US        |     5886923 | PA      | $2003405.93     | 0.01%             | 2047-01-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Ministerio de Hacienda y Credito Publico                                                         | COLTES 7 06/30/32 B                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4779000000 | PA      | $949646.81      | 0.01%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSMC Trust 2013-7                                                                                | CSMC 2022-NQM6 PT                                                                                                                                   | CUSIP: 12663YAM0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9451230 | PA      | $9512069.00     | 0.05%             | 2067-12-25      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| DK TRUST 2024-SPBX                                                                               | DK 2024-SPBX E                                                                                                                                      | CUSIP: 23346LAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13906000 | PA      | $13922794.28    | 0.08%             | 2034-03-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                                                     | KIKO 170 1                                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | NUSS              | JP        |    77219000 | PA      | $356164.80      | 0.00%             | 2056-07-10      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                                | XOM 3.452 04/15/51                                                                                                                                  | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      348000 | PA      | $247873.05      | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD ALIBABA GROUP HOLDING LTD                                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4552.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM5                                                    | NRZT 2025-NQM5 A1                                                                                                                                   | CUSIP: 64832GAC8<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-O            | CORP              | US        |     3400125 | PA      | $3388320.97     | 0.02%             | 2065-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2007-1F                                                                  | GSR 2007-1F 2A4                                                                                                                                     | CUSIP: 3622MPAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       13438 | PA      | $34798.39       | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                                 | BRX 4.85 02/15/33                                                                                                                                   | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      248000 | PA      | $243600.75      | 0.00%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                                     | OCINCC 6.6 09/15/29                                                                                                                                 | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |      835000 | PA      | $831828.01      | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                                   | SPGI 5.25 09/15/33                                                                                                                                  | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      225000 | PA      | $231570.44      | 0.00%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three S.a r.l.                           | ABEST 23 D                                                                                                                                          | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |      237262 | PA      | $276262.48      | 0.00%             | 2034-03-21      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2025-1                                                             | SGR 2025-1 A1                                                                                                                                       | CUSIP: 81880NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3720710 | PA      | $3707485.09     | 0.02%             | 2065-12-26      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                  | MSFT 4.25 02/06/47                                                                                                                                  | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      100000 | PA      | $85204.38       | 0.00%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                                     | ENTG 4.375 04/15/28 144A                                                                                                                            | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      135000 | PA      | $132778.71      | 0.00%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 1.75 03/09/27 MTN                                                                                                                                | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      522000 | PA      | $510679.42      | 0.00%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | MIZUHO V5.414 09/13/28                                                                                                                              | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      477000 | PA      | $483432.14      | 0.00%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                            | SO 4.3 03/15/43                                                                                                                                     | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84879.57       | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-III INVESTOR LTD                                                               | CIFC 2021-3A BR                                                                                                                                     | CUSIP: 12564DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      637000 | PA      | $636361.92      | 0.00%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                                   | HPE 4.85 10/15/31                                                                                                                                   | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      289000 | PA      | $287051.32      | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Aimco CLO Series 2018-A                                                                          | AIMCO 2018-AA AR                                                                                                                                    | CUSIP: 00900GAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3190000 | PA      | $3191124.79     | 0.02%             | 2037-10-19      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS MYR                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $8357.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2020-1 LTD                                                                           | OAKCL 2020-1A BRR                                                                                                                                   | CUSIP: 67402FAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      930000 | PA      | $928542.69      | 0.01%             | 2038-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD REGENCY CENTERS REIT CORP                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $26011.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                                          | AZN 4.9 03/03/30                                                                                                                                    | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      505000 | PA      | $515482.38      | 0.00%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                                               | CHRD 6 10/01/30 144A                                                                                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       97000 | PA      | $98287.19       | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD7084                                                                                                                                           | CUSIP: 3132DU2R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4657698 | PA      | $4781192.22     | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                              | CSCO 5.05 02/26/34                                                                                                                                  | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      660000 | PA      | $669547.31      | 0.00%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                                                 | USD/BRL FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-510539.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 3.5 08/01/50                                                                                                                                    | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     7742000 | PA      | $5118945.83     | 0.03%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD TIS INC                                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $63684.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                                 | MCD 2.625 09/01/29 MTN                                                                                                                              | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      150000 | PA      | $142194.71      | 0.00%             | 2029-09-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                            | AAL 7.25 02/15/28 144A                                                                                                                              | CUSIP: 023771T32<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $211195.60      | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                     | NSC 5.05 08/01/30                                                                                                                                   | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      133000 | PA      | $135877.07      | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J37706                                                                                                                                           | CUSIP: 31307UR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      193817 | PA      | $188217.81      | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                                                          | CHTR 6.55 05/01/37                                                                                                                                  | CUSIP: 88732JAJ7<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100819.59      | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| GS Finance Corp                                                                                  | GS V0 01/15/31 Dmtn                                                                                                                                 | CUSIP: 40058WV86<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |    44740000 | PA      | $42938812.34    | 0.24%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OZLM XIX LTD                                                                                     | OZLM 2017-19A B1R3                                                                                                                                  | CUSIP: 67112CBS5<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | US        |     1130000 | PA      | $1121318.78     | 0.01%             | 2035-01-16      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 5.5 02/12/55                                                                                                                                    | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      112000 | PA      | $109781.33      | 0.00%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F022642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   460914479 | PA      | $387456233.91   | 2.18%             | 2056-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                                   | OTEXCN 3.875 12/01/29 144A                                                                                                                          | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      232000 | PA      | $207327.82      | 0.00%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                                          | ZIGGO 5 01/15/32 144a                                                                                                                               | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     1199000 | PA      | $1027778.00     | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc.                                                                           | TXN 4.5 05/23/30                                                                                                                                    | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      594000 | PA      | $596733.26      | 0.00%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRT 2021-A                                                                    | BHG 2021-A B                                                                                                                                        | CUSIP: 08861YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1007000 | PA      | $987598.33      | 0.01%             | 2033-11-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                    | NI 5.25 02/15/43                                                                                                                                    | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      174000 | PA      | $160984.69      | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corporation                                                               | PPL 4.125 06/15/44                                                                                                                                  | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      383000 | PA      | $314909.58      | 0.00%             | 2044-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2838                                                                                                                                           | CUSIP: 3140QNEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    23302298 | PA      | $19144008.56    | 0.11%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                                  | WYNMAC 5.5 10/01/27 144A                                                                                                                            | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $197922.00      | 0.00%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Moodys Corp.                                                                                     | MCO 2 08/19/31                                                                                                                                      | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      180000 | PA      | $158356.50      | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-3                                                 | GDLP 2025-3A A                                                                                                                                      | CUSIP: 38237FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12453493 | PA      | $12398089.04    | 0.07%             | 2049-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                           | FANG 5.15 01/30/30                                                                                                                                  | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102035.83      | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                                     | MAA 5 03/15/34                                                                                                                                      | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99345.51       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC                                                                             | ASHWOO 4.625 04/01/30 144A                                                                                                                          | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1095193.16     | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 1.25 09/30/28                                                                                                                                     | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31173100 | PA      | $29275924.46    | 0.16%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q62918                                                                                                                                           | CUSIP: 3132VPG44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      683822 | PA      | $671463.39      | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 4.65 07/15/42                                                                                                                                 | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86346.17       | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                               | RPRX 4.45 03/25/31                                                                                                                                  | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      330000 | PA      | $325630.94      | 0.00%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| The Campbells Co.                                                                                | CPB 4.8 03/15/48                                                                                                                                    | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      383000 | PA      | $302527.00      | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM5235                                                                                                                                           | CUSIP: 3140J9Y96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      648236 | PA      | $651944.57      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AJ0756                                                                                                                                           | CUSIP: 3138ARZW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      159111 | PA      | $157465.81      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3467                                                                                                                                           | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2562623 | PA      | $2444637.00     | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 5.75 07/15/29 144A                                                                                                                              | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      288000 | PA      | $287569.44      | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FS TRUST 2026-ORL                                                                                | FS 2026-ORL A                                                                                                                                       | CUSIP: 30343YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6030000 | PA      | $6018693.75     | 0.03%             | 2041-02-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                                               | PFS Financing Corp ABS 2028-10-16 USD                                                                                                               | CUSIP: 69335PFR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12000000 | PA      | $12049200.00    | 0.07%             | 2027-10-29      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| Waste Management, Inc.                                                                           | WM 4.625 02/15/30                                                                                                                                   | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      572000 | PA      | $577165.58      | 0.00%             | 2030-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK V3.992 06/13/28 MTN                                                                                                                              | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      119000 | PA      | $118473.97      | 0.00%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                                  | AJAXM 2022-B A2                                                                                                                                     | CUSIP: 00971BAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      937300 | PA      | $873598.00      | 0.00%             | 2062-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                   | INTNED V5.55 03/19/35                                                                                                                               | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      801000 | PA      | $813571.21      | 0.00%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.9 11/09/52                                                                                                                                   | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4463000 | PA      | $4213645.99     | 0.02%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BN6065                                                                                                                                           | CUSIP: 3140JNW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      306551 | PA      | $298151.66      | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0754                                                                                                                                           | CUSIP: 3140XFZU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1377532 | PA      | $1269024.88     | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                             | GILD 5.25 10/15/33                                                                                                                                  | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      711000 | PA      | $735319.50      | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS5786                                                                                                                                           | CUSIP: 3138WFNC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      205810 | PA      | $199530.18      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HILTON GARDEN INN WAIKIKI 05/31/29                                                               | HILTON GARDEN INN WAIKIKI 05/31/29                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    13200000 | PA      | $13169360.16    | 0.07%             | 2029-05-31      | Floating      | 6.97%                 | No            |                  3 | On Loan: No      |
| COLT 2022-3 MORTGAGE LOAN TRUST                                                                  | COLT 2022-3 B1                                                                                                                                      | CUSIP: 12659YAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $877066.60      | 0.00%             | 2067-02-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Fabbrica Italiana Sintetici S.p.A.                                                               | FISITA F 02/05/31 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |      138000 | PA      | $156385.64      | 0.00%             | 2031-02-05      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CVR Energy Inc.                                                                                  | CVI 7.875 02/15/34 144A                                                                                                                             | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      162000 | PA      | $162567.73      | 0.00%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | AUD CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |      516000 | NC      | $8974.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RMIT_21-3                                                                                        | RMIT_21-3                                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21460000 | PA      | $21084450.00    | 0.12%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| VERSA NETWORKS INC                                                                               | VERSA NETWORKS INC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      507586 | NC      | $1999888.84     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Elstree 2026-1 MIX PLC                                                                           | ELSTR 261-MIX C                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800GBXBLN9YSO6I96 | Long             | ABS-O            | CORP              | GB        |      508000 | PA      | $670555.40      | 0.00%             | 2066-09-21      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                                    | ED 5.9 11/15/53                                                                                                                                     | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $1103252.87     | 0.01%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3 08/15/52                                                                                                                                        | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    68775200 | PA      | $48889496.03    | 0.27%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | TRS ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF                                                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-3462581.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Heimstaden AB                                                                                    | HEIMST 7.361 01/24/31 EMTn                                                                                                                          | CUSIP: 000000000<br>LEI: 549300WD2QBD89VBPV88 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $112737.00      | 0.00%             | 2031-01-24      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                                    | ED 3 12/01/60 C                                                                                                                                     | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1238000 | PA      | $718501.61      | 0.00%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | USD CALL VERSUS IDR PUT                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |     3460000 | NC      | $38111.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZN3190                                                                                                                                           | CUSIP: 3131Y9RK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1124957 | PA      | $1100669.53     | 0.01%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2026-P1                                                     | LENDR 2026-P1 B                                                                                                                                     | CUSIP: 52611WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      599509 | PA      | $616680.42      | 0.00%             | 2037-08-15      | Fixed         | 6.86%                 | No            |                  3 | On Loan: No      |
| NewDay Funding Master Issuer PLC - Series 2025-2                                                 | NDFT 2025-2X C                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |      981000 | PA      | $1294521.19     | 0.01%             | 2033-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                                | PAA 5.95 06/15/35                                                                                                                                   | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |      319000 | PA      | $329366.88      | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST 2021-STOR                                                          | MHP 2021-STOR G                                                                                                                                     | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2100000 | PA      | $2098687.50     | 0.01%             | 2038-07-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Avoca Clo XXIII Designated Activity Company                                                      | AVOCA 23A D                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300JQ57GOFHS3VT07 | Long             | ABS-O            | CORP              | IE        |      500000 | PA      | $573578.72      | 0.00%             | 2034-04-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 4.35 09/15/32 MTN                                                                                                                                | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      104000 | PA      | $103145.10      | 0.00%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C 4.65 07/23/48                                                                                                                                     | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      125000 | PA      | $105796.87      | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD ALS LTD                                                                                                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2547.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | INR CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | GB        |     9541000 | NC      | $58722.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2016-96 IO                                                                                                                                      | CUSIP: 38379UZW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     2975634 | PA      | $109407.83      | 0.00%             | 2057-12-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | HUF/EUR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18184.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                 | MRK 4.3 05/17/30                                                                                                                                    | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      875000 | PA      | $873685.69      | 0.00%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                                 | DTE 4.3 07/01/44                                                                                                                                    | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      360000 | PA      | $301642.61      | 0.00%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                       | LDOS 5 03/15/36                                                                                                                                     | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      472000 | PA      | $456333.02      | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4093                                                                                                                                           | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      700306 | PA      | $617681.55      | 0.00%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                        | KHC 5.2 07/15/45                                                                                                                                    | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     1062000 | PA      | $926910.49      | 0.01%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL0248                                                                                                                                           | CUSIP: 31427MH20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      327731 | PA      | $324257.09      | 0.00%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL3338                                                                                                                                           | CUSIP: 31427QV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8954763 | PA      | $9170522.25     | 0.05%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK V5.802 10/25/28 MTN                                                                                                                              | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     2511000 | PA      | $2567180.71     | 0.01%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCLH 7.75 02/15/29 144A                                                                                                                             | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      197000 | PA      | $205101.23      | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-2                                                                  | AOMT 2025-2 A1                                                                                                                                      | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-O            | CORP              | US        |     6160486 | PA      | $6189750.89     | 0.03%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT V5.82 11/04/28                                                                                                                                  | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     1673000 | PA      | $1709922.39     | 0.01%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                                           | OGLETH 5.95 11/01/39                                                                                                                                | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      121000 | PA      | $124755.91      | 0.00%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN FA2772                                                                                                                                           | CUSIP: 3140W3CJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    65425259 | PA      | $53853099.01    | 0.30%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                               | F 4.75 01/15/43                                                                                                                                     | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1765000 | PA      | $1333238.32     | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                           | FR SD0485                                                                                                                                           | CUSIP: 3132DMRE7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |     5058890 | PA      | $4768417.49     | 0.03%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 890612                                                                                                                                           | CUSIP: 31410LN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      554664 | PA      | $546077.56      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 17 LTD                                                                     | ANCHC 2021-17A A1R                                                                                                                                  | CUSIP: 03332PAN7<br>LEI: 549300UNU854VTZYQ112 | Long             | ABS-CBDO         | CORP              | KY        |    11115000 | PA      | $11103040.26    | 0.06%             | 2038-02-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD2163                                                                                                                                           | CUSIP: 3132DPML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5030824 | PA      | $5158615.47     | 0.03%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6932                                                                                                                                           | CUSIP: 36179VVZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1709073 | PA      | $1528279.56     | 0.01%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                    | ENBCN 5.95 04/05/54                                                                                                                                 | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      244000 | PA      | $242301.53      | 0.00%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD ANSELL LTD                                                                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $12101.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V6.72 01/18/29                                                                                                                                   | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3374000 | PA      | $3495617.01     | 0.02%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Winchester 1 PLC                                                                                 | WNCHR 1 C                                                                                                                                           | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-O            | CORP              | GB        |      425000 | PA      | $561695.21      | 0.00%             | 2056-10-21      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5137                                                                                                                                           | CUSIP: 31418EV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    64218062 | PA      | $63556803.04    | 0.36%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                                | OMC 5.3 11/01/34                                                                                                                                    | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |      398000 | PA      | $393847.72      | 0.00%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS - THRU TRUST SERIES 2025-ST6                                                 | UMPT 2025-ST6 A                                                                                                                                     | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1942941 | PA      | $1943289.83     | 0.01%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                          | BHI 5 06/15/36                                                                                                                                      | CUSIP: 05724BAP4<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |      257000 | PA      | $252323.25      | 0.00%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                                                                | TEGGR 0.625 03/11/31                                                                                                                                | CUSIP: 000000000<br>LEI: 529900TAE68USJNXLR59 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $593979.77      | 0.00%             | 2031-03-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD META PLATFORMS INC CLASS A                                                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $28004.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TICP CLO XI LTD                                                                                  | TICP 2018-11A BR                                                                                                                                    | CUSIP: 87249QAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2680000 | PA      | $2682815.61     | 0.02%             | 2037-04-27      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                          | BHI 3.812 03/11/34                                                                                                                                  | CUSIP: 05724BAF6<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |     4030000 | PA      | $4599435.45     | 0.03%             | 2034-03-11      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 3.9 10/01/27                                                                                                                                    | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    15380000 | PA      | $15192533.80    | 0.09%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                                                               | ONYP 2020-1NYP A                                                                                                                                    | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1713194 | PA      | $1648949.08     | 0.01%             | 2036-01-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services N.V.                                                               | VW 2.125 01/18/28 EMTN                                                                                                                              | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |     3300000 | PA      | $4133055.91     | 0.02%             | 2028-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 2.987 11/01/63                                                                                                                                | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $52949.41       | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   -91863000 | NC      | $-3003612.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Topbuild Corporation                                                                             | BLD 3.625 03/15/29 144A                                                                                                                             | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |       73000 | PA      | $69516.83       | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amerigas Partners, L.P./Amerigas Finance Corp.                                                   | APU 9.5 06/01/30 144A                                                                                                                               | CUSIP: 030981AP9<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |      289000 | PA      | $306171.51      | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                          | BNCN 5.675 01/15/35                                                                                                                                 | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      493000 | PA      | $497246.73      | 0.00%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                       | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -3505000 | PA      | $-3563905.73    | -0.02%            | 2056-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BD5430                                                                                                                                           | CUSIP: 3140FDA89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       56533 | PA      | $51122.11       | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                                 | XLP A 2026-04-17 PUT 78                                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -1495 | NC      | $-42570.61      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Anchorage Capital CLO 6 Ltd                                                                      | ANCHC 2015-6A AR4                                                                                                                                   | CUSIP: 03328QBW0<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |     4570000 | PA      | $4573414.25     | 0.03%             | 2038-07-22      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V2.359 07/29/32                                                                                                                                 | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      128000 | PA      | $110347.48      | 0.00%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Blackrock Funds III                                                                              | Blackrock Funds III INSTL MMKT                                                                                                                      | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   269681081 | NS      | $269735016.90   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| TransCanada Pipelines Limited                                                                    | TRPCN 6.2 10/15/37                                                                                                                                  | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      225000 | PA      | $238731.13      | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5071                                                                                                                                           | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9552764 | PA      | $9463267.63     | 0.05%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BX6723                                                                                                                                           | CUSIP: 3140NBPH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      521470 | PA      | $525806.97      | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS ALTICE FRANCE SA                                                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $23437.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                                  | SABHLD 10.75 03/15/30 144A                                                                                                                          | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $848900.89      | 0.00%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS 4.55 08/16/28                                                                                                                                | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1263000 | PA      | $1264703.62     | 0.01%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM                                                           | AHPT 2017-ATRM D                                                                                                                                    | CUSIP: 04965JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3269000 | PA      | $3121895.00     | 0.02%             | 2036-12-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BRIDGE STREET CLO III LTD                                                                        | BRDGS 2022-1A A1R                                                                                                                                   | CUSIP: 10806YAN0<br>LEI: 254900PNW8DFFG2S8664 | Long             | ABS-CBDO         | CORP              | KY        |     1580000 | PA      | $1581564.20     | 0.01%             | 2037-10-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 5.5 07/15/28                                                                                                                                    | CUSIP: 26884LAV1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     3998000 | PA      | $4049228.29     | 0.02%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-3                                                                    | LFT 2025-3A B                                                                                                                                       | CUSIP: 525951AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1407000 | PA      | $1390819.64     | 0.01%             | 2035-05-21      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                                | FDX 2.4 05/15/31 *                                                                                                                                  | CUSIP: 31428XDH6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      660000 | PA      | $594329.33      | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                                              | MQGAU F 08/20/36 MTN                                                                                                                                | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     3190000 | PA      | $2179283.25     | 0.01%             | 2036-08-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD FACTSET RESEARCH SYSTEMS INC                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-146699.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 5112 KI                                                                                                                                         | CUSIP: 3137H0RH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    17984180 | PA      | $3308305.02     | 0.02%             | 2051-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPGB 2.6 05/31/31                                                                                                                                   | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     8133000 | PA      | $9220338.73     | 0.05%             | 2031-05-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD SWISSCOM AG                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $1476.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                           | CUSIP: 01F020646<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -4197000 | PA      | $-3379568.65    | -0.02%            | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | MIZUHO V2.26 07/09/32                                                                                                                               | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      401000 | PA      | $351874.62      | 0.00%             | 2032-07-09      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                                      | PEP 4.65 02/15/53                                                                                                                                   | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      260000 | PA      | $224553.58      | 0.00%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V2.976 11/05/30                                                                                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2888000 | PA      | $2727732.69     | 0.02%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| First Nlc Trust 2005-2                                                                           | FNLC 2007-1 A3                                                                                                                                      | CUSIP: 32115BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      672632 | PA      | $337599.80      | 0.00%             | 2037-08-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts Inc                                                                   | VAC 6.5 10/01/33 144A                                                                                                                               | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |       86000 | PA      | $81772.10       | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-VI. LTD                                                                        | CIFC 2021-6A A                                                                                                                                      | CUSIP: 12553SAC8<br>LEI: 549300RCIHU9SRSHMT38 | Long             | ABS-CBDO         | CORP              | KY        |      840000 | PA      | $840128.60      | 0.00%             | 2034-10-16      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Cfk Trust 2019-Fax                                                                               | CFK 2019-FAX D                                                                                                                                      | CUSIP: 12528XAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2643000 | PA      | $2526021.08     | 0.01%             | 2039-01-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                                           | DOW 2.1 11/15/30                                                                                                                                    | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      171000 | PA      | $150345.50      | 0.00%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD H WORLD GROUP ADR LTD                                                                                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $3058.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD CLP HOLDINGS LTD                                                                                                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $652.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5543 FM                                                                                                                                         | CUSIP: 3137HLLH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     5881749 | PA      | $5944829.21     | 0.03%             | 2055-06-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 5.4 02/15/34                                                                                                                                      | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      208000 | PA      | $212678.60      | 0.00%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 4.625 03/04/33 144A                                                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      229000 | PA      | $246988.53      | 0.00%             | 2033-03-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED                                                 | ZAR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $614864.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                                           | BX 2025-BCAT A                                                                                                                                      | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3937592 | PA      | $3937590.81     | 0.02%             | 2042-08-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                                   | OOMLT 2007-FXD1 1A1                                                                                                                                 | CUSIP: 68402VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1597878 | PA      | $1368868.08     | 0.01%             | 2037-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| DRYDEN 54 SENIOR LOAN FUND                                                                       | DRSLF 2017-54A AR                                                                                                                                   | CUSIP: 26244RAF8<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |       56073 | PA      | $56074.85       | 0.00%             | 2029-10-19      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS USD                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $115052.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD MORGAN STANLEY                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $24716.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSECO FINANCE CORP                                                                             | GT 1998-4 M1                                                                                                                                        | CUSIP: 393505F64<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100016 | PA      | $101501.90      | 0.00%             | 2030-04-01      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                                        | MTDR 6.25 04/15/33 144A                                                                                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       56000 | PA      | $56052.64       | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                                    | UWMLLC 5.75 06/15/27 144A                                                                                                                           | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      199000 | PA      | $195857.83      | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                               | XEL 1.875 06/15/31                                                                                                                                  | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     1236000 | PA      | $1077845.61     | 0.01%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD ITO EN LTD                                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $10584.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                                           | SPRNTS 5.152 03/20/28 144A                                                                                                                          | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $140691.27      | 0.00%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 6.3 03/14/33                                                                                                                                 | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      459000 | PA      | $433869.75      | 0.00%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESECURITIZATION TRUST 2013-R7                                                    | MSRR 2013-R7 1B                                                                                                                                     | CUSIP: 61690PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      560672 | PA      | $516863.20      | 0.00%             | 2046-12-27      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                                               | ASTONM 10 03/31/29 144A                                                                                                                             | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     1973000 | PA      | $1484682.50     | 0.01%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 9.75 07/20/33                                                                                                                                | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    28043964 | PA      | $764145.41      | 0.00%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                                      | RIOLN 5 03/09/33                                                                                                                                    | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      805000 | PA      | $817776.65      | 0.00%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stichting AK Rabobank Certificaten                                                               | RABOBK 6.5 PERP                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      657000 | PA      | $840429.84      | 0.00%             | N/A             | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | RPGB 6.375 07/27/30 0770                                                                                                                            | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   233430000 | PA      | $3810667.32     | 0.02%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                       | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    75618000 | PA      | $76888851.23    | 0.43%             | 2056-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | CDS ITRAXX.EU.XO.44.V1                                                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $1426280.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                                    | NRZT 2025-NQM4 A1                                                                                                                                   | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-O            | CORP              | US        |     2618807 | PA      | $2620678.83     | 0.01%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| ARES LOAN FUNDING VIII LTD                                                                       | ARES 2024-ALF8 A1                                                                                                                                   | CUSIP: 04021MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     8660000 | PA      | $8654320.77     | 0.05%             | 2038-01-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | MIZUHO V3.153 07/16/30                                                                                                                              | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      261000 | PA      | $249257.87      | 0.00%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | USD CALL VERSUS IDR PUT                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    -3460000 | NC      | $-16436.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Connecticut Light and Power Company                                                          | ES 4.15 06/01/45 A                                                                                                                                  | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      465000 | PA      | $377382.52      | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding 2025-1 PLC                                                                | BPKF 2025-1 D                                                                                                                                       | CUSIP: 000000000<br>LEI: 635400OJVL3HJJTKNB05 | Long             | ABS-O            | CORP              | GB        |      891000 | PA      | $1175223.54     | 0.01%             | 2070-01-27      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                                    | ED 4 12/01/28 D                                                                                                                                     | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      201000 | PA      | $199645.78      | 0.00%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO 2013-1 Ltd.                                                                    | KKR 2013-1A A1R3                                                                                                                                    | CUSIP: 48249VBG5<br>LEI: 549300ZUUB37M3VWNC17 | Long             | ABS-CBDO         | CORP              | KY        |      790000 | PA      | $789210.00      | 0.00%             | 2038-10-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BRIDGEPOINT CLO V DAC                                                                            | BRGPT 6X AR                                                                                                                                         | CUSIP: 000000000<br>LEI: 6354002RDFSHGQ3WKT12 | Long             | ABS-O            | CORP              | IE        |     2000000 | PA      | $2306976.04     | 0.01%             | 2038-03-15      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST                                                                             | GCAT 2021-NQM3 B1                                                                                                                                   | CUSIP: 36167HAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1642000 | PA      | $1234308.48     | 0.01%             | 2066-05-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AZ8596                                                                                                                                           | CUSIP: 36197MRR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      469784 | PA      | $460920.27      | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | CDS BORGWARNER INC                                                                                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $-13577.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN BROTHERS SMALL BALANCE COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-2        | LBSBC 2006-2A M3                                                                                                                                    | CUSIP: 52520VAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      753010 | PA      | $715512.68      | 0.00%             | 2036-09-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-88 FC                                                                                                                                      | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     5038287 | PA      | $5076844.88     | 0.03%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2020-IV LTD                                                                         | CIFC 2020-4A A1R                                                                                                                                    | CUSIP: 12562RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9120000 | PA      | $9120895.58     | 0.05%             | 2040-01-17      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-300P                                                          | NYC 2025-300P E                                                                                                                                     | CUSIP: 67121TAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1738000 | PA      | $1745266.75     | 0.01%             | 2042-07-15      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD FUYAO GLASS INDUSTRY GROUP LTD H                                                                                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $6404.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | WMB 5.15 03/15/34                                                                                                                                   | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1008000 | PA      | $1009293.68     | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer                                                                   | LendingClub Rated Notes Issuer Trust Series 2025-P1                                                                                                 | CUSIP: 525943AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      458000 | PA      | $460238.06      | 0.00%             | 2031-06-15      | Fixed         | 13.31%                | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd.                                                                   | IAGAU F 06/15/37 MTN                                                                                                                                | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | DBT              | CORP              | AU        |     1500000 | PA      | $1038009.08     | 0.01%             | 2037-06-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                                 | BMO 5.37 06/04/27                                                                                                                                   | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $101216.93      | 0.00%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc.                                                                           | AMAT 4.6 01/15/36                                                                                                                                   | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |      121000 | PA      | $117537.94      | 0.00%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                           | GM 4.2 10/01/27                                                                                                                                     | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     1213000 | PA      | $1206562.41     | 0.01%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD WILLIS TOWERS WATSON PLC                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $92131.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clean Renewable Power Mauritius Pte Ltd.                                                         | CLRNPW 4.25 03/25/27 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |     5880000 | PA      | $5735940.00     | 0.03%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0789                                                                                                                                           | CUSIP: 3132DM2W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1041013 | PA      | $860632.19      | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.651 03/11/32 N                                                                                                                               | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      551000 | PA      | $499709.58      | 0.00%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-NQM1                                                    | GSMBS 2022-NQM1 A4                                                                                                                                  | CUSIP: 36264EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      548303 | PA      | $509913.35      | 0.00%             | 2062-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AW4176                                                                                                                                           | CUSIP: 3138XTUA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13621 | PA      | $13343.41       | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD MICHELIN                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11727.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | INR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7809.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 5.25 02/15/34                                                                                                                                    | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101229.30      | 0.00%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                            | ARE 2.75 12/15/29                                                                                                                                   | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      766000 | PA      | $714513.89      | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD HCA HEALTHCARE INC                                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-16854.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TICP CLO XI LTD                                                                                  | TICP 2018-11A AR                                                                                                                                    | CUSIP: 87249QAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $750316.35      | 0.00%             | 2037-04-27      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS CMBX.NA.BBB-.9                                                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-55738.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Century Communities Inc                                                                          | Century Communities Inc COM                                                                                                                         | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |       28740 | NS      | $1649101.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 8.75 06/02/29                                                                                                                                 | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      147270 | PA      | $154839.68      | 0.00%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                       | AAPL 2.8 02/08/61                                                                                                                                   | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       11000 | PA      | $6279.56        | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS1267                                                                                                                                           | CUSIP: 3140XGMR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2918644 | PA      | $2788568.76     | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO 2013-2 Ltd.                                                                     | BLUEM 2013-2A BR                                                                                                                                    | CUSIP: 09626YAS9<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |      119406 | PA      | $119321.83      | 0.00%             | 2030-10-22      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                           | BARC 2024-NQM3 A1                                                                                                                                   | CUSIP: 066941AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21195381 | PA      | $21336834.84    | 0.12%             | 2064-06-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Trust 2018-Rpl5                                                                  | LMAT 2019-SL2 B                                                                                                                                     | CUSIP: 52473FAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2124205 | PA      | $464724.07      | 0.00%             | 2059-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2024-A                                                 | NAVSL 2024-A A                                                                                                                                      | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10534761 | PA      | $10681732.91    | 0.06%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA9868                                                                                                                                           | CUSIP: 3133KR6D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2776287 | PA      | $2881843.00     | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                               | UNSEAM 7.875 02/15/31 144A                                                                                                                          | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      265000 | PA      | $273271.98      | 0.00%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | MIZUHO V5.748 07/06/34                                                                                                                              | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      606000 | PA      | $629483.23      | 0.00%             | 2034-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                              | Meritage Homes Corp COM                                                                                                                             | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       22856 | NS      | $1413415.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                                                                               | ATO 5.5 06/15/41                                                                                                                                    | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      323000 | PA      | $323014.44      | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 MORTGAGE TRUST                                                                       | BMO 2023-C5 XA                                                                                                                                      | CUSIP: 055988AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14152583 | PA      | $552703.64      | 0.00%             | 2056-06-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| RRE 5 Loan Management Designated Activity Company                                                | RRME 5A A2R                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300D6UNTEPRSJ6X22 | Long             | ABS-O            | CORP              | IE        |     1160000 | PA      | $1341366.69     | 0.01%             | 2037-01-15      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.125 12/15/30 144A                                                                                                                          | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      208000 | PA      | $213912.61      | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST 2024-FBLU                                                        | FMBT 2024-FBLU G                                                                                                                                    | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2269000 | PA      | $2287481.23     | 0.01%             | 2039-12-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q28604                                                                                                                                           | CUSIP: 3132M9GM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54572 | PA      | $51770.17       | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRIME INVESTMENTS LLC                                                                            | Prime Investment Partners Ltd. SNR NTS USD (144A)                                                                                                   | CUSIP: 74167YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5615274 | PA      | $5825846.62     | 0.03%             | 2030-05-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CC0872                                                                                                                                           | CUSIP: 3140Y66J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3537846 | PA      | $3621643.82     | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                                  | BBDBCN 7 06/01/32 144A                                                                                                                              | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       47000 | PA      | $48778.57       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                                      | ETN 3.915 09/15/47                                                                                                                                  | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       88000 | PA      | $69331.64       | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2025-NSLB                                   | JPMCC 2025-BHR5 A                                                                                                                                   | CUSIP: 46649WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2566825 | PA      | $2566022.41     | 0.01%             | 2040-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                                 | VEDLN 10.875 09/17/29 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     4309000 | PA      | $4511523.00     | 0.03%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | HUF CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |    -6627000 | NC      | $-26921.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD NEOENERGIA SA                                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5497.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | USD CALL VERSUS NOK PUT                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |    -6925975 | NC      | $-17771.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMARK CLO II LTD                                                                                | RMRK 2018-2A A1R                                                                                                                                    | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       36020 | PA      | $36018.53       | 0.00%             | 2031-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR ZS4077                                                                                                                                           | CUSIP: 3132A4Q68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      259487 | PA      | $244471.24      | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                                             | BXP 4.5 12/01/28                                                                                                                                    | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      289000 | PA      | $287089.69      | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                            | AAL 5.65 11/11/34 B                                                                                                                                 | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      740000 | PA      | $743236.17      | 0.00%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                          | CDEL 6.44 01/26/36 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      419000 | PA      | $440966.08      | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                                               | MSM 2006-12XS A4                                                                                                                                    | CUSIP: 61749EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1849015 | PA      | $383525.25      | 0.00%             | 2036-10-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| PORT BEAUMONT TEX NAV DIST                                                                       | TX PTBTRN 10 07/01/2026                                                                                                                             | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |     7045000 | PA      | $7050991.77     | 0.04%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD TORAY INDUSTRIES INC                                                                                                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $850.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V5.25 PERP EMTN                                                                                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1586684.30     | 0.01%             | N/A             | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLT 2025-7 MORTGAGE LOAN TRUST                                                                  | COLT 2025-7 A1                                                                                                                                      | CUSIP: 19689CAA9<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-O            | CORP              | US        |     3814129 | PA      | $3824955.03     | 0.02%             | 2070-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-RM2                                                  | MLMI 2006-OPT1 M1                                                                                                                                   | CUSIP: 59022VAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      395150 | PA      | $413468.91      | 0.00%             | 2037-08-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 6.5 10/07/45 144A                                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      249000 | PA      | $274941.69      | 0.00%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                                                      | NTAP 5.5 03/17/32                                                                                                                                   | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      298000 | PA      | $304905.27      | 0.00%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                                                | VTR 4.4 01/15/29                                                                                                                                    | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      502000 | PA      | $499120.57      | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Travelers Companies, Inc.                                                                        | TRV 6.25 06/15/37 MTN                                                                                                                               | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      218000 | PA      | $238493.54      | 0.00%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CIRKUL COM 35.41 WARR                                                                            | CIRKUL COM 35.41 WARR                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       11359 | NC      | $0.11           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SCC Power PLC                                                                                    | SCCPWR 4 05/17/32 144A                                                                                                                              | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |      493685 | PA      | $123421.25      | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SB0510                                                                                                                                           | CUSIP: 3132CWR71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1904855 | PA      | $1727101.30     | 0.01%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                               | IR 5.197 06/15/27                                                                                                                                   | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      126000 | PA      | $127091.32      | 0.00%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Golden Bar (Securitisation) S.r.l.                                                               | GOLDB 2025-1 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300GESLGUWWGJRM09 | Long             | ABS-O            | CORP              | IT        |      463232 | PA      | $537765.06      | 0.00%             | 2044-12-20      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 4.45 04/01/62                                                                                                                                   | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      441000 | PA      | $333772.77      | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST 202                                                              | SREIT 2021-MFP2 F                                                                                                                                   | CUSIP: 85236WCQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2091300 | PA      | $2089992.94     | 0.01%             | 2036-11-17      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                                | SYY 6.6 04/01/50                                                                                                                                    | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      276000 | PA      | $285188.69      | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International S.a.r.l.                                                             | LHMCFI 4.875 10/15/31 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      146000 | PA      | $166130.95      | 0.00%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAP CLO 29 LTD/LLC                                                                     | ANCHC 2024-29A A1                                                                                                                                   | CUSIP: 03332QAA3<br>LEI: 213800XVU2BADRNDSO76 | Long             | ABS-CBDO         | CORP              | KY        |     3020000 | PA      | $3020574.40     | 0.02%             | 2037-07-20      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXX Ltd                                                                     | MDPK 2018-30A BR                                                                                                                                    | CUSIP: 55821TAQ0<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |      290000 | PA      | $290333.85      | 0.00%             | 2037-07-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                                                   | CSMC 2021-BHAR A                                                                                                                                    | CUSIP: 12659VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      641000 | PA      | $632586.88      | 0.00%             | 2038-11-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| COMM 2025-167G MORTGAGE TRUST                                                                    | COMM 2025-167G E                                                                                                                                    | CUSIP: 12674VAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1600000 | PA      | $1592492.48     | 0.01%             | 2040-08-10      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 4.95 03/14/52                                                                                                                                  | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1468000 | PA      | $1218673.93     | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS CZK                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $39466.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD HOLMEN AB                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6487.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italmatch Chemicals S.p.A                                                                        | FIREBC 6.25 02/05/31 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 815600E7294ACCE76074 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $109652.19      | 0.00%             | 2031-02-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 994777                                                                                                                                           | CUSIP: 31416BCN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12753 | PA      | $12893.18       | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q15847                                                                                                                                           | CUSIP: 3132J65H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6732350 | PA      | $6352103.50     | 0.04%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES SERIES 2006-SL1                                   | CBASS 2006-SL1 A2                                                                                                                                   | CUSIP: 14983AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2694774 | PA      | $76583.60       | 0.00%             | 2036-09-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | S&P 500 INDEX                                                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         161 | NC      | $43583.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsetsens Mining & Energy LLC                                                                     | TSTSME 11.375 02/05/31                                                                                                                              | CUSIP: 000000000<br>LEI: 254900OLCXKF6P2T0706 | Long             | DBT              | CORP              | MN        |     1500000 | PA      | $1507050.00     | 0.01%             | 2031-02-05      | Fixed         | 11.38%                | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 7.75 11/13/42 M                                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   123753300 | PA      | $5730865.97     | 0.03%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                                    | DPWDU 6.85 07/02/37 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     5730000 | PA      | $6087380.10     | 0.03%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Fct Noria De 2024                                                                                | NORIA 2024-DE1 F                                                                                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |      217614 | PA      | $252670.27      | 0.00%             | 2043-02-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| UK Logistics 2024-2 Designated Activity Co.                                                      | UKLOG 2024-2X D                                                                                                                                     | CUSIP: 000000000<br>LEI: 635400FRZQXRDV2SLM12 | Long             | ABS-O            | CORP              | IE        |     1175290 | PA      | $1539968.58     | 0.01%             | 2035-02-19      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                           | HUF CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              | CORP              | CH        |    -6627000 | NC      | $-137950.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1157                                                                                                                                           | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       69349 | PA      | $65719.20       | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                               | ARCC 5.875 03/01/29                                                                                                                                 | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100709.22      | 0.00%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DRYDEN 30 SENIOR LOAN FUND                                                                       | DRSLF 2013-30A CR                                                                                                                                   | CUSIP: 26249BAU5<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |      159475 | PA      | $159166.18      | 0.00%             | 2028-11-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                              | D 4 01/15/43                                                                                                                                        | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      198000 | PA      | $158441.88      | 0.00%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO 48 Ltd. / Benefit Street Partners CLO 48 LLC                         | BSP 2026-48A A                                                                                                                                      | CUSIP: 08187TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1570000 | PA      | $1570000.00     | 0.01%             | 2038-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/BRL FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-234381.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD NETEASE INC                                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8806.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS7365                                                                                                                                           | CUSIP: 3138WHFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      237398 | PA      | $215159.40      | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 3.625 06/17/31                                                                                                                                    | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      370000 | PA      | $333404.65      | 0.00%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                       | RCICN 5.3 02/15/34                                                                                                                                  | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      442000 | PA      | $440074.98      | 0.00%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD SYDNEY BRANCH                                                           | UOBSP V3 PERP MTN                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     7250000 | PA      | $5631902.85     | 0.03%             | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                      | OVV 6.5 02/01/38                                                                                                                                    | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      202000 | PA      | $211628.71      | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                                       | STZ 4.95 11/01/35                                                                                                                                   | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      156000 | PA      | $150591.04      | 0.00%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                               | DELL 8.1 07/15/36                                                                                                                                   | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     1198000 | PA      | $1424023.25     | 0.01%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                                        | BlackRock Liquidity Funds T FUND INSTL SHS                                                                                                          | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |  1060296326 | NS      | $1060296325.91  | 5.96%             |  |  |  | No            |                  1 | On Loan: No      |
| HIH TRUST 2024-61P                                                                               | HIH 2024-61P A                                                                                                                                      | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3083366 | PA      | $3083366.32     | 0.02%             | 2041-10-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                              | ABIBB 5 06/15/34                                                                                                                                    | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      582000 | PA      | $588663.13      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD MERLIN PROPERTIES REIT SA                                                                                                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $4476.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2025-NQM1                                                                      | JPMMT 2025-NQM5 A1LC                                                                                                                                | CUSIP: 46664DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      287913 | PA      | $285923.09      | 0.00%             | 2066-05-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 5.5 03/15/64                                                                                                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      455000 | PA      | $433881.27      | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2021-E                                                                  | AJAXM 2021-E M1                                                                                                                                     | CUSIP: 009740AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1744000 | PA      | $1241246.83     | 0.01%             | 2060-12-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD SIEMENS HEALTHINEERS AG                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-42413.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                                              | WBOX 2019-1A ER3                                                                                                                                    | CUSIP: 96467CAJ6<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |     2750000 | PA      | $2617215.98     | 0.01%             | 2037-01-26      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                               | CNQCN 6.25 03/15/38                                                                                                                                 | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      293000 | PA      | $308172.65      | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                            | ARE 4 02/01/50                                                                                                                                      | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      235000 | PA      | $172851.80      | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS9648                                                                                                                                           | CUSIP: 3140XRWJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37512 | PA      | $37306.13       | 0.00%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A89387                                                                                                                                           | CUSIP: 312936NC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26963 | PA      | $27744.51       | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/IDR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27216.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                                  | BXSL 2.85 09/30/28                                                                                                                                  | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |      700000 | PA      | $651134.21      | 0.00%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 2.5 09/01/30 144A                                                                                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     2230000 | PA      | $2027833.37     | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q07417                                                                                                                                           | CUSIP: 3132GSSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      635642 | PA      | $601582.65      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ministerio de Hacienda y Credito Publico                                                         | COLTES 12 03/13/58 B                                                                                                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   605900000 | PA      | $148376.35      | 0.00%             | 2058-03-13      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Ambipar Luxembourg S.a.r.l.                                                                      | AMBIBZ 10.875 02/05/33 REGS                                                                                                                         | CUSIP: 000000000<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |      574000 | PA      | $78052.52       | 0.00%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS6833                                                                                                                                           | CUSIP: 3140XNSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40595 | PA      | $40237.87       | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Heimstaden AB                                                                                    | HEIMST 8.375 01/29/30 EMTN                                                                                                                          | CUSIP: 000000000<br>LEI: 549300WD2QBD89VBPV88 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $236176.25      | 0.00%             | 2030-01-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS ZAR                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $390354.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                              | CSCO 5.1 02/24/35                                                                                                                                   | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      745000 | PA      | $755163.47      | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD BAKER HUGHES CLASS A                                                                                                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-7242.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                       | CUSIP: 21H030641<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -1204000 | PA      | $-1074682.59    | -0.01%            | 2056-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                                      | AVT 3 05/15/31                                                                                                                                      | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |      125000 | PA      | $111950.25      | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                               | ATH V6.625 10/15/54                                                                                                                                 | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     1889000 | PA      | $1744731.59     | 0.01%             | 2054-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                                      | BRKHEC 4.1 02/01/42                                                                                                                                 | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      570000 | PA      | $444669.75      | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Alternative Loan Trust 2006-S3                                                         | JPALT 2007-A2 2A1                                                                                                                                   | CUSIP: 466278AR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      138053 | PA      | $121146.26      | 0.00%             | 2037-05-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 4.1 05/15/32                                                                                                                                    | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95960.07       | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                                        | ORAFP 9 03/01/31                                                                                                                                    | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      406000 | PA      | $479864.21      | 0.00%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST                                                               | FFML 2004-FFH3 M3                                                                                                                                   | CUSIP: 32027NLT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      999667 | PA      | $928316.77      | 0.01%             | 2034-10-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                                | MTB V4.762 07/06/28                                                                                                                                 | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |      708000 | PA      | $709954.63      | 0.00%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                                          | ARW 2.95 02/15/32                                                                                                                                   | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      226000 | PA      | $199683.67      | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GGP TRUST 2026-TY                                                                                | GGP 2026-TY HRR                                                                                                                                     | CUSIP: 373914AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6250000 | PA      | $6142791.25     | 0.03%             | 2043-03-06      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                                 | GEL 8 05/15/33                                                                                                                                      | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      125000 | PA      | $129161.50      | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KYRGYZSTAN, REPUBLIC OF - MINISTRY OF FINANCE                                                    | KYRGYZ 7.75 06/03/30 144A                                                                                                                           | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |      200000 | PA      | $199408.00      | 0.00%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS MXN                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-4082.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Tier 1 Sukuk Ltd.                                                                       | RJHIAB V6.25 PERP EMTN                                                                                                                              | CUSIP: 000000000<br>LEI: 254900KZX3511IC7J772 | Long             | DBT              | CORP              | KY        |     1096000 | PA      | $1072753.84     | 0.01%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                                 | BPLN 3.001 03/17/52                                                                                                                                 | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      249000 | PA      | $157565.48      | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                               | ATH 6.625 05/19/55                                                                                                                                  | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      386000 | PA      | $371848.11      | 0.00%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LEX TRUST 2026-450                                                                               | LEXT 2026-450 A                                                                                                                                     | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3217000 | PA      | $3202925.63     | 0.02%             | 2043-03-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                                   | PLD 4.375 02/01/29                                                                                                                                  | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      415000 | PA      | $415225.63      | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIfc FundIng 2018-I Ltd. / CIfc FundIng 2018-I LLC                                               | CIFC 2018-1A BR                                                                                                                                     | CUSIP: 17181NAG9<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |     1510000 | PA      | $1509079.05     | 0.01%             | 2038-01-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS PACIFICORP                                                                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3718.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD PDD HOLDINGS ADS INC                                                                                                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-6147.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 4.05 03/01/46                                                                                                                                   | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      503000 | PA      | $402260.25      | 0.00%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co Ltd.                                                                  | FTHDGR 7.95 07/05/22                                                                                                                                | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      530000 | PA      | $5830.00        | 0.00%             | 2022-07-05      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS INR                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-185134.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 4.542 08/01/26                                                                                                                                    | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      773000 | PA      | $771917.61      | 0.00%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.676 01/22/35                                                                                                                                 | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1139000 | PA      | $1171698.00     | 0.01%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                                                        | IQV 5 10/15/26 144A                                                                                                                                 | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199783.70      | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC 5.95 12/15/36 *                                                                                                                                 | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      135000 | PA      | $139142.58      | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CDW FINANCE CORP                                                                                 | CDW 3.569 12/01/31                                                                                                                                  | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      106000 | PA      | $96892.92       | 0.00%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                                              | MINCAP 5.625 08/10/37 144A                                                                                                                          | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $191460.00      | 0.00%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP HOLDINGS INC                                                                | TIBX 6.5 03/31/29 144A                                                                                                                              | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      126000 | PA      | $122921.86      | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                                           | LNC 6.3 10/09/37                                                                                                                                    | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      106000 | PA      | $108945.11      | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | SOLV 5.4 03/01/29                                                                                                                                   | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      398000 | PA      | $407147.31      | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | MRSH 4.95 03/15/36                                                                                                                                  | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      477000 | PA      | $472491.18      | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MORTGAGE FUNDING TRUST 2005-AR4                                                       | GPMF 2006-AR2 4A1                                                                                                                                   | CUSIP: 39538WGJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      382922 | PA      | $352952.05      | 0.00%             | 2036-03-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD PAN PACIFIC INTERNATIONAL HOLDINGS                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16935.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | SCHW V4.343 11/14/31                                                                                                                                | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      206000 | PA      | $203707.53      | 0.00%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FISV 5.15 08/12/34                                                                                                                                  | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       97000 | PA      | $94215.83       | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD KEPPEL DC REIT                                                                                                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-20104.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD SEGA SAMMY HOLDINGS INC                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $16500.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53                                                           | HTL 2024-T53 E                                                                                                                                      | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4964717 | PA      | $5045829.06     | 0.03%             | 2039-05-12      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| Travelers Companies, Inc.                                                                        | TRV 6.75 06/20/36                                                                                                                                   | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      169000 | PA      | $190871.57      | 0.00%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Benin (The Republic of)                                                                          | BENIN 7.96 02/13/38 144A                                                                                                                            | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      569000 | PA      | $556667.38      | 0.00%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BE2735                                                                                                                                           | CUSIP: 3140FNBD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      180581 | PA      | $176626.49      | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                               | ELM 2024-ELM XP10                                                                                                                                   | CUSIP: 26860XAW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    51484000 | PA      | $20253.81       | 0.00%             | 2039-06-10      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2023-118 BA                                                                                                                                     | CUSIP: 38381JNH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     1347053 | PA      | $1213851.62     | 0.01%             | 2065-05-16      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2026-SFR1 TRUST                                                             | PROG 2026-SFR1 E                                                                                                                                    | CUSIP: 74334HAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $923251.70      | 0.01%             | 2043-02-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                                                       | BIO 3.7 03/15/32                                                                                                                                    | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92882.00       | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                            | NLSN 9.5 02/15/33 144A                                                                                                                              | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      340000 | PA      | $329881.26      | 0.00%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                      | WMT 2.65 09/22/51                                                                                                                                   | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      100000 | PA      | $61458.33       | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fortune Star (BVI) Limited                                                                       | FOSUNI 5.875 11/20/30                                                                                                                               | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     3385000 | PA      | $3628892.21     | 0.02%             | 2030-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | EUR CALL VERSUS MXN PUT                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    -3276000 | NC      | $-46296.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | EUR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12454.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                              | SYK 4.625 09/11/34                                                                                                                                  | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      584000 | PA      | $570076.37      | 0.00%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB5324                                                                                                                                           | CUSIP: 3140QQ4J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      512170 | PA      | $531181.66      | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                                | LEBAN 6.65 11/03/28 GMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      571000 | PA      | $134470.50      | 0.00%             | 2028-11-03      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4918                                                                                                                                           | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      344790 | PA      | $341719.10      | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                         | AJAXM 2021-D C                                                                                                                                      | CUSIP: 009723AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8297467 | PA      | $10250273.98    | 0.06%             | 2060-03-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc.                                                                       | EVRG 3.1 04/01/27                                                                                                                                   | CUSIP: 95709TAP5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      145000 | PA      | $143459.61      | 0.00%             | 2027-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                                   | USCLN 2026-RVM1 B1                                                                                                                                  | CUSIP: 90355PAJ5<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |     7106000 | PA      | $7072932.94     | 0.04%             | 2046-12-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                                    | QCOM 4.5 05/20/30                                                                                                                                   | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      530000 | PA      | $533090.45      | 0.00%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                                         | MPC 6.5 03/01/41                                                                                                                                    | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      577000 | PA      | $614164.82      | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                                    | QCOM 6 05/20/53                                                                                                                                     | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      363000 | PA      | $369205.34      | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC.                                                                      | MS 0 02/02/29 2330                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |      700000 | PA      | $710850.00      | 0.00%             | 2029-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                               | HKD/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-54906.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                                                                           | OCPMR 7.5 05/02/54 144A                                                                                                                             | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      200000 | PA      | $209663.00      | 0.00%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-MF A                                                                                                                                        | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1688016 | PA      | $1687488.00     | 0.01%             | 2039-02-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3034                                                                                                                                           | CUSIP: 36179RLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      219005 | PA      | $206148.95      | 0.00%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX12 COMMERCIAL MORTGAGE TRUST                                                        | CSAIL 2018-CX12 C                                                                                                                                   | CUSIP: 12595XAZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      570000 | PA      | $536738.33      | 0.00%             | 2051-08-17      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                  | FG Q62071                                                                                                                                           | CUSIP: 3132VNJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      358970 | PA      | $352294.34      | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                               | CNQCN 7.2 01/15/32                                                                                                                                  | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      546000 | PA      | $606280.96      | 0.00%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8329                                                                                                                                           | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    19731723 | PA      | $19552937.21    | 0.11%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2024-A                                                            | MFIT 2024-AA A                                                                                                                                      | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5718000 | PA      | $5764081.93     | 0.03%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD SASOL LTD                                                                                                                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-143031.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                | EXPE 5.4 02/15/35                                                                                                                                   | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99206.61       | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AO0777                                                                                                                                           | CUSIP: 3138LQ2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      236115 | PA      | $222968.35      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD VALTERRA PLATINUM LTD                                                                                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $23131.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G07553                                                                                                                                           | CUSIP: 3128M9WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      785274 | PA      | $809974.57      | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST 2007-FLX5                                                       | INDX 2007-FLX5 2A2                                                                                                                                  | CUSIP: 45669WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      453229 | PA      | $422908.36      | 0.00%             | 2037-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Acres 2025-FL3 LLC                                                                               | ACRES 2025-FL3 A                                                                                                                                    | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6139000 | PA      | $6140719.53     | 0.03%             | 2040-08-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| FS TRUST 2026-ORL                                                                                | FS 2026-ORL E                                                                                                                                       | CUSIP: 30343YAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3290000 | PA      | $3284621.84     | 0.02%             | 2041-02-15      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/MXN FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-72268.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1600                                                                                                                                           | CUSIP: 36179NX52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25665 | PA      | $24297.24       | 0.00%             | 2044-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD NATIONAL AUSTRALIA BANK LTD                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $68215.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | MXN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10808.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                                    | QCOM 2.15 05/20/30                                                                                                                                  | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      275000 | PA      | $251714.43      | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2024-2 LTD                                                                     | PLMRS 2024-2A B                                                                                                                                     | CUSIP: 69703LAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3270000 | PA      | $3267743.05     | 0.02%             | 2037-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G67721                                                                                                                                           | CUSIP: 3132XCSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1694526 | PA      | $1668093.61     | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2022-1                                                        | RMIT 2022-1 B                                                                                                                                       | CUSIP: 75907DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      660595 | PA      | $658996.77      | 0.00%             | 2032-03-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.15 03/15/45                                                                                                                                    | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2130000 | PA      | $1853982.86     | 0.01%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 64 B Ltd./ Golub Capital Partners CLO 64 B LLC                        | GCBSL 2022-64A AR                                                                                                                                   | CUSIP: 38180LAA3<br>LEI: 2549003ONNJ1D27UVJ28 | Long             | ABS-CBDO         | CORP              | JE        |      500000 | PA      | $500096.25      | 0.00%             | 2037-10-26      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                              | GIS 4.15 02/15/43                                                                                                                                   | CUSIP: 370334BP8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79971.70       | 0.00%             | 2043-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD IZUMI LTD                                                                                                                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-5066.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                                        | AMH 2.375 07/15/31                                                                                                                                  | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      242000 | PA      | $212951.67      | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LV TRUST 2024-SHOW                                                                               | Fashion Show Mall LLC                                                                                                                               | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1534864 | PA      | $1544083.47     | 0.01%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Altice France SAS                                                                                | SFRFP 5.625 07/15/32 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      643328 | PA      | $707914.01      | 0.00%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 6 04/01/54                                                                                                                                      | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1895000 | PA      | $1829060.80     | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Taurus 2025-2 UK DAC                                                                             | TAURS 2025-UK2X D                                                                                                                                   | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-O            | CORP              | IE        |     4444336 | PA      | $5862558.51     | 0.03%             | 2035-02-18      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS MXN                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-27252.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                                             | BXP 3.25 01/30/31                                                                                                                                   | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92236.33       | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD JULIUS BAER GRUPPE LTD                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-56903.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/INR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-116986.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB3101                                                                                                                                           | CUSIP: 3140QNNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6621286 | PA      | $5433839.43     | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                                                  | BALTA 2006-2 22A1                                                                                                                                   | CUSIP: 07386HF30<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2934645 | PA      | $1883657.63     | 0.01%             | 2036-03-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                 | MRK 5.7 09/15/55                                                                                                                                    | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      545000 | PA      | $540779.39      | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                                  | LYV 4.75 10/15/27 144A                                                                                                                              | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       69000 | PA      | $68571.12       | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                                               | EOG 4.4 01/15/31                                                                                                                                    | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      393000 | PA      | $390200.39      | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.484 10/23/45                                                                                                                                 | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     3371000 | PA      | $3107944.12     | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                           | BWY 9.25 04/15/30 144A                                                                                                                              | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Short            | DBT              | CORP              | US        |     -542000 | PA      | $-503608.95     | -0.00%            | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD HUB24 LTD                                                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $23074.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                                    | ED 5.5 03/15/34                                                                                                                                     | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      102000 | PA      | $105799.66      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                                              | ROCSOF 9 11/28/28 144A                                                                                                                              | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      112000 | PA      | $111831.80      | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD MASTERCARD INC                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $7739.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q17580                                                                                                                                           | CUSIP: 3132J82N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       74164 | PA      | $68025.88       | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | BB ONEMAIN FINANCE CORP 6.5                                                                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DBT              | CORP              | US        |      707812 | PA      | $707812.50      | 0.00%             | 2026-05-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2023-7                                                                  | AOMT 2023-7 A1                                                                                                                                      | CUSIP: 03466DAA0<br>LEI: 254900DRGJVOF9SOT744 | Long             | ABS-O            | CORP              | US        |     9845065 | PA      | $9789484.62     | 0.06%             | 2067-11-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | USD CALL VERSUS EUR PUT                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |    -9661163 | NC      | $-13658.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2                                         | MSRM 2025-DSC2 A1                                                                                                                                   | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6987819 | PA      | $7005791.13     | 0.04%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                                       | INTU 1.65 07/15/30                                                                                                                                  | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13363.69       | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        3337 | NC      | $-8544714.07    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA                                                                                     | WLNFP 5.25 11/27/29 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1097599.03     | 0.01%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| POST CLO 2023-1 LTD                                                                              | POST 2023-1A A1R                                                                                                                                    | CUSIP: 73743CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     1340000 | PA      | $1340351.62     | 0.01%             | 2038-10-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                                     | OCINCC 7.75 09/16/27 *                                                                                                                              | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |      221000 | PA      | $224098.49      | 0.00%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                               | BBVASM V6.033 03/13/35                                                                                                                              | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $623492.17      | 0.00%             | 2035-03-13      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK IV LTD                                                                            | SAND 2025-1A C1                                                                                                                                     | CUSIP: 80012AAG0<br>LEI: 254900HZXZ4VWBL5OX74 | Long             | ABS-CBDO         | CORP              | KY        |     1070000 | PA      | $1073596.81     | 0.01%             | 2039-01-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Ffmlt Trust 2006/Ff13                                                                            | FFML 2006-FF13 A1                                                                                                                                   | CUSIP: 30247DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1737305 | PA      | $1106484.83     | 0.01%             | 2036-10-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| SHR TRUST 2024-LXRY                                                                              | SHR 2024-LXRY E                                                                                                                                     | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      280000 | PA      | $279648.18      | 0.00%             | 2041-10-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy S.R.L                                                                     | RNBAI 3 C                                                                                                                                           | CUSIP: 000000000<br>LEI: 8156003B1C9DCDE30892 | Long             | ABS-O            | CORP              | IT        |      244879 | PA      | $284228.39      | 0.00%             | 2036-07-28      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| Ballyrock Clo 2019-2 Ltd / Ballyrock Clo 2019-2 LLC                                              | BALLY 2019-2A A2R3                                                                                                                                  | CUSIP: 05875MBF8<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |      460000 | PA      | $459641.20      | 0.00%             | 2038-10-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD CORPAY INC                                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $44509.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                               | FFHCN 6 12/07/33                                                                                                                                    | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      990000 | PA      | $1034315.28     | 0.01%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                                                  | FOXA 5.576 01/25/49                                                                                                                                 | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      128000 | PA      | $117970.14      | 0.00%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2021-1 Ltd / Rockford Tower Clo 2021-1 Llc                                    | ROCKT 2021-1A B                                                                                                                                     | CUSIP: 77341KAE1<br>LEI: 5493000QG193Z8ZVLY16 | Long             | ABS-CBDO         | CORP              | KY        |     1110000 | PA      | $1111328.23     | 0.01%             | 2034-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 6.375 05/16/38                                                                                                                                   | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      744000 | PA      | $810964.61      | 0.00%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB0650                                                                                                                                           | CUSIP: 3140QKWL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      929504 | PA      | $892415.82      | 0.01%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 4.2 03/15/48                                                                                                                                    | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      190000 | PA      | $142798.19      | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS HUF                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-9257.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dbc 2025-DBC Mortgage Trust                                                                      | DBC 2025-DBC HRR                                                                                                                                    | CUSIP: 23306HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16000000 | PA      | $16060672.00    | 0.09%             | 2042-11-17      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS REPUBLIC OF COLOMBIA                                                                                                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $353117.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-11CB                                                                 | CWALT 2005-11CB 2A6                                                                                                                                 | CUSIP: 12667GJJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      442415 | PA      | $349134.36      | 0.00%             | 2025-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                     | CFG V5.299 01/29/36                                                                                                                                 | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      365000 | PA      | $361714.07      | 0.00%             | 2036-01-29      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VNDO TRUST 2016-350P                                                                             | VNDO 2016-350P D                                                                                                                                    | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3390000 | PA      | $3384243.10     | 0.02%             | 2035-01-12      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 5.5 10/15/35                                                                                                                                    | CUSIP: 548661CJ4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      303000 | PA      | $309533.28      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INV 2024-IND MORTGAGE TRUST                                                                      | INV 2024-IND A                                                                                                                                      | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4830000 | PA      | $4766606.25     | 0.03%             | 2041-11-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                                       | UNM 6 06/15/54                                                                                                                                      | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94370.78       | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-IV LTD                                                                         | CIFC 2021-4A AR                                                                                                                                     | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4132414 | PA      | $4134516.99     | 0.02%             | 2037-07-23      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                                 | PSD 2.379 06/15/28                                                                                                                                  | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      576000 | PA      | $548988.61      | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                    | NI 4.8 02/15/44                                                                                                                                     | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       71000 | PA      | $62170.13       | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                         | AJAXM 2021-G C                                                                                                                                      | CUSIP: 009703AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14273387 | PA      | $14680792.01    | 0.08%             | 2061-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5009                                                                                                                                           | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    36571882 | PA      | $36240510.39    | 0.20%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                             | CAT 3.95 11/14/28                                                                                                                                   | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      248000 | PA      | $246812.70      | 0.00%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KeyBank National Association                                                                     | KEY 5 01/26/33                                                                                                                                      | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     3553000 | PA      | $3501823.41     | 0.02%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL6584                                                                                                                                           | CUSIP: 3138EPJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      223208 | PA      | $219145.38      | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| India Cleantech Energy                                                                           | ACMSOL 4.7 08/10/26 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |     5932000 | PA      | $5887510.00     | 0.03%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                           | ROP 2.95 09/15/29                                                                                                                                   | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      637000 | PA      | $601820.92      | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2024-2 LTD                                                                               | TCW 2024-2A C                                                                                                                                       | CUSIP: 87252GAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $301085.67      | 0.00%             | 2037-07-17      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 5.45 03/01/54 MTN                                                                                                                               | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      236000 | PA      | $225355.07      | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                       | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -3628000 | PA      | $-3651105.79    | -0.02%            | 2056-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM5294                                                                                                                                           | CUSIP: 3140X83C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2433178 | PA      | $2297745.63     | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association                                                           | WFC 5.85 02/01/37 BKNT                                                                                                                              | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |      689000 | PA      | $709839.29      | 0.00%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KKR CLO 27 Ltd./ KKR CLO 27 LLC                                                                  | KKR 27A A1R2                                                                                                                                        | CUSIP: 48253YBL1<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | KY        |     1977778 | PA      | $1974842.78     | 0.01%             | 2035-01-16      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                                       | INTU 5.2 09/15/33                                                                                                                                   | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      401000 | PA      | $407954.38      | 0.00%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD INTERNATIONAL PAPER CO                                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $12162.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 5.75 08/15/34                                                                                                                                   | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103002.15      | 0.00%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | PEN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-112523.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                                                                 | SRE 4.5 08/15/40                                                                                                                                    | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      202000 | PA      | $181758.10      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 5.05 08/05/62                                                                                                                                  | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      368000 | PA      | $297485.44      | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.017 10/31/38                                                                                                                                  | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       95000 | PA      | $82930.55       | 0.00%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                                               | EOG 5.35 01/15/36                                                                                                                                   | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      374000 | PA      | $379544.30      | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                                       | ZBH 2.6 11/24/31                                                                                                                                    | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      139000 | PA      | $124111.45      | 0.00%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C33                                              | JPMBB 2015-C33 D1                                                                                                                                   | CUSIP: 46645JBG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      785000 | PA      | $686882.85      | 0.00%             | 2048-12-17      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                  | PFSI 5.75 09/15/31 144A                                                                                                                             | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      111000 | PA      | $102700.26      | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.582 06/12/29                                                                                                                                 | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      121000 | PA      | $123991.91      | 0.00%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 4 Ltd.                                                                         | KLLM 4A BRR                                                                                                                                         | CUSIP: 37148BAE0<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2999421.90     | 0.02%             | 2037-07-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman International Inc                                                              | WLSC 4.625 08/15/28 144A                                                                                                                            | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |      223000 | PA      | $219376.36      | 0.00%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS PLN                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3753.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM4790                                                                                                                                           | CUSIP: 3140X8KC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      526308 | PA      | $465151.71      | 0.00%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL19 LLC                                                                                | MF1 2025-FL19 A                                                                                                                                     | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1786000 | PA      | $1787096.25     | 0.01%             | 2042-05-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 29 LTD                                                                             | BALLY 2025-29A A1A                                                                                                                                  | CUSIP: 05876GAA2<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250125.03      | 0.00%             | 2038-07-26      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BX 2024-PALM MORTGAGE TRUST                                                                      | BX 2024-PALM A                                                                                                                                      | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13905865 | PA      | $13897174.21    | 0.08%             | 2037-06-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.658 05/24/28                                                                                                                                   | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5556000 | PA      | $5566462.78     | 0.03%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD AIR PRODUCTS AND CHEMICALS INC                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $2645.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD CTP NV                                                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-138042.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                       | AAPL 2.55 08/20/60                                                                                                                                  | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $53287.92       | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.705 04/24/28                                                                                                                                 | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3903000 | PA      | $3873276.43     | 0.02%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                     | NSC 3.95 10/01/42                                                                                                                                   | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      273000 | PA      | $221238.27      | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PENTA CLO 10 DAC                                                                                 | PENTA 2024-17X AR                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300D3IPPFZVYDSC43 | Long             | ABS-O            | CORP              | IE        |      500000 | PA      | $574775.83      | 0.00%             | 2039-02-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                              | SYK 4.625 03/15/46                                                                                                                                  | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      302000 | PA      | $261578.89      | 0.00%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ9437                                                                                                                                           | CUSIP: 3140HBPX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      135805 | PA      | $133588.57      | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                                     | WMB 3.75 06/15/27                                                                                                                                   | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      169000 | PA      | $167720.74      | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY V4.305 11/03/31                                                                                                                                  | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       72000 | PA      | $70779.61       | 0.00%             | 2031-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                                 | GATX 3.5 03/15/28                                                                                                                                   | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      241000 | PA      | $236481.78      | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD STMICROELECTRONICS NV                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-30594.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2020-C7                                                                     | BBCMS 2020-C7 XB                                                                                                                                    | CUSIP: 05492VAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1596000 | PA      | $57223.14       | 0.00%             | 2053-04-17      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                               | VOD 4.25 09/17/50                                                                                                                                   | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      804000 | PA      | $617490.14      | 0.00%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.5 04/15/38                                                                                                                                   | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      906000 | PA      | $908063.66      | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                               | NRUC 4.85 02/07/29 GMTN                                                                                                                             | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      171000 | PA      | $173145.85      | 0.00%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2025-I1                                                                                | CIM 2025-I1 A1                                                                                                                                      | CUSIP: 12571DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6984330 | PA      | $7027782.95     | 0.04%             | 2069-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                                         | EDF V7.375 PERP EMTN                                                                                                                                | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $666307.00      | 0.00%             | N/A             | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Arini European CLO II Designated Activity Co.                                                    | ARINI 2X AR                                                                                                                                         | CUSIP: 000000000<br>LEI: 635400I3AJDMBZIMZK57 | Long             | ABS-O            | CORP              | IE        |     6000000 | PA      | $6931230.91     | 0.04%             | 2038-10-15      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                      | NTRCN 4.9 03/27/28                                                                                                                                  | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      803000 | PA      | $809624.70      | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2023-50 AC                                                                                                                                      | CUSIP: 38381JDG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     1083116 | PA      | $972735.43      | 0.01%             | 2063-09-16      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Ares Commercial Mortgage Trust 2026-GCP                                                          | ARES1 2026-AZURE E                                                                                                                                  | CUSIP: 03990QAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1000000.00     | 0.01%             | 2038-03-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD RESTAURANT BRANDS INTERNATIONAL INC                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-25346.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 5.8 09/30/27 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      217000 | PA      | $213703.77      | 0.00%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                                   | SPGI 4.25 01/15/31 144A                                                                                                                             | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      891000 | PA      | $879489.65      | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc.                                                                             | PYPL 5.1 04/01/35                                                                                                                                   | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      376000 | PA      | $373315.52      | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q61435                                                                                                                                           | CUSIP: 3132VMSZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1384024 | PA      | $1358267.45     | 0.01%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Periama Holdings LLC                                                                             | JSTLIN 5.95 04/19/26                                                                                                                                | CUSIP: 000000000<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | US        |      425000 | PA      | $424349.75      | 0.00%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                                     | BMY 5.1 02/22/31                                                                                                                                    | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1604000 | PA      | $1648825.79     | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KKR CLO LTD 2020-30R                                                                             | KKR 30A BR2                                                                                                                                         | CUSIP: 48250EBE4<br>LEI: 549300NB16RGUJOZXI16 | Long             | ABS-CBDO         | CORP              | KY        |     1320000 | PA      | $1320700.79     | 0.01%             | 2037-04-17      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                                         | ALL 4.5 06/15/43                                                                                                                                    | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |      264000 | PA      | $224350.11      | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA 5.125 07/07/28 GMTN                                                                                                                            | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      499000 | PA      | $504313.61      | 0.00%             | 2028-07-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO XII LTD                                                                      | MIDO 2023-12A A1RR                                                                                                                                  | CUSIP: 59803TBA8<br>LEI: 5493000CPZWPTWX7TF71 | Long             | ABS-CBDO         | CORP              | KY        |     3170000 | PA      | $3170927.23     | 0.02%             | 2038-07-19      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED                                                 | GBP/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $36812.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocp Clo 2017-13 Ltd / Llc                                                                        | OCP 2017-13A AR2                                                                                                                                    | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |     8965000 | PA      | $8969351.61     | 0.05%             | 2037-11-27      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Victory Street Clo II DAC                                                                        | VICST 2X D                                                                                                                                          | CUSIP: 000000000<br>LEI: 635400ZBAAJJTSW7YN78 | Long             | ABS-O            | CORP              | IE        |      580000 | PA      | $664998.62      | 0.00%             | 2039-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three S.a r.l.                           | ABEST 23 E                                                                                                                                          | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |      237262 | PA      | $276959.05      | 0.00%             | 2034-03-21      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding S.a r.l.                                                                 | PRIOBZ 6.75 10/15/30 144A                                                                                                                           | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $194550.00      | 0.00%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS MXN                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-47098.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                                       | STZ 4.5 05/09/47                                                                                                                                    | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      471000 | PA      | $383768.98      | 0.00%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J21351                                                                                                                                           | CUSIP: 31306YQC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6457 | PA      | $6378.19        | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PBF Energy Inc                                                                                   | PBF Energy Inc CL A                                                                                                                                 | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |       24562 | NS      | $1169642.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                                                                          | IP 6 11/15/41                                                                                                                                       | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99929.28       | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 5.3 05/15/34                                                                                                                                    | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      819000 | PA      | $826616.27      | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS ITRAXX.ASIA.XJ.IG.45.V1                                                                                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-84369.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                                  | MADIAQ 4.125 06/30/28 144A                                                                                                                          | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      188000 | PA      | $183599.56      | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                       | CUSIP: 21H020642<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -1369000 | PA      | $-1130601.48    | -0.01%            | 2056-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD1146                                                                                                                                           | CUSIP: 3132DNHX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4227954 | PA      | $4048382.49     | 0.02%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS (Kiloutou)                                                                     | KILOTO 5 04/30/31 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |     1743000 | PA      | $1981000.16     | 0.01%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RB5153                                                                                                                                           | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2265046 | PA      | $1963536.88     | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                                | STOR 5.4 04/30/30 *                                                                                                                                 | CUSIP: 862123AB2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    17338000 | PA      | $17417842.70    | 0.10%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                                        | BIFFLN 5.25 06/15/31 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |      388000 | PA      | $433842.47      | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD DAICEL CORP                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-10505.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5136                                                                                                                                           | CUSIP: 36179TV51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       62067 | PA      | $58172.86       | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Roblox Corporation                                                                               | RBLX 3.875 05/01/30 144A                                                                                                                            | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93978.28       | 0.00%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                         | APTV 3.25 03/01/32                                                                                                                                  | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      100000 | PA      | $93591.79       | 0.00%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 4.1 05/11/47                                                                                                                                   | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      620000 | PA      | $462583.86      | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 4.5 01/31/50                                                                                                                                    | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    25868000 | PA      | $19038848.00    | 0.11%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LATITUDE AUSTRALIA CREDIT CARD MASTER TRUST                                                      | LAUCC 2026-1 D                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |     1337000 | PA      | $919409.80      | 0.01%             | 2038-09-22      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO SA                                                                                    | BESPL 2.625 05/08/17 EMTN                                                                                                                           | CUSIP: 000000000<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |      400000 | PA      | $101714.80      | 0.00%             | 2017-05-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V6.875 10/20/34                                                                                                                                 | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      141000 | PA      | $155772.57      | 0.00%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 3.95 08/15/59                                                                                                                                   | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      558000 | PA      | $404435.19      | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                                    | QCOM 5 05/20/35                                                                                                                                     | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      421000 | PA      | $420359.85      | 0.00%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corning Incorporated                                                                             | GLW 5.45 11/15/79                                                                                                                                   | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |      248000 | PA      | $222885.27      | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                          | BNCN 5.813 03/03/55                                                                                                                                 | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      106000 | PA      | $100413.22      | 0.00%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| CWHEQ Home Equity Loan Trust Series 2006-S3                                                      | CWL 2006-S3 A4                                                                                                                                      | CUSIP: 23242MAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       27513 | PA      | $69546.00       | 0.00%             | 2029-01-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2019-2                                                                   | MSAIC 2019-2A A                                                                                                                                     | CUSIP: 61945LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      396495 | PA      | $351065.75      | 0.00%             | 2040-09-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                                                | CNRCN 6.25 08/01/34                                                                                                                                 | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      760000 | PA      | $827165.49      | 0.00%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 6.375 03/15/29 144A                                                                                                                             | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      152000 | PA      | $154722.17      | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                                     | BMY 3.4 07/26/29                                                                                                                                    | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1339334.59     | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS 6.375 07/24/42                                                                                                                                   | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1872000 | PA      | $2005630.12     | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VERITAS NEWCO PFD                                                                                | VERITAS NEWCO PFD                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       13357 | NS      | $253783.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 6.05 06/01/54                                                                                                                                   | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      128000 | PA      | $124175.43      | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| VENTURE 34 CLO LTD                                                                               | VENTR 2018-34A AR                                                                                                                                   | CUSIP: 92332CAE9<br>LEI: 549300MYRV6PEDBLPL32 | Long             | ABS-CBDO         | CORP              | KY        |     2909433 | PA      | $2911387.89     | 0.02%             | 2031-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| IRB Infrastructure Developers Ltd.                                                               | IRBIN 7.11 03/11/32 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |    13800000 | PA      | $13800000.00    | 0.08%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 4.8 09/15/34                                                                                                                                   | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97900.83       | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ3218                                                                                                                                           | CUSIP: 3140H4SG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      151774 | PA      | $149405.61      | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN CLO 2 LTD                                                                           | NMC CLO-2A A1R                                                                                                                                      | CUSIP: 64754LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1990000 | PA      | $1991193.80     | 0.01%             | 2038-01-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J37835                                                                                                                                           | CUSIP: 31307UV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      264563 | PA      | $256773.64      | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS CDX.NA.IG.45.V1                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-251333.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | SGD/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $96530.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 6.45 03/15/37                                                                                                                                 | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      217000 | PA      | $234910.57      | 0.00%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                           | MU 6.05 11/01/35                                                                                                                                    | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      260000 | PA      | $280551.06      | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Flagstar Bank National Association                                                               | Flagstar Bank National Association COM NEW                                                                                                          | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |      317333 | NS      | $4179275.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIMCO CLO 23 LTD                                                                                 | AIMCO 2025-23A A                                                                                                                                    | CUSIP: 00901JAA6<br>LEI: 254900JY4GSBXW978G85 | Long             | ABS-CBDO         | CORP              | JE        |      439000 | PA      | $437592.30      | 0.00%             | 2038-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2025-VII LTD                                                                       | PKBLU 2025-7A A1                                                                                                                                    | CUSIP: 70019HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1997631.60     | 0.01%             | 2038-04-26      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 7 02/28/31 R213                                                                                                                                | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   319303345 | PA      | $17680871.37    | 0.10%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                                                           | BX 2024-MDHS A                                                                                                                                      | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11451291 | PA      | $11451291.10    | 0.06%             | 2041-05-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.375 05/31/33 144A                                                                                                                             | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      330000 | PA      | $328240.54      | 0.00%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hungarian Export-Import Bank Pte Ltd.                                                            | MAEXIM 6 05/16/29                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      100000 | PA      | $121186.25      | 0.00%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Llc / Shift4 Payments Finance Subordinated Incorporated                          | FOUR 6.75 08/15/32 144A                                                                                                                             | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |      110000 | PA      | $108167.95      | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                                                                 | SRE 3.75 06/01/47 RRR                                                                                                                               | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      114000 | PA      | $84494.84       | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE7                                                                             | FIGRE 2025-HE7 A                                                                                                                                    | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2808866 | PA      | $2790492.78     | 0.02%             | 2055-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS CNY                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $20065.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8042                                                                                                                                           | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    25102242 | PA      | $21610330.12    | 0.12%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS BOND                                                                          | NEW GENERATION GAS BOND                                                                                                                             | CUSIP: 000000000<br>LEI: 9845008CB7EPB0KCD474 | Long             | DBT              | CORP              | US        |     9843514 | PA      | $9905527.65     | 0.06%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| BAHA TRUST 2024-MAR                                                                              | BAHA 2024-MAR A                                                                                                                                     | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    27690000 | PA      | $28254690.48    | 0.16%             | 2041-12-12      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                         | AJAXM 2021-G A                                                                                                                                      | CUSIP: 009703AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25620781 | PA      | $25631054.92    | 0.14%             | 2061-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME TL NEW MONEY DIP:TL LOAN/TERM                                                       | RUNITONETIME TL NEW MONEY DIP:TL LOAN/TERM                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      947133 | PA      | $945996.80      | 0.01%             | 2026-04-21      | Floating      | 16.17%                | No            |                  3 | On Loan: No      |
| Quarzo S.r.l.                                                                                    | QUARZ 2024-1 D                                                                                                                                      | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |      204133 | PA      | $237778.34      | 0.00%             | 2041-06-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 5.375 06/15/34                                                                                                                                  | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      519000 | PA      | $525803.66      | 0.00%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                               | NRUC V7.125 09/15/53                                                                                                                                | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      562000 | PA      | $581625.60      | 0.00%             | 2053-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD ARC RESOURCES LTD                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5959.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                  | MSFT 4 02/12/55                                                                                                                                     | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      497000 | PA      | $387704.28      | 0.00%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                                             | AMBEAA 5.125 06/30/32 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |      792000 | PA      | $912245.28      | 0.01%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer                                                                   | LendingClub Rated Notes Issuer Trust Series 2025-P1                                                                                                 | CUSIP: 525943AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1740000 | PA      | $1746354.83     | 0.01%             | 2031-06-16      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO IV LTD                                                                                | CARVL 2021-1A A1R                                                                                                                                   | CUSIP: 14687EAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6340000 | PA      | $6339906.80     | 0.04%             | 2038-03-31      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                  | FNMA-15YR                                                                                                                                           | CUSIP: 01F012445<br>LEI: S6XOOCT0IEG5ABCC6L87 | Short            | ABS-MBS          | USGSE             | US        |    -7425000 | PA      | $-6673614.50    | -0.04%            | 2041-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                                         | HHH 4.125 02/01/29 144A                                                                                                                             | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $189177.76      | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance Llc                                                                             | OWL 6.25 04/18/34                                                                                                                                   | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |      954000 | PA      | $917158.17      | 0.01%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                  | FR ZS4751                                                                                                                                           | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2271716 | PA      | $2115747.19     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 4.8 09/15/35                                                                                                                                   | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      361000 | PA      | $350297.87      | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BX7763                                                                                                                                           | CUSIP: 3140NCTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      331593 | PA      | $330124.33      | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.875 02/15/43                                                                                                                                    | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    49602600 | PA      | $44074622.87    | 0.25%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ZTO Express (Cayman) Inc.                                                                        | ZTO 0.925 03/01/31                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300SCJPK3YZJTJR78 | Long             | DBT              | CORP              | KY        |     2263000 | PA      | $2260737.00     | 0.01%             | 2031-03-01      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 4.95 08/15/27                                                                                                                                   | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1247305.74     | 0.01%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CESAR SPA                                                                                        | BBIDCO 6.5 09/30/31 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 815600136D7200E49057 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $577559.26      | 0.00%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS 5.3 12/01/45                                                                                                                                 | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      232000 | PA      | $212056.10      | 0.00%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                                       | ACCINV 5.375 05/15/30 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |      258000 | PA      | $291936.07      | 0.00%             | 2030-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AA6617                                                                                                                                           | CUSIP: 36178EK65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       36501 | PA      | $34437.10       | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD V5.25 08/16/77 E                                                                                                                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1546000 | PA      | $1532215.25     | 0.01%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 967700                                                                                                                                           | CUSIP: 31414JRV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      144877 | PA      | $146228.15      | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD TENCENT MUSIC ENTERTAINMENT GROUP                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-146226.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                                           | CB 5 03/15/34                                                                                                                                       | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      536000 | PA      | $538977.27      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                                      | KVUE 5.1 03/22/43                                                                                                                                   | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       80000 | PA      | $75554.54       | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                                   | ZFFNGR 6.875 04/14/28 144A                                                                                                                          | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      150000 | PA      | $152145.45      | 0.00%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                              | D 4.625 05/15/52 C                                                                                                                                  | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      256000 | PA      | $210804.57      | 0.00%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD NIHON KOHDEN CORP                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $51708.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aes Andes S.A                                                                                    | AES 6.3 03/15/29 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      443000 | PA      | $452690.63      | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/COP FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $35690.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR9 TRUST                                                             | PROG 2021-SFR9 F                                                                                                                                    | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1342000 | PA      | $1301504.61     | 0.01%             | 2040-11-19      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Wireless Propco Funding LLC                                                                      | SYMTOW 2025-1A C                                                                                                                                    | CUSIP: 97655EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5688000 | PA      | $5731481.92     | 0.03%             | 2055-06-25      | Variable      | 8.51%                 | No            |                  2 | On Loan: No      |
| Antares Clo 2018-1 Ltd/ Llc                                                                      | ANTR 2018-1A A1R                                                                                                                                    | CUSIP: 03665MAJ0<br>LEI: 254900BLLG7F7B4DGG41 | Long             | ABS-CBDO         | CORP              | KY        |     2435000 | PA      | $2439130.98     | 0.01%             | 2038-04-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Vistance Networks Inc.                                                                           | Vistance Networks Inc. COM                                                                                                                          | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       69858 | NS      | $1271415.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD FRANKLIN RESOURCES INC                                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-96723.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD JAPAN POST HOLDINGS LTD                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-32615.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                               | CM 5.237 06/28/27                                                                                                                                   | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      944000 | PA      | $954357.55      | 0.01%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC                                                                             | ASHWOO 4.625 08/01/29 144A                                                                                                                          | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $406228.70      | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-XL5 A                                                                                                                                       | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      141818 | PA      | $141980.74      | 0.00%             | 2041-03-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/PEN FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11050.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD SENDAS DISTRIBUIDORA SA                                                                                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $38246.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD STRAUMANN HOLDING AG                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $19271.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NMLT 2021-INV1 TRUST                                                                             | NLT 2021-INV1 B1                                                                                                                                    | CUSIP: 62923JAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1327100 | PA      | $1054957.71     | 0.01%             | 2056-05-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                                    | RIG 7.875 10/15/32 144A                                                                                                                             | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      144000 | PA      | $153864.00      | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 3.95 05/01/42 MTN                                                                                                                               | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      226000 | PA      | $186502.47      | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AE0823                                                                                                                                           | CUSIP: 31419A4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54763 | PA      | $57429.28       | 0.00%             | 2040-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V7.624 10/30/31 .                                                                                                                               | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      462000 | PA      | $510277.48      | 0.00%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD KRAFTIA CORP                                                                                                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $68572.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | USD CALL VERSUS ZAR PUT                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | GB        |    -7376000 | NC      | $-90332.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 9 LTD                                                                         | OAKC 2021-9A A1R                                                                                                                                    | CUSIP: 67690AAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2780000 | PA      | $2780808.98     | 0.02%             | 2037-10-19      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Llc / Shift4 Payments Finance Subordinated Incorporated                          | FOUR 5.5 05/15/33 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |     1443000 | PA      | $1572415.40     | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 5-Year T-Note Options                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -58 | NC      | $-8156.25       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc.                                                                        | CRBG V6.375 09/15/54                                                                                                                                | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      749000 | PA      | $736141.39      | 0.00%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-1                                                    | VCC 2024-1 M2                                                                                                                                       | CUSIP: 92261CAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      493584 | PA      | $499833.41      | 0.00%             | 2054-01-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| LBA TRUST 2024-7IND                                                                              | LBA 2024-7IND D                                                                                                                                     | CUSIP: 52109XAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      585908 | PA      | $585542.31      | 0.00%             | 2041-10-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                                     | URWFP V4.75 PERP                                                                                                                                    | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $343009.81      | 0.00%             | N/A             | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                                  | CSX 2.4 02/15/30                                                                                                                                    | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      415000 | PA      | $385753.36      | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WILDWOOD PARK CLO LTD. / LLC                                                                     | WILDPK 2024-1A A                                                                                                                                    | CUSIP: 968209AA4<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |     3450000 | PA      | $3451315.83     | 0.02%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                                    | QCOM 4.75 05/20/32                                                                                                                                  | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      710000 | PA      | $713855.93      | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                                       | FIS 4.45 03/10/28                                                                                                                                   | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     1278000 | PA      | $1274422.07     | 0.01%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V4.839 02/01/34                                                                                                                                 | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1032749.58     | 0.01%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| TCI Communications, Inc.                                                                         | CMCSA 7.125 02/15/28                                                                                                                                | CUSIP: 872287AL1<br>LEI: 549300PBDHO6M483PB82 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1049298.05     | 0.01%             | 2028-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD BANCO DE SABADELL SA                                                                                                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-27022.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS8240                                                                                                                                           | CUSIP: 3138WJEN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      525478 | PA      | $506288.40      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2014-A                                                      | NAVSL 2014-AA B                                                                                                                                     | CUSIP: 63939CAE7<br>LEI: 54930094LU45XF2CP718 | Long             | ABS-O            | CORP              | US        |     4359237 | PA      | $4324068.83     | 0.02%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS XEROX CORPORATION                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $17049.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                               | XEL 2.7 01/15/51 36                                                                                                                                 | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      177000 | PA      | $104667.71      | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V4.597 01/27/32                                                                                                                                 | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      366000 | PA      | $362099.69      | 0.00%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                          | MA 4.875 05/09/34                                                                                                                                   | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      885000 | PA      | $890047.29      | 0.01%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 15 2023 LTD                                                                       | PIPK 2023-15A AR                                                                                                                                    | CUSIP: 720922AL7<br>LEI: 213800Z4RS2ZM3411T95 | Long             | ABS-CBDO         | CORP              | JE        |      960000 | PA      | $959305.82      | 0.01%             | 2038-10-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.85 02/04/66                                                                                                                                  | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      904000 | PA      | $831067.09      | 0.00%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 11 LTD                                                                           | SPEAK 2024-11A A1                                                                                                                                   | CUSIP: 82666XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2001327.00     | 0.01%             | 2037-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST 2026-PAT                                                                        | SLG 2026-PAT HRR                                                                                                                                    | CUSIP: 78451CAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7000000 | PA      | $6878606.70     | 0.04%             | 2039-02-15      | Fixed         | 9.31%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                                          | NXPI 3.25 05/11/41                                                                                                                                  | CUSIP: 62954HAU2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |      482000 | PA      | $354395.32      | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VeriFone Systems, Inc.                                                                           | PAY L 08/21/28 2                                                                                                                                    | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |     1152098 | PA      | $1081820.01     | 0.01%             | 2028-08-21      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                                      | CLR 4.9 06/01/44                                                                                                                                    | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      370000 | PA      | $291926.10      | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                           | EXR 4 06/15/29                                                                                                                                      | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     1836000 | PA      | $1806694.03     | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                           | FANG 5.4 04/18/34                                                                                                                                   | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1289300.09     | 0.01%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V5.778 03/01/35                                                                                                                                 | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $206746.78      | 0.00%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Ohio Power Company                                                                               | AEP 2.9 10/01/51 R                                                                                                                                  | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      473000 | PA      | $282901.53      | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/BRL FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-251431.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DK TRUST 2025-LXP                                                                                | DK 2025-LXP D                                                                                                                                       | CUSIP: 23292LAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1397000 | PA      | $1397000.00     | 0.01%             | 2037-08-17      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2025-P2                                                     | LENDR 2025-P2 D                                                                                                                                     | CUSIP: 525949AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      328000 | PA      | $327157.27      | 0.00%             | 2035-12-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                                      | LMT 4.15 06/15/53                                                                                                                                   | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $78943.13       | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHMS K121 X1                                                                                                                                        | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    13371526 | PA      | $493992.32      | 0.00%             | 2030-10-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G07642                                                                                                                                           | CUSIP: 3128M9ZF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      150764 | PA      | $152558.86      | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | CRM 4.5 03/15/28                                                                                                                                    | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    11629000 | PA      | $11631994.70    | 0.07%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C03843                                                                                                                                           | CUSIP: 31292LHU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      251351 | PA      | $237882.99      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                                     | OCINCC 6.65 03/15/31                                                                                                                                | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |      268000 | PA      | $264336.40      | 0.00%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                              | CSCO 4.95 02/24/32                                                                                                                                  | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      758000 | PA      | $773554.39      | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Trident Energy Finance PLC                                                                       | TRIEGY 12.5 11/30/29 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |     2649000 | PA      | $2815463.16     | 0.02%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                                    | SPLLLC 5.9 09/15/37                                                                                                                                 | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     8956387 | PA      | $9338541.18     | 0.05%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | USD CALL VERSUS MXN PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              | CORP              | GB        |   -20087262 | NC      | $-279851.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G05707                                                                                                                                           | CUSIP: 3128M7U87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2401 | PA      | $2470.49        | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSFB ADJUSTABLE RATE MORTGAGE TRUST 2005-8                                                       | ARMT 2005-8 3A1                                                                                                                                     | CUSIP: 007036QG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3124776 | PA      | $2174305.91     | 0.01%             | 2035-11-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2021-22 LTD                                                                              | OCP 2021-22A AR                                                                                                                                     | CUSIP: 67117TAN5<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |     1380000 | PA      | $1380215.00     | 0.01%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| W. P. Carey Inc                                                                                  | WPC 3.85 07/15/29                                                                                                                                   | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |      173000 | PA      | $168906.76      | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                                   | HPE 6.2 10/15/35                                                                                                                                    | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      694000 | PA      | $735826.97      | 0.00%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EUREX FRANKFURT AKTIENGESELLSCHAFT                                                               | EURO STOXX 50 Index Options(OESX) Index Opt                                                                                                         | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DE               | CORP              | DE        |         113 | NC      | $138578.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAA Home Equity Trust 2004-8                                                                    | GSAA 2007-2 AF3                                                                                                                                     | CUSIP: 3622EUAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      436238 | PA      | $74747.80       | 0.00%             | 2037-03-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD STOCKLAND STAPLED UNITS LTD                                                                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-6235.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 889991                                                                                                                                           | CUSIP: 31410KXU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         662 | PA      | $680.78         | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1211 AVENUE OF THE AMERICAS TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2015-1211 | AOTA 2015-1211 C                                                                                                                                    | CUSIP: 90117PAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      600000 | PA      | $561000.00      | 0.00%             | 2035-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QF4193                                                                                                                                           | CUSIP: 3133BRUS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      741496 | PA      | $734929.80      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOSE ANDRES GROUP 1L NOTES                                                                       | JOSE ANDRES GROUP 1L NOTES                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3914000 | PA      | $2906145.00     | 0.02%             | 2032-11-14      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED                                                 | AUD/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $644020.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SB0546                                                                                                                                           | CUSIP: 3132CWTB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6622981 | PA      | $6119199.68     | 0.03%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD1300                                                                                                                                           | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5701760 | PA      | $5711107.11     | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 7 LLC                                                                      | ANCHC 2015-7A DR3                                                                                                                                   | CUSIP: 03328TBY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1140000 | PA      | $1115067.86     | 0.01%             | 2037-04-28      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Offerpad Solutions Inc                                                                           | Offerpad Solutions Inc WT EXP 090126                                                                                                                | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      111610 | NC      | $859.40         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 4.625 11/16/48                                                                                                                                  | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      702000 | PA      | $597647.77      | 0.00%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | IRS COP                                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-160911.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLLEGE AVENUE STUDENT LOANS 2021-B LLC                                                          | CASL 2021-B B                                                                                                                                       | CUSIP: 19425AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      589105 | PA      | $537727.73      | 0.00%             | 2052-06-25      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                                             | SAMMIN 9.5 06/30/31 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     6637888 | PA      | $6538319.23     | 0.04%             | 2031-06-30      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST 2006-AR35                                                       | INDX 2006-AR35 2A1A                                                                                                                                 | CUSIP: 45667SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      489380 | PA      | $448130.68      | 0.00%             | 2037-01-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA3694                                                                                                                                           | CUSIP: 31418DC83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1223600 | PA      | $1196828.52     | 0.01%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer Inc             | PK 5.875 10/01/28 144A                                                                                                                              | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      286000 | PA      | $284624.94      | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM4 TRUST                                                                             | GCAT 2023-NQM4 A1                                                                                                                                   | CUSIP: 36171FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5394919 | PA      | $5087584.30     | 0.03%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JOSE ANDRES GROUP PENNY WARRANTS                                                                 | JOSE ANDRES GROUP PENNY WARRANTS                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       29355 | NC      | $855111.15      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZM7763                                                                                                                                           | CUSIP: 3131Y2TU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40888 | PA      | $40148.53       | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS HUF                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-138958.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 4.65 03/15/33 MTN                                                                                                                               | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      155000 | PA      | $153161.66      | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BX4207                                                                                                                                           | CUSIP: 3140N8U97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1788770 | PA      | $1782573.90     | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                                    | CNC 4.25 12/15/27                                                                                                                                   | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     2116000 | PA      | $2078577.91     | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH                                           | LA LASGOV 4.14 02/01/2033                                                                                                                           | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     2630000 | PA      | $2617490.93     | 0.01%             | 2033-02-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 4.7 11/15/35                                                                                                                                  | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     2047000 | PA      | $2022313.96     | 0.01%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                          | BAH 5.95 04/15/35                                                                                                                                   | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      221000 | PA      | $222802.05      | 0.00%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q24368                                                                                                                                           | CUSIP: 3132M4QV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       38915 | PA      | $36708.28       | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 3.85 04/01/61                                                                                                                                  | CUSIP: 161175BY9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $2671854.81     | 0.02%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 4.4 02/15/33                                                                                                                                  | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1399000 | PA      | $1381575.71     | 0.01%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ocado Group PLC                                                                                  | OCDOLN 11 06/15/30 .                                                                                                                                | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |      204000 | PA      | $269217.59      | 0.00%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                                 | GATX 6.05 03/15/34                                                                                                                                  | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105013.62      | 0.00%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C19                                      | MSBAM 2014-C19 XF                                                                                                                                   | CUSIP: 61764PAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4370000 | PA      | $48929.58       | 0.00%             | 2047-12-17      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| LAVORO LTD                                                                                       | Lavoro Ltd C/WTS 27/02/2028 (TO PUR ORD)                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |       79561 | NC      | $159.12         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis Capital Corporation                                                                     | NOVNVX 2.2 08/14/30                                                                                                                                 | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      290000 | PA      | $265487.64      | 0.00%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                                       | CARR 3.377 04/05/40                                                                                                                                 | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      150000 | PA      | $118155.75      | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR ZS9068                                                                                                                                           | CUSIP: 3132AACD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1813256 | PA      | $1771161.78     | 0.01%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS ALTICE FRANCE SA                                                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $26872.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                                               | SUCN 5.95 12/01/34                                                                                                                                  | CUSIP: 867229AD8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |      238000 | PA      | $249349.29      | 0.00%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BB OPEN TEXT INC 4.125                                                                           | BB OPEN TEXT INC 4.125                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      894458 | PA      | $894457.50      | 0.01%             | 2026-06-03      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EUREX FRANKFURT AKTIENGESELLSCHAFT                                                               | EURO STOXX 50 Index Options(OESX) Index Opt                                                                                                         | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DE               | CORP              | DE        |          63 | NC      | $77260.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIONSGATE STUDIOS CORP                                                                           | Lionsgate Studios Corp. COM                                                                                                                         | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      126271 | NS      | $1210938.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Itelyum Regeneration S.p.A.                                                                      | ITLYUM 5.75 04/15/30 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |      234000 | PA      | $266788.63      | 0.00%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CMOC Capital Limited                                                                             | CHMOLY 0 01/24/27                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900RVFDRGDY5WUQ83 | Long             | DBT              | CORP              | VG        |      900000 | PA      | $870758.24      | 0.00%             | 2027-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                         | SVC 5.5 12/15/27                                                                                                                                    | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      397000 | PA      | $397521.42      | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corporation                                                                     | GD 3.6 11/15/42                                                                                                                                     | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      149000 | PA      | $118705.36      | 0.00%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                                          | SPG 3.375 06/15/27                                                                                                                                  | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98970.54       | 0.00%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD RENTOKIL INITIAL PLC                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $14811.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc                                | ABIBB 4.7 02/01/36 *                                                                                                                                | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |     1107000 | PA      | $1078187.96     | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2025-130 AL                                                                                                                                     | CUSIP: 38381MXF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     1390376 | PA      | $1381830.89     | 0.01%             | 2056-08-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                                 | SCRT 2018-1 BX                                                                                                                                      | CUSIP: 35563PEX3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      517536 | PA      | $220218.19      | 0.00%             | 2057-05-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| WBI Operations LLC                                                                               | WBI 6.5 10/15/33 144A                                                                                                                               | CUSIP: 92944BAB7<br>LEI: 254900A83461EGRMOV11 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44656.20       | 0.00%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2023-I LTD                                                                          | CIFC 2023-1A A1R                                                                                                                                    | CUSIP: 12575RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1579100 | PA      | $1578694.17     | 0.01%             | 2038-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AC6680                                                                                                                                           | CUSIP: 31417TM62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      312450 | PA      | $321112.07      | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 5.1 01/19/29                                                                                                                                    | CUSIP: 00774MBJ3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      880000 | PA      | $891496.34      | 0.01%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD ZIMMER BIOMET HOLDINGS INC                                                                                                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $11462.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwestern Public Service Company                                                              | XEL 4.4 11/15/48 6                                                                                                                                  | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |      100000 | PA      | $81034.71       | 0.00%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                                 | AMCX 4.25 02/15/29 *                                                                                                                                | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     1097000 | PA      | $972216.25      | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD COREWEAVE INC CLASS A                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $16263.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G05175                                                                                                                                           | CUSIP: 3128M7CL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      277453 | PA      | $274929.37      | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD LOREAL SA                                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $3016.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SABENA TECHNICS SAS                                                                              | SABENA TECHNICS SAS                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     6551690 | PA      | $7572770.48     | 0.04%             | 2029-09-30      | Floating      | 7.13%                 | Yes           |                  3 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                                 | ABCSUP 4 01/15/28 144A                                                                                                                              | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |       69000 | PA      | $67705.06       | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                    | ENBCN 4.9 06/20/30                                                                                                                                  | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $101046.73      | 0.00%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS ITRAXX.EU.XO.45.V1                                                                                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1847107.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | CDS ITRAXX.XO.42.V3                                                                                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $39439.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                      | NTRCN 6.125 01/15/41                                                                                                                                | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      194000 | PA      | $202440.16      | 0.00%             | 2041-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 5.05 06/12/34 MTN1                                                                                                                               | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      361000 | PA      | $366588.40      | 0.00%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q08306                                                                                                                                           | CUSIP: 3132GTR33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22146 | PA      | $20932.21       | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Company B.V.                                                                          | ZIGGO 3.375 02/28/30 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |      146000 | PA      | $142330.96      | 0.00%             | 2030-02-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 5.75 04/01/48                                                                                                                                  | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     3310000 | PA      | $2760539.14     | 0.02%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                               | FFHCN 6.1 03/15/55                                                                                                                                  | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      215000 | PA      | $210144.33      | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 2012-1 LTD                                                                 | ANCHC 2025-34A A1                                                                                                                                   | CUSIP: 03332UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3610000 | PA      | $3608847.69     | 0.02%             | 2039-01-18      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc                                                                                | CG 5.05 09/19/35                                                                                                                                    | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |      262000 | PA      | $252788.96      | 0.00%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J31599                                                                                                                                           | CUSIP: 31307MX43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      252795 | PA      | $247242.99      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD BEONE MEDICINES LTD                                                                                                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $57287.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                              | CSCO 5.5 01/15/40                                                                                                                                   | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      926000 | PA      | $942310.80      | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Medco Laurel Tree Pte Ltd.                                                                       | MEDCIJ 6.95 11/12/28 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |     7457000 | PA      | $7421709.75     | 0.04%             | 2028-11-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UK Logistics 2024-2 Designated Activity Co.                                                      | UKLOG 2024-2X C                                                                                                                                     | CUSIP: 000000000<br>LEI: 635400FRZQXRDV2SLM12 | Long             | ABS-O            | CORP              | IE        |      509406 | PA      | $670825.37      | 0.00%             | 2035-02-17      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                       | RCICN 3.2 03/15/27                                                                                                                                  | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      424000 | PA      | $418762.59      | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AE0349                                                                                                                                           | CUSIP: 31419AL70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      209656 | PA      | $219933.62      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                                                | DHI 5.5 10/15/35                                                                                                                                    | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |      147000 | PA      | $149164.67      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK                                                    | CZK/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19342.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shackleton 2013-Iii Clo Ltd                                                                      | SHACK 2013-3A BR                                                                                                                                    | CUSIP: 81881QAU0<br>LEI: 549300S9WB2KLCOJR134 | Long             | ABS-CBDO         | CORP              | KY        |       88422 | PA      | $88361.54       | 0.00%             | 2030-07-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                                           | PSD 5.448 06/01/53                                                                                                                                  | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94617.17       | 0.00%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                              | ABIBB 5.875 06/15/35                                                                                                                                | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      510000 | PA      | $543887.18      | 0.00%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Midas Opco Holdings LLC                                                                          | STGW 5.625 08/15/29 144A                                                                                                                            | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      179000 | PA      | $170417.38      | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                                      | W 6.75 11/15/32 144A                                                                                                                                | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37280.90       | 0.00%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 5.25 09/07/28                                                                                                                                    | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      174000 | PA      | $178436.77      | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                      | NTRCN 5.25 03/12/32                                                                                                                                 | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      603000 | PA      | $615468.70      | 0.00%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                                  | GEHC 5.905 11/22/32                                                                                                                                 | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      118000 | PA      | $124468.23      | 0.00%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G07924                                                                                                                                           | CUSIP: 3128MAD55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2022914 | PA      | $1906789.20     | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                                        | INVH 2.7 01/15/34                                                                                                                                   | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83299.16       | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                                 | HES 7.3 08/15/31                                                                                                                                    | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     5263000 | PA      | $5947647.30     | 0.03%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG V5.159 04/24/31                                                                                                                                | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1637000 | PA      | $1660295.57     | 0.01%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   -34842320 | NC      | $-1390957.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V2.908 07/21/42                                                                                                                                  | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      738000 | PA      | $519817.89      | 0.00%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Firstenergy Transmission Llc                                                                     | FE 4.75 01/15/33                                                                                                                                    | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     9675000 | PA      | $9529126.74     | 0.05%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                               | USD/CLP FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5457.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 4.75 02/26/29                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      848000 | PA      | $973583.92      | 0.01%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                               | XEL 1.9 01/15/31 35                                                                                                                                 | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      101000 | PA      | $89199.65       | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 AX4341                                                                                                                                           | CUSIP: 36196FZE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      206199 | PA      | $191801.74      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL4300                                                                                                                                           | CUSIP: 3138ELX65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      163309 | PA      | $161620.54      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                       | RABOBK 5.25 05/24/41 BKNT                                                                                                                           | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      256000 | PA      | $247999.18      | 0.00%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL4                                                | GRADE 2024-RTL4 A1                                                                                                                                  | CUSIP: 79584CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       43126 | PA      | $42971.78       | 0.00%             | 2030-02-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BK4471                                                                                                                                           | CUSIP: 3140HH6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      197894 | PA      | $194867.55      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                                       | ARESSI 6.2 03/21/32                                                                                                                                 | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      521000 | PA      | $510636.47      | 0.00%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BCP VOYAGER MASTER FUND 2009                                                                     | VOOML 2009-1 SAA7                                                                                                                                   | CUSIP: 92911BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11276789 | PA      | $2384754.46     | 0.01%             | 2038-02-26      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.5 08/15/39                                                                                                                                      | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7196100 | PA      | $7127512.17     | 0.04%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-3 LTD                                                            | PSTAT 2025-3A C                                                                                                                                     | CUSIP: 696918AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      310000 | PA      | $302876.82      | 0.00%             | 2034-01-17      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | IRS COP                                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $147167.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwestern Public Service Company                                                              | XEL 3.7 08/15/47                                                                                                                                    | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |      953000 | PA      | $700601.23      | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                              | VLO 4.9 03/15/45                                                                                                                                    | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      150000 | PA      | $131490.71      | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 991899                                                                                                                                           | CUSIP: 31415W3G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5526 | PA      | $5638.31        | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sabre Financial Borrower LLC                                                                     | SABHLD 11.125 06/15/29 144A                                                                                                                         | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3050000 | PA      | $3121135.15     | 0.02%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                                               | EOG 5.65 12/01/54                                                                                                                                   | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      360000 | PA      | $350605.69      | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hard Rock Indiana Casino                                                                         | Hard Rock Indiana Casino Term Loan B 425 2028-11-03                                                                                                 | CUSIP: 40443NAC4<br>LEI: 549300V1ELIRK8JURN28 | Long             | LON              | CORP              | US        |     7174215 | PA      | $6923117.74     | 0.04%             | 2028-12-11      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                                           | BX 2025-BCAT C                                                                                                                                      | CUSIP: 12433HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      393855 | PA      | $393362.75      | 0.00%             | 2042-08-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| The Campbells Co.                                                                                | CPB 4.75 03/23/35                                                                                                                                   | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      264000 | PA      | $243045.92      | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2023-2                                                                    | LFT 2024-1A B                                                                                                                                       | CUSIP: 52603DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2136000 | PA      | $2155417.09     | 0.01%             | 2032-06-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSTL COMMERCIAL MORTGAGE TRUST 2026-GATE3                                                        | CSTL 2026-GATE3 E                                                                                                                                   | CUSIP: 228920AJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2164000 | PA      | $2137480.40     | 0.01%             | 2043-02-10      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C 5.3 05/06/44                                                                                                                                      | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      375000 | PA      | $345385.41      | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BY2967                                                                                                                                           | CUSIP: 3140NKJM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2236824 | PA      | $2261095.44     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J33633                                                                                                                                           | CUSIP: 31307QBA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       57128 | PA      | $56240.07       | 0.00%             | 2031-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                                          | AZN 4.85 02/26/29                                                                                                                                   | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     1384000 | PA      | $1407880.78     | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QF3012                                                                                                                                           | CUSIP: 3133BQKZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      160453 | PA      | $158810.78      | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS5616                                                                                                                                           | CUSIP: 3138WFG26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      279254 | PA      | $271063.17      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Guatemala (Republic of)                                                                          | GUATEM 7.05 10/04/32 144A                                                                                                                           | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $214000.00      | 0.00%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2021-E                                                                  | AJAXM 2021-E SA                                                                                                                                     | CUSIP: 009740AH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       12794 | PA      | $5968.44        | 0.00%             | 2060-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2024-2                                                                    | LFT 2024-2A B                                                                                                                                       | CUSIP: 52590AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1304000 | PA      | $1303379.56     | 0.01%             | 2034-02-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | RPGB 5.925 02/23/36 1074                                                                                                                            | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    60000000 | PA      | $918336.99      | 0.01%             | 2036-02-23      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS THB                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-48958.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KERSIA INTERNATIONAL SAS                                                                         | KERSIA INTERNATIONAL SAS                                                                                                                            | CUSIP: 000000000<br>LEI: 969500J08NJW6YSO2H50 | Long             | LON              | CORP              | FR        |     1000000 | PA      | $1142268.76     | 0.01%             | 2030-12-31      | Floating      | 5.63%                 | No            |                  3 | On Loan: No      |
| Post CLO LTD                                                                                     | Post CLO 2023-1 Ltd                                                                                                                                 | CUSIP: 73743CAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1620000 | PA      | $1621006.02     | 0.01%             | 2038-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS8251                                                                                                                                           | CUSIP: 3138WJEZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      754292 | PA      | $719148.07      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 6.375 09/01/29 144A                                                                                                                            | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100306.90      | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | EUR/USD ONE-TOUCH BARRIER OPTION; BARRIER PRICE EUR 1.12500                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |      972400 | NC      | $152935.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                                   | AN 2.4 08/01/31                                                                                                                                     | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $87373.08       | 0.00%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                                                          | CNP 5.05 03/01/35                                                                                                                                   | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      334000 | PA      | $332796.28      | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                            | WSTP 2.963 11/16/40                                                                                                                                 | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      524000 | PA      | $388241.69      | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG V60696                                                                                                                                           | CUSIP: 3132KEXZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       75462 | PA      | $74233.55       | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OAKWOOD MORTGAGE INVESTORS INC SERIES 2001-D                                                     | OAK 2002-B M1                                                                                                                                       | CUSIP: 67087TDS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2751215 | PA      | $2779239.77     | 0.02%             | 2032-06-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                           | GM 6.25 10/02/43                                                                                                                                    | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     1021000 | PA      | $1002640.99     | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                                       | ZBH 5.35 12/01/28                                                                                                                                   | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      308000 | PA      | $315071.28      | 0.00%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                                           | DOW 5.15 02/15/34                                                                                                                                   | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      138000 | PA      | $134618.77      | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                           | MPW 7 02/15/32 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |      308000 | PA      | $350346.90      | 0.00%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 3.875 10/15/47 *                                                                                                                                 | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      595000 | PA      | $446359.75      | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                              | KMI 3.25 08/01/50                                                                                                                                   | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      437000 | PA      | $283822.79      | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS TRUST 2006-4                                                       | AHMA 2006-4 1A12                                                                                                                                    | CUSIP: 02660LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1486265 | PA      | $743793.45      | 0.00%             | 2046-10-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Aes Andes S.A                                                                                    | AES 6.3 03/15/29 144A                                                                                                                               | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $204375.00      | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                                     | SWK 2.3 03/15/30                                                                                                                                    | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91303.13       | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                            | PH 4.5 09/15/29                                                                                                                                     | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      598000 | PA      | $601461.20      | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRINIDAD AND TOBAGO, REPUBLIC OF - MINISTRY OF FINANCE                                           | TRITOB 6.4 06/26/34 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      654000 | PA      | $650076.00      | 0.00%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 783590                                                                                                                                           | CUSIP: 36241L7B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      232930 | PA      | $230880.92      | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 4.75 03/01/44                                                                                                                                 | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $898882.52      | 0.01%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR SD8134                                                                                                                                           | CUSIP: 3132DWBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18456324 | PA      | $15004591.17    | 0.08%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amentum Escrow Corp.                                                                             | AMNTEC 7.25 08/01/32 144A                                                                                                                           | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |       69000 | PA      | $71401.89       | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Aimco CLO 11 Ltd /Llc                                                                            | AIMCO 2020-11A BR2                                                                                                                                  | CUSIP: 00140NAY6<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |     3490000 | PA      | $3487591.20     | 0.02%             | 2037-07-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA3879                                                                                                                                           | CUSIP: 31418DJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      645881 | PA      | $630951.47      | 0.00%             | 2049-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BK4039                                                                                                                                           | CUSIP: 3140HHPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2216 | PA      | $2178.58        | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL 2026-1 PLC                                                                          | PIER 2026-1 D                                                                                                                                       | CUSIP: 000000000<br>LEI: 213800UHT3RX1VL8CX54 | Long             | ABS-O            | CORP              | GB        |      180000 | PA      | $237450.82      | 0.00%             | 2062-12-21      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                             | GILD 4.8 04/01/44                                                                                                                                   | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1888000 | PA      | $1703804.55     | 0.01%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MSDB TRUST 2017-712F                                                                             | MSDB 2017-712F B                                                                                                                                    | CUSIP: 55354JAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1650000 | PA      | $1573226.49     | 0.01%             | 2039-07-13      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                               | JPMMT 2021-INV7 A3A                                                                                                                                 | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20257644 | PA      | $18253443.88    | 0.10%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                               | ATH V6.875 06/28/55                                                                                                                                 | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      106000 | PA      | $99104.97       | 0.00%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN AY8647                                                                                                                                           | CUSIP: 3138YNTD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63311 | PA      | $61367.33       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                               | VOD 4.375 02/19/43                                                                                                                                  | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      821000 | PA      | $686992.72      | 0.00%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                       | DVA 6.875 09/01/32 144A                                                                                                                             | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102442.68      | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 TRUST                                                                            | HOMES 2025-NQM2 A1                                                                                                                                  | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2829419 | PA      | $2834607.69     | 0.02%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS8009                                                                                                                                           | CUSIP: 3138WH3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      275349 | PA      | $265555.65      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORIA 2025                                                                                       | NORIA 2025-1 E                                                                                                                                      | CUSIP: 000000000<br>LEI: 984500AEB8F95F8C0592 | Long             | ABS-O            | CORP              | FR        |      600000 | PA      | $694436.53      | 0.00%             | 2043-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 7.5 05/01/33 144A                                                                                                                            | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $109920.40      | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corporation                                                                          | BYD 4.75 06/15/31 144A                                                                                                                              | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |       54000 | PA      | $51343.96       | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RR 5 Ltd.                                                                                        | RRAM 2018-5A A1R                                                                                                                                    | CUSIP: 74979VAM5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |      720000 | PA      | $720456.77      | 0.00%             | 2039-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG 3.677 02/22/27                                                                                                                                 | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      564000 | PA      | $561164.30      | 0.00%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2023-2 LTD                                                                            | CANYC 2023-2A B                                                                                                                                     | CUSIP: 13887AAE8<br>LEI: 254900FXDN97BW4YMK55 | Long             | ABS-CBDO         | CORP              | JE        |     6800000 | PA      | $6793586.24     | 0.04%             | 2037-05-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                                                 | USD/ZAR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-81609.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDIAN BV: TL-B2 LOAN/TERM                                                                       | MEDIAN BV: TL-B2 LOAN/TERM                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     1000000 | PA      | $1264038.00     | 0.01%             | 2027-10-14      | Floating      | 9.77%                 | No            |                  3 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                                  | BLTN 0 07/01/26 LTN                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    18357000 | PA      | $3431671.19     | 0.02%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD AIRTEL AFRICA PLC                                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $28679.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6475                                                                                                                                           | CUSIP: 3140QSFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46773 | PA      | $46371.67       | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2026-P1                                                     | LENDR 2026-P1 F                                                                                                                                     | CUSIP: 52611WAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      204710 | PA      | $174667.61      | 0.00%             | 2037-08-15      | Fixed         | 0.90%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3384                                                                                                                                           | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      386468 | PA      | $367721.89      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSECO FINANCE CORP                                                                             | GT 1997-6 M1                                                                                                                                        | CUSIP: 393505XH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       38452 | PA      | $38950.34       | 0.00%             | 2029-01-15      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V3.109 04/22/41                                                                                                                                 | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1066000 | PA      | $812913.65      | 0.00%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.956 05/13/31                                                                                                                                 | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      670000 | PA      | $624288.33      | 0.00%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                               | KO 1.375 03/15/31                                                                                                                                   | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     1193000 | PA      | $1040333.87     | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.897 07/25/33 MTN                                                                                                                             | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1780846.08     | 0.01%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.75 11/15/43                                                                                                                                     | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33822000 | PA      | $29306234.70    | 0.16%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG V60886                                                                                                                                           | CUSIP: 3132KE6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      322298 | PA      | $313187.94      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                                       | BAX 1.73 04/01/31                                                                                                                                   | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     1218000 | PA      | $1019041.79     | 0.01%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                                       | ADNT 7.5 02/15/33 144A                                                                                                                              | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      135000 | PA      | $136485.68      | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | INR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $38298.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7312                                                                                                                                           | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    28992780 | PA      | $24961219.33    | 0.14%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.125 05/15/48                                                                                                                                    | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25757000 | PA      | $19383148.57    | 0.11%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V2.357 08/18/31                                                                                                                                | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1204000 | PA      | $1085999.26     | 0.01%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 970788                                                                                                                                           | CUSIP: 31414M6Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4491 | PA      | $4573.31        | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM3365                                                                                                                                           | CUSIP: 3140J7W35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      579075 | PA      | $561290.47      | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Michaels Companies Inc.                                                                          | MIK 8.5 03/15/33 144A                                                                                                                               | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |       89000 | PA      | $86640.97       | 0.00%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2015-1                                                    | VCC 2020-1 M2                                                                                                                                       | CUSIP: 92259LAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      492457 | PA      | $399217.11      | 0.00%             | 2050-02-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST 2024-2                                                                     | TRK 2024-2 A1                                                                                                                                       | CUSIP: 89055KAA0<br>LEI: 254900ZRJRVK75Z6JJ57 | Long             | ABS-O            | CORP              | US        |      937000 | PA      | $941347.21      | 0.01%             | 2031-10-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2025-126 AD                                                                                                                                     | CUSIP: 38381PXY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     1898648 | PA      | $1893993.10     | 0.01%             | 2065-05-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG8408                                                                                                                                           | CUSIP: 3133C9KV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      500539 | PA      | $495939.70      | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3239                                                                                                                                           | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1568286 | PA      | $1493918.01     | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD AUTOZONE INC                                                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-64420.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX FRANKFURT AKTIENGESELLSCHAFT                                                               | EURO STOXX 50 Index Options(OESX) Index Opt                                                                                                         | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DE               | CORP              | DE        |          27 | NC      | $5149.31        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp.                                                                                  | SOLV 5.6 03/23/34                                                                                                                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      466000 | PA      | $476396.71      | 0.00%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                                              | ADI 5.05 04/01/34                                                                                                                                   | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      218000 | PA      | $222395.97      | 0.00%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure Inc                                                                | SEI 4.75 05/01/30                                                                                                                                   | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     2951000 | PA      | $7002723.00     | 0.04%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 7.95 06/15/39                                                                                                                                   | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      895000 | PA      | $1048853.19     | 0.01%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                     | CFG V5.841 01/23/30                                                                                                                                 | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102983.16      | 0.00%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V5.1 07/23/30                                                                                                                                   | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      106000 | PA      | $107869.09      | 0.00%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.95 12/01/54                                                                                                                                   | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     9098000 | PA      | $8264057.85     | 0.05%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.25 02/01/50                                                                                                                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      102000 | PA      | $86028.71       | 0.00%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 7.75 12/01/30                                                                                                                                    | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1840000 | PA      | $2074557.24     | 0.01%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD VEND MARKETPLACES ASA                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $24883.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | EUR/JPY FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23417.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | EUR CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | GB        |   -26002000 | NC      | $-205.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cardiff Auto Receivables Securitisation 2024-1 PLC                                               | CARS 2024-1 C                                                                                                                                       | CUSIP: 000000000<br>LEI: 6354006GQBBANLIO8R45 | Long             | ABS-O            | CORP              | GB        |     1743000 | PA      | $2317425.68     | 0.01%             | 2031-08-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2017-2                                                    | VCC 2017-2 M4                                                                                                                                       | CUSIP: 92258VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      127965 | PA      | $116278.71      | 0.00%             | 2047-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD CONAGRA BRANDS INC                                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-15025.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ2054                                                                                                                                           | CUSIP: 3140H3H82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      379093 | PA      | $372849.07      | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                        | MSCI 5.15 03/15/36                                                                                                                                  | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     3854000 | PA      | $3732913.87     | 0.02%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2022-C                                                                  | BHG 2022-C B                                                                                                                                        | CUSIP: 08860DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      208327 | PA      | $208562.13      | 0.00%             | 2035-10-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD TOURMALINE OIL CORP                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-64341.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                | ES V6.35 08/15/56 B                                                                                                                                 | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      893000 | PA      | $880905.24      | 0.00%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | EUR CALL VERSUS MXN PUT                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    -9838000 | NC      | $-227904.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                         | SVC 8.875 06/15/32                                                                                                                                  | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     5029000 | PA      | $4984433.81     | 0.03%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                              | ABIBB 4.75 01/23/29                                                                                                                                 | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     2238000 | PA      | $2266449.55     | 0.01%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                                           | HPQ 6.1 04/25/35                                                                                                                                    | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      217000 | PA      | $225773.16      | 0.00%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 5.9 10/01/54                                                                                                                                    | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     6982000 | PA      | $6506165.74     | 0.04%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                                           | EDPPL V4.375 12/02/55 EMTN                                                                                                                          | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      100000 | PA      | $111066.41      | 0.00%             | 2055-12-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS4263                                                                                                                                           | CUSIP: 3140XKWZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63652 | PA      | $63088.39       | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD SONIC HEALTHCARE LTD                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $298.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.972 02/04/33 MTN                                                                                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     7310000 | PA      | $6617107.69     | 0.04%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE V6.5 08/15/55 .                                                                                                                                 | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      905000 | PA      | $933892.13      | 0.01%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN FUJI US CLO II LLC                                                                  | BLUEM 2017-2A A2                                                                                                                                    | CUSIP: 09629EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1380000 | PA      | $1379158.34     | 0.01%             | 2030-10-21      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Ihs Holding Limited                                                                              | IHS 6.25 11/29/28 144A                                                                                                                              | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $198032.00      | 0.00%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                                      | ECL 5.5 12/08/41                                                                                                                                    | CUSIP: 278865AM2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      125000 | PA      | $127028.40      | 0.00%             | 2041-12-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 5.7 11/15/75                                                                                                                                  | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    22957000 | PA      | $22249163.83    | 0.13%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GOLUB CAP CLO 2025-78M                                                                           | GOCAP 2025-78A A1                                                                                                                                   | CUSIP: 381934AC2<br>LEI: 254900PSE4IZIZUH7U62 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $248463.43      | 0.00%             | 2039-04-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2025-1 ISSUER TRUST                                                           | STRE 2025-1A A                                                                                                                                      | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3316801 | PA      | $3327366.57     | 0.02%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 4.2 03/01/29 A                                                                                                                                  | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      570000 | PA      | $563557.07      | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-29CB                                    | CWALT 2005-29CB A6                                                                                                                                  | CUSIP: 12667GUS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      287738 | PA      | $158292.24      | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD BEONE MEDICINES AG                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $1471.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citadel 2024-1 PLC                                                                               | CTADL 2024-1 B                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-O            | CORP              | GB        |      483000 | PA      | $641711.51      | 0.00%             | 2060-04-27      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES 2007-OA4                                    | DBALT 2007-OA4 A2A                                                                                                                                  | CUSIP: 25151XAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      724481 | PA      | $668983.35      | 0.00%             | 2047-08-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 6.1 10/15/55                                                                                                                                    | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    20494000 | PA      | $19684985.21    | 0.11%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 6.875 05/13/37                                                                                                                                  | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      920000 | PA      | $962780.00      | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                     | CFG V5.253 03/05/31                                                                                                                                 | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      503000 | PA      | $508991.92      | 0.00%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AC9232                                                                                                                                           | CUSIP: 31417WHJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7585 | PA      | $7732.67        | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.125 08/15/44                                                                                                                                    | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33982000 | PA      | $26640029.52    | 0.15%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cedar Funding VII CLO, Ltd                                                                       | CEDF 2018-7A AR2                                                                                                                                    | CUSIP: 15032FAW6<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |     1870000 | PA      | $1869226.38     | 0.01%             | 2038-10-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 2.7 08/20/27                                                                                                                                     | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      991000 | PA      | $965707.10      | 0.01%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q14866                                                                                                                                           | CUSIP: 3132HRMP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      495723 | PA      | $454772.19      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                          | MA 2.95 06/01/29                                                                                                                                    | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      696000 | PA      | $670806.71      | 0.00%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Limited                                                                    | MPEL 5.625 07/17/27 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     8000000 | PA      | $7925200.00     | 0.04%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | USD CALL VERSUS ZAR PUT                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |     -674000 | NC      | $-22625.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                         | SVC 0 09/30/27 144A                                                                                                                                 | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     2220000 | PA      | $2019745.50     | 0.01%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                           | WM 4.875 02/15/29                                                                                                                                   | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      336000 | PA      | $341630.43      | 0.00%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS 3.95 04/23/27                                                                                                                                    | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99407.32       | 0.00%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SONDER COMMON 5 YR WARRANTS                                                                      | SONDER COMMON 5 YR WARRANTS                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      262154 | NC      | $2.62           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 5.2 12/01/47                                                                                                                                   | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      107000 | PA      | $93862.04       | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA9625                                                                                                                                           | CUSIP: 3133KRVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1781671 | PA      | $1798117.62     | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                           | FR SD0519                                                                                                                                           | CUSIP: 3132DMSG1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |    16470841 | PA      | $14772424.77    | 0.08%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G07786                                                                                                                                           | CUSIP: 3128M96X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1064900 | PA      | $1030421.30     | 0.01%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS6832                                                                                                                                           | CUSIP: 3140XNSW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      183064 | PA      | $180973.72      | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AW0159                                                                                                                                           | CUSIP: 3138XPE90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      192715 | PA      | $186235.72      | 0.00%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 2.85 04/15/31 HH                                                                                                                                | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91569.71       | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2018                                                                                | CIFC 2018-2A BR                                                                                                                                     | CUSIP: 17180WAN5<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001642.90     | 0.01%             | 2037-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                                          | ENIIM V4.875 PERP EMTN                                                                                                                              | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      730000 | PA      | $835971.29      | 0.00%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                              | D 3.8 04/01/28 A                                                                                                                                    | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     2278000 | PA      | $2255503.36     | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AC6294                                                                                                                                           | CUSIP: 36179F7F6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      113081 | PA      | $106187.26      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYGB 23.381 08/26/28 3Y                                                                                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    76919000 | PA      | $1372905.69     | 0.01%             | 2028-08-26      | Fixed         | 23.38%                | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                                 | HYG A 2026-06-18 CALL 80                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       11490 | NC      | $453209.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2024-Iglg                                   | JPMCC 2024-IGLG D                                                                                                                                   | CUSIP: 46593KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2260000 | PA      | $2256203.65     | 0.01%             | 2039-11-10      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| TAURUS 2020-1 NL DAC                                                                             | TAURS 2025-UK4 B                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400P3EQC8O8SGZB76 | Long             | ABS-O            | CORP              | IE        |      508000 | PA      | $670255.31      | 0.00%             | 2035-08-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.443 01/20/48 MTN                                                                                                                             | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      485000 | PA      | $407221.75      | 0.00%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD LEGRAND SA                                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $47437.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 6 01/15/34                                                                                                                                      | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      873000 | PA      | $910155.30      | 0.01%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO IX LTD                                                                          | SIXST 2017-9A AR                                                                                                                                    | CUSIP: 83012CAC9<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |     1690000 | PA      | $1690464.92     | 0.01%             | 2037-07-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD UNIVERSAL MUSIC GROUP NV                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-148211.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FS Rialto 2024-Fl9 Issuer LLC                                                                    | FSRIA 2024-FL9 A                                                                                                                                    | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4627000 | PA      | $4628979.43     | 0.03%             | 2039-10-19      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                                  | WYNMAC 5.625 08/26/28 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     4000000 | PA      | $3931850.00     | 0.02%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Westrock MWV LLC                                                                                 | SW 7.95 02/15/31                                                                                                                                    | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |      603000 | PA      | $683324.91      | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                                 | AMCR 5.65 01/15/34                                                                                                                                  | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      348000 | PA      | $355908.26      | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 8.625 11/01/30 144A                                                                                                                              | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      429000 | PA      | $452631.89      | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BK3988                                                                                                                                           | CUSIP: 3140HHNE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      230882 | PA      | $226851.07      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                     | MET 6.4 12/15/36                                                                                                                                    | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      372000 | PA      | $379826.14      | 0.00%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AUTH CALIF                                                                         | CA BAYTRN 7.04 04/01/2050                                                                                                                           | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     4849708 | PA      | $5458695.80     | 0.03%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2024-III LTD                                                                        | CIFC 2024-3A A1                                                                                                                                     | CUSIP: 12575WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      690000 | PA      | $690280.14      | 0.00%             | 2037-07-21      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-HX1 TRUST                                                                              | GCAT 2022-HX1 A1                                                                                                                                    | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250353 | PA      | $231451.84      | 0.00%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                           | FANG 3.125 03/24/31                                                                                                                                 | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    43515000 | PA      | $40343829.58    | 0.23%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 4.375 10/27/27                                                                                                                               | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     3948674 | PA      | $3964468.72     | 0.02%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OZLM XXIV LTD                                                                                    | OZLM 2019-24A A2AR                                                                                                                                  | CUSIP: 67113DBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $749839.28      | 0.00%             | 2032-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Cross 2025-CES1 Mortgage Trust                                                                   | CROSS 2025-CES1 A1A                                                                                                                                 | CUSIP: 22757WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1039490 | PA      | $1037211.91     | 0.01%             | 2060-11-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE LTD                                                                       | MEDCIJ 8.625 05/19/30 144A                                                                                                                          | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |     1319000 | PA      | $1355272.50     | 0.01%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                           | BARC 2023-NQM3 XS                                                                                                                                   | CUSIP: 06744FAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    42099031 | PA      | $122057.72      | 0.00%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Castell 2025-1 PLC                                                                               | CASTE 2025-1 C                                                                                                                                      | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-O            | CORP              | GB        |      393997 | PA      | $523314.22      | 0.00%             | 2062-01-27      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Company                                                                      | EXC 4.7 01/15/44                                                                                                                                    | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      205000 | PA      | $179798.25      | 0.00%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | Three-Month SOFR Futures, Dec-2028,ETH                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        1032 | NC      | $52305.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD SINGAPORE AIRLINES LTD                                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $6622.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Abs Italian Stella Loans s.r.l.                                                             | Auto ABS Italian Stella Loans 2025-1 SRL                                                                                                            | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |      648105 | PA      | $748625.04      | 0.00%             | 2040-12-28      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2016-2                                                    | VCC 2026-1 A                                                                                                                                        | CUSIP: 92262WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3031981 | PA      | $2989494.39     | 0.02%             | 2056-02-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL MORTGAGE TRUST                                                                   | BBCMS 2018-TALL B                                                                                                                                   | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1166000 | PA      | $1072783.43     | 0.01%             | 2037-03-16      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc.                                                                                | EVRG 4.2 03/15/48                                                                                                                                   | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |      229000 | PA      | $182053.04      | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM5296                                                                                                                                           | CUSIP: 3140X83E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3427784 | PA      | $3291326.89     | 0.02%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                           | FAIRIC 4 06/15/28 144A                                                                                                                              | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      128000 | PA      | $124214.39      | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2024-A                                                            | MFIT 2024-AA D                                                                                                                                      | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      304000 | PA      | $308977.64      | 0.00%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                               | ATO 4.125 10/15/44                                                                                                                                  | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       99000 | PA      | $81880.61       | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| The Estee Lauder Companies Inc.                                                                  | EL 4.15 03/15/47                                                                                                                                    | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |       80000 | PA      | $61707.38       | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Company                                                                       | PPL 5.85 08/15/55                                                                                                                                   | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |      118000 | PA      | $117323.71      | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE8 ISSUER LLC                                                                    | LNCR 2025-CRE8 A                                                                                                                                    | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1746727.15     | 0.01%             | 2042-08-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | IRS COP                                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $21715.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                       | RCICN 3.8 03/15/32                                                                                                                                  | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      252000 | PA      | $235238.83      | 0.00%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Energean PLC                                                                                     | ENOGLN 5.625 05/12/31 144A                                                                                                                          | CUSIP: 000000000<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |      801000 | PA      | $900762.28      | 0.01%             | 2031-05-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 29 LTD                                                                               | ELM29 2024-5A AR1                                                                                                                                   | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4760000 | PA      | $4761362.79     | 0.03%             | 2037-04-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Five S.r.l.                              | ABEST 25 D                                                                                                                                          | CUSIP: 000000000<br>LEI: 8156006F7517955B5E95 | Long             | ABS-O            | CORP              | IT        |      249715 | PA      | $290434.51      | 0.00%             | 2039-11-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Lendlease Asia Treasury Pte Ltd.                                                                 | LLCAU V3.9 PERP                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900RDMI6PPK5EN222 | Long             | DBT              | CORP              | SG        |      750000 | PA      | $576048.07      | 0.00%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                                                | NUE 2.7 06/01/30                                                                                                                                    | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      309000 | PA      | $288251.90      | 0.00%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| 245 PARK AVENUE TRUST 2017-245P                                                                  | PRKAV 2017-245P E                                                                                                                                   | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2463000 | PA      | $2378374.77     | 0.01%             | 2037-06-05      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc.                                                                 | SOLADV 5.625 09/30/33 144A                                                                                                                          | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      106000 | PA      | $104520.47      | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2025-ATRM                                                           | AHPT 2025-ATRM A                                                                                                                                    | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2614000 | PA      | $2616054.34     | 0.01%             | 2042-08-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | CRM 5.2 03/15/33                                                                                                                                    | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    26479000 | PA      | $26433780.75    | 0.15%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/BRL FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $62813.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 4.2 07/15/27                                                                                                                                     | CUSIP: 24422EXV6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      661000 | PA      | $663078.49      | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                                           | ASCRES 5.875 06/30/29 144A                                                                                                                          | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |      169000 | PA      | $168843.52      | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA2774                                                                                                                                           | CUSIP: 31418CCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      144480 | PA      | $137746.14      | 0.00%             | 2031-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES2                                                                    | RCKT 2024-CES2 B2                                                                                                                                   | CUSIP: 74938PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      848000 | PA      | $872218.37      | 0.00%             | 2044-04-25      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. The                                                                   | GT 4.875 03/15/27                                                                                                                                   | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       78000 | PA      | $77222.53       | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Avoca Clo XXII Designated Activity Company                                                       | AVOCA 22A D                                                                                                                                         | CUSIP: 000000000<br>LEI: 5493000BN1WPGQDK4X78 | Long             | ABS-O            | CORP              | IE        |      500000 | PA      | $573582.93      | 0.00%             | 2035-04-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL3073                                                                                                                                           | CUSIP: 31427QMX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    24028963 | PA      | $24309277.60    | 0.14%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST SERIES 2017-1                                                 | SAVE 3.65 02/15/30 A                                                                                                                                | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2486612 | PA      | $2272123.61     | 0.01%             | 2030-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | CDS UNICREDIT SPA                                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $-5676.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD ULTA BEAUTY INC                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-67918.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                                           | FTAI 5.875 04/15/33 144A                                                                                                                            | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       92000 | PA      | $90011.74       | 0.00%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8348                                                                                                                                           | CUSIP: 3132DWHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      175650 | PA      | $173931.94      | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2013                                                                                 | WPPLN 3.625 06/09/31 EMTN                                                                                                                           | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |    15970000 | PA      | $17610515.41    | 0.10%             | 2031-06-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 6.05 03/05/31                                                                                                                                     | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1341768.41     | 0.01%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                           | SRE 3.4 02/01/28                                                                                                                                    | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     5241000 | PA      | $5142763.90     | 0.03%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD/EUR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $69834.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD JFE HOLDINGS INC                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-97022.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MULTIVERSITY SPA                                                                                 | MLTIVR F 05/17/31 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |      599000 | PA      | $689449.20      | 0.00%             | 2031-05-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V6.547 06/20/34                                                                                                                                | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      535000 | PA      | $562534.47      | 0.00%             | 2034-06-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                                       | BLDR 5 03/01/30 144A                                                                                                                                | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      132000 | PA      | $128561.56      | 0.00%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS CZK                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-353675.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | USD/JPY UP-AND-IN BARRIER OPTION; BARRIER PRICE USD 163.00000                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |    13538000 | NC      | $2105.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| P11 COMMERCIAL MORTGAGE TRUST 2025-P11                                                           | P11 2025-P11 A                                                                                                                                      | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1207000 | PA      | $1226401.68     | 0.01%             | 2042-08-12      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                           | CMS V3.75 12/01/50                                                                                                                                  | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      172000 | PA      | $156909.25      | 0.00%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BXP TRUST 2017-GM                                                                                | BXP 2017-GM D                                                                                                                                       | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      590000 | PA      | $574829.15      | 0.00%             | 2039-06-15      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA2236                                                                                                                                           | CUSIP: 3133KHPV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      128653 | PA      | $126249.39      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                                                               | NIPSTL 0 02/14/29                                                                                                                                   | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | DBT              | CORP              | JP        |   300000000 | PA      | $1923379.86     | 0.01%             | 2029-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD BENDIGO AND ADELAIDE BANK LTD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $5241.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS1898                                                                                                                                           | CUSIP: 3140XHDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      125223 | PA      | $108637.97      | 0.00%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                                                       | BRKHEC 4.25 05/01/46                                                                                                                                | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      434000 | PA      | $355314.07      | 0.00%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                                  | AJAXM 2022-B M2                                                                                                                                     | CUSIP: 00971BAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2990600 | PA      | $2664264.23     | 0.01%             | 2062-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                           | BARC 2023-NQM3 B2                                                                                                                                   | CUSIP: 06744FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1613000 | PA      | $1625381.07     | 0.01%             | 2063-10-25      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Cheshire 2025-1 PLC                                                                              | CHESH 2025-1 C                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400KAD9IOWKUKQR96 | Long             | ABS-O            | CORP              | GB        |      934000 | PA      | $1231788.22     | 0.01%             | 2048-06-28      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| MHP Lux S.A.                                                                                     | MHPSA 10.5 07/28/29 144A                                                                                                                            | CUSIP: 59318YAC2<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $201000.00      | 0.00%             | 2029-07-28      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS CDX.NA.HY.46.V1                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-96785.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2021-N                                                              | BARC 2021-NPL1 A                                                                                                                                    | CUSIP: 06744JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9293516 | PA      | $9298013.23     | 0.05%             | 2051-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                           | BARC 2023-NQM3 B3                                                                                                                                   | CUSIP: 06744FAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4413500 | PA      | $4324588.28     | 0.02%             | 2063-10-25      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 4.5 01/30/30 144A                                                                                                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      150000 | PA      | $142500.00      | 0.00%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK 3.3 08/23/29 MTN                                                                                                                                 | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      779000 | PA      | $750590.44      | 0.00%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS7889                                                                                                                                           | CUSIP: 3138WHXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1285044 | PA      | $1171407.62     | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Company                                                                      | EXC 5.65 06/01/54                                                                                                                                   | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      192000 | PA      | $187110.96      | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1                                                          | OMFIT 2025-1A D                                                                                                                                     | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2126000 | PA      | $2139174.40     | 0.01%             | 2038-07-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                                 | BPLN 3.937 09/21/28                                                                                                                                 | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      207000 | PA      | $205468.29      | 0.00%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | USD CALL VERSUS EUR PUT                                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | FR        |    -4053500 | NC      | $-10068.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 3.3 08/01/40                                                                                                                                    | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     7852000 | PA      | $5872214.70     | 0.03%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                                | BRO 2.375 03/15/31                                                                                                                                  | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      820000 | PA      | $721528.05      | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                                                 | PKG 5.2 08/15/35                                                                                                                                    | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99199.62       | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LEX TRUST 2026-450                                                                               | LEXT 2026-450 E                                                                                                                                     | CUSIP: 501970AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7845000 | PA      | $7768815.64     | 0.04%             | 2043-03-16      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 4.85 03/16/64                                                                                                                                  | CUSIP: 023135DT0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4811980.47     | 0.03%             | 2064-03-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                                     | AA 7.125 03/15/31 144A                                                                                                                              | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |      226000 | PA      | $236330.90      | 0.00%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G61886                                                                                                                                           | CUSIP: 31335CCX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      659090 | PA      | $663874.63      | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 2 LTD                                                                            | BGCLO 2021-2A A1R                                                                                                                                   | CUSIP: 09077LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      870000 | PA      | $870656.15      | 0.00%             | 2037-10-19      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Softbank Group Corp.                                                                             | SOFTBK 7 07/08/31                                                                                                                                   | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     7400000 | PA      | $7262247.89     | 0.04%             | 2031-07-08      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD QUALCOMM INC                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5662.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                                      | AWK 6.593 10/15/37                                                                                                                                  | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |       31000 | PA      | $34912.06       | 0.00%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-CNYN E                                                                                                                                      | CUSIP: 05612HAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2612292 | PA      | $2599660.94     | 0.01%             | 2041-04-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| SC Germany SA                                                                                    | SCGC 2025-1 D                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300I0DV9V1WKUO071 | Long             | ABS-O            | CORP              | LU        |      500000 | PA      | $580323.97      | 0.00%             | 2038-12-14      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD ST JAMES'S PLACE PLC                                                                                                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-72484.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                                     | SWK 3 05/15/32                                                                                                                                      | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |      165000 | PA      | $148794.65      | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                                 | GATX 5.5 06/15/35                                                                                                                                   | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      281000 | PA      | $283317.24      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/PHP FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3986.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                      | NTRCN 5.2 06/21/27                                                                                                                                  | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     1313000 | PA      | $1325653.93     | 0.01%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                                        | CRBG 6.05 09/15/33                                                                                                                                  | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      564000 | PA      | $589577.42      | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD 2023-38                                                                         | SYMP 2023-38A BR                                                                                                                                    | CUSIP: 87169NAZ6<br>LEI: 254900T60KIPND298026 | Long             | ABS-CBDO         | CORP              | BM        |     1240000 | PA      | $1240323.76     | 0.01%             | 2038-07-26      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| OCEANA A NOTE 4 YEAR                                                                             | OCEANA A NOTE 4 YEAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     5022000 | PA      | $3521407.24     | 0.02%             | 2027-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Simon Property Group LP                                                                          | SPG 2.25 01/15/32                                                                                                                                   | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     1403000 | PA      | $1226960.47     | 0.01%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD J.FRONT RETAILING LTD                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-14444.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                                      | SANUSA V6.342 05/31/35                                                                                                                              | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       32000 | PA      | $33468.57       | 0.00%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V5.043 05/01/34                                                                                                                                 | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1614000 | PA      | $1616446.90     | 0.01%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                                           | BOCA 2025-BOCA A                                                                                                                                    | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10170000 | PA      | $10176356.25    | 0.06%             | 2042-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| 1345 TRUST 2025-AOA                                                                              | 1345T 2025-AOA E                                                                                                                                    | CUSIP: 68271CAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4620000 | PA      | $4653776.82     | 0.03%             | 2042-06-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 618471                                                                                                                                           | CUSIP: 36290VCG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       62326 | PA      | $63283.13       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                                | SYY 5.375 09/21/35                                                                                                                                  | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      188000 | PA      | $187880.06      | 0.00%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AGL CLO 23 LTD                                                                                   | AGL 2022-23A BR                                                                                                                                     | CUSIP: 00119EAS6<br>LEI: 54930001FYWQPYWEPQ30 | Long             | ABS-CBDO         | CORP              | JE        |      500000 | PA      | $498090.05      | 0.00%             | 2038-04-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYGB 24.439 08/05/28 3Y                                                                                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    25744000 | PA      | $463963.25      | 0.00%             | 2028-08-05      | Fixed         | 24.44%                | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS CZK                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-68266.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 4.55 05/15/52                                                                                                                                   | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1035112.95     | 0.01%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C50                                                   | WFCM 2019-C50 XA                                                                                                                                    | CUSIP: 95001XBF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20806624 | PA      | $662603.60      | 0.00%             | 2052-05-17      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS CREDIT SUISSE GROUP AG                                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-61811.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6463                                                                                                                                           | CUSIP: 3140QSFD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8003712 | PA      | $8123991.37     | 0.05%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | SCHW V6.136 08/24/34                                                                                                                                | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      575000 | PA      | $612022.66      | 0.00%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AR7568                                                                                                                                           | CUSIP: 3138W5MS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      181524 | PA      | $165963.89      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |   -46865500 | NC      | $-1601971.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 4.663 06/15/51                                                                                                                                 | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     2841000 | PA      | $2383507.35     | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| RR 20 LTD                                                                                        | RRAM 2022-20A CR                                                                                                                                    | CUSIP: 74989UAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $715392.60      | 0.00%             | 2037-07-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2023-1                                            | MSRM 2023-NQM1 B1                                                                                                                                   | CUSIP: 61775VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1402000 | PA      | $1406338.35     | 0.01%             | 2068-09-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                                       | MAHLGR 6.5 05/02/31 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |      263000 | PA      | $307374.68      | 0.00%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LATITUDE AUSTRALIA CREDIT CARD MASTER TRUST                                                      | LAUCC 2026-1 C                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |      500000 | PA      | $343291.52      | 0.00%             | 2038-09-22      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL MORTGAGE TRUST                                                                   | BBCMS 2018-TALL A                                                                                                                                   | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3309000 | PA      | $3135398.61     | 0.02%             | 2037-03-16      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN V7.875 PERP 144A                                                                                                                                | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1363000 | PA      | $1391658.44     | 0.01%             | N/A             | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                                           | CNP V6.7 05/15/55                                                                                                                                   | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     1593000 | PA      | $1610827.26     | 0.01%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS7252                                                                                                                                           | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6956050 | PA      | $6882573.81     | 0.04%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Voc Escrow Ltd                                                                                   | VIKCRU 5 02/15/28 144A                                                                                                                              | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      100000 | PA      | $99588.26       | 0.00%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD IPSEN SA                                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $7034.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V1.542 09/10/27                                                                                                                                  | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5251000 | PA      | $5182947.20     | 0.03%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Biocon Biologics Global PLC                                                                      | BIOLIN 6.67 10/09/29 REGs                                                                                                                           | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |     5096000 | PA      | $5024656.00     | 0.03%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                              | ETR V6.1 06/15/56                                                                                                                                   | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      932000 | PA      | $919821.37      | 0.01%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings Llc                                                             | FYBR 6 01/15/30 144A                                                                                                                                | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2615553.20     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Company                                                                         | EMN 4.65 10/15/44                                                                                                                                   | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      213000 | PA      | $178455.86      | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                                 | NSLT 2025-BA D                                                                                                                                      | CUSIP: 64032BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1257000 | PA      | $1236448.43     | 0.01%             | 2055-05-17      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM1 TRUST                                                                              | MFRA 2020-NQM1 A3                                                                                                                                   | CUSIP: 552754AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       51653 | PA      | $50152.19       | 0.00%             | 2049-08-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                                  | AJAXM 2022-A M3                                                                                                                                     | CUSIP: 009695AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      207500 | PA      | $172115.92      | 0.00%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                                                                 | SRE 6 06/01/39                                                                                                                                      | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      241000 | PA      | $250693.53      | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                               | KO 5.4 05/13/64                                                                                                                                     | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      498000 | PA      | $473684.07      | 0.00%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                               | ATO 5.45 10/15/32                                                                                                                                   | CUSIP: 049560AX3<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      297000 | PA      | $308767.67      | 0.00%             | 2032-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                                              | IBM 4.9 02/05/34                                                                                                                                    | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     1578000 | PA      | $1556968.10     | 0.01%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8488                                                                                                                                           | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    29188794 | PA      | $27584569.56    | 0.16%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                            | ARE 4.5 07/30/29                                                                                                                                    | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      930000 | PA      | $924604.98      | 0.01%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM8303                                                                                                                                           | CUSIP: 3140XCGM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      559369 | PA      | $533475.51      | 0.00%             | 2051-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                                        | XIFR 8.625 03/15/33 144A                                                                                                                            | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      224000 | PA      | $236637.87      | 0.00%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 MORTGAGE TRUST                                                                    | COMM 2018-COR3 XD                                                                                                                                   | CUSIP: 12595VAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3200000 | PA      | $97554.56       | 0.00%             | 2051-05-12      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| IRCA S.p.A.                                                                                      | IRCSPA F 12/15/29 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 815600CDE52BA2426216 | Long             | DBT              | CORP              | IT        |      455000 | PA      | $526745.39      | 0.00%             | 2029-12-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| UNIV TRUST 2025-APTS                                                                             | UNIV 2025-APTS B                                                                                                                                    | CUSIP: 91336XAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1018000 | PA      | $1014437.20     | 0.01%             | 2042-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6602                                                                                                                                           | CUSIP: 36179VKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2726539 | PA      | $2677052.31     | 0.02%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                                      | GSAA 2006-5 2A1                                                                                                                                     | CUSIP: 362334GR9<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |       10258 | PA      | $3231.50        | 0.00%             | 2036-03-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD BASF SE                                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-99948.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | MIZUHO V5.382 07/10/30                                                                                                                              | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1244000 | PA      | $1272482.69     | 0.01%             | 2030-07-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.875 11/15/51                                                                                                                                    | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35986700 | PA      | $19768787.67    | 0.11%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR3 TRUST                                                             | PROG 2021-SFR3 F                                                                                                                                    | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6640000 | PA      | $6616678.99     | 0.04%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Ardagh Group S A                                                                                 | ARGID 12 12/01/30 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     1540639 | PA      | $1462080.44     | 0.01%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO                                                                        | PFGC 4.25 08/01/29 144A                                                                                                                             | CUSIP: 71376LAE0<br>LEI: 549300EUK8GR9IT1YK57 | Long             | DBT              | CORP              | US        |      161000 | PA      | $154650.87      | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                                   | SOLEIN 6.125 02/15/33 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      339000 | PA      | $376632.68      | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AD7474                                                                                                                                           | CUSIP: 36180KJT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      158212 | PA      | $148712.80      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc.                                                                     | RJF 4.95 07/15/46                                                                                                                                   | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |      369000 | PA      | $327995.39      | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 10 LTD                                                                           | CRNPT 2021-10A B                                                                                                                                    | CUSIP: 22846FAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      490000 | PA      | $490842.90      | 0.00%             | 2034-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-4                                                                  | JPMMT 2021-4 B3                                                                                                                                     | CUSIP: 46652VBZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3387475 | PA      | $2759834.47     | 0.02%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                                           | OBDC 6.2 07/15/30                                                                                                                                   | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     1111000 | PA      | $1094944.52     | 0.01%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                                                  | BALTA 2007-1 1A1                                                                                                                                    | CUSIP: 07386XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      688592 | PA      | $648480.15      | 0.00%             | 2047-01-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| PCL Funding IX PLC                                                                               | PCLF 2024-1 C                                                                                                                                       | CUSIP: 000000000<br>LEI: 213800OC928ETRJNHM43 | Long             | ABS-O            | CORP              | GB        |      151000 | PA      | $201500.88      | 0.00%             | 2029-07-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc.                                                                           | TXN 5 03/14/53                                                                                                                                      | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      498000 | PA      | $449202.96      | 0.00%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 4 05/15/30                                                                                                                                    | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1693000 | PA      | $1680374.01     | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 6.15 04/01/33                                                                                                                                   | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      108000 | PA      | $112717.42      | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                                                                          | GS 6.345 02/15/34                                                                                                                                   | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |      266000 | PA      | $277088.50      | 0.00%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA6750                                                                                                                                           | CUSIP: 3140QEQC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2033010 | PA      | $1882836.57     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                           | BARC 2023-NQM3 A1                                                                                                                                   | CUSIP: 06744FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    24659562 | PA      | $24851052.90    | 0.14%             | 2063-10-25      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| WaMu Asset-backed Certificates WaMu Series 2007-HE3 Trust                                        | WMHE 2007-HE3 2A3                                                                                                                                   | CUSIP: 93364EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      796044 | PA      | $719781.10      | 0.00%             | 2037-05-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 11.75 01/31/29 144A                                                                                                                          | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1731000 | PA      | $1251764.00     | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                               | ATO 5.75 10/15/52                                                                                                                                   | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      245000 | PA      | $243427.77      | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V5.733 05/17/32                                                                                                                                | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      494000 | PA      | $510723.99      | 0.00%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 890097                                                                                                                                           | CUSIP: 31410K3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29436 | PA      | $30701.43       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance PLC                                                                         | AZURGY 8.625 01/22/33 144A                                                                                                                          | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      468000 | PA      | $470708.06      | 0.00%             | 2033-01-22      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2854                                                                                                                                           | CUSIP: 3140QNE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3331314 | PA      | $2877471.82     | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                                 | MCD 4.2 04/01/50 MTN                                                                                                                                | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      139000 | PA      | $109553.13      | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                                  | GEHC 4.8 01/15/31                                                                                                                                   | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      449000 | PA      | $451766.62      | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                                     | NNN 4.3 10/15/28                                                                                                                                    | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      345000 | PA      | $343717.67      | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | JPY/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $28407.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 0 02/01/35 144A                                                                                                                              | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       68300 | PA      | $31281.40       | 0.00%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MLTI TRUST 2026-SF75                                                                             | MLTI 2026-SF75 E                                                                                                                                    | CUSIP: 55318JAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4163300 | PA      | $4139968.45     | 0.02%             | 2031-03-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 7.55 04/15/38                                                                                                                                   | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      123000 | PA      | $145660.78      | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                           | BARC 2025-NQM2 SA                                                                                                                                   | CUSIP: 066930AH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         260 | PA      | $259.27         | 0.00%             | 2065-05-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT V6.123 11/21/34                                                                                                                                 | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      791000 | PA      | $835836.06      | 0.00%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN DE9758                                                                                                                                           | CUSIP: 3140BNZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2701813 | PA      | $2764215.25     | 0.02%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GEO Group Inc                                                                                    | GEO 8.625 04/15/29                                                                                                                                  | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      107000 | PA      | $111122.97      | 0.00%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | COP/GBP FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $28315.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP Clo 2019-16 Ltd.                                                                             | OCP 2020-18A D1R2                                                                                                                                   | CUSIP: 671078BG7<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-CBDO         | CORP              | KY        |      390000 | PA      | $390396.63      | 0.00%             | 2037-07-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS CNY                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $822.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD DENSO CORP                                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $13156.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRINITAS CLO XXVIII LTD                                                                          | TRNTS 2024-28A A1                                                                                                                                   | CUSIP: 89640FAA3<br>LEI: 254900DPIAGU6GHOTB83 | Long             | ABS-CBDO         | CORP              | KY        |     1480000 | PA      | $1480305.18     | 0.01%             | 2037-04-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                             | KDP 5.3 03/15/34                                                                                                                                    | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      531000 | PA      | $526473.47      | 0.00%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Owens Brockway Glass Container Inc.                                                              | OI 7.25 05/15/31 144A                                                                                                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      170000 | PA      | $162792.54      | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q39377                                                                                                                                           | CUSIP: 3132QWM30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42261 | PA      | $40629.80       | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRIDGE STREET CLO VI LTD                                                                         | BRDGS 2025-2A A1                                                                                                                                    | CUSIP: 10806PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4160000 | PA      | $4158794.43     | 0.02%             | 2039-01-15      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS MYR                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $29669.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AZ5719                                                                                                                                           | CUSIP: 3138YXK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87712 | PA      | $85924.95       | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2022-4                                                    | VCC 2022-4 M3                                                                                                                                       | CUSIP: 92259KAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      508922 | PA      | $510548.26      | 0.00%             | 2052-08-25      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| BXP Trust 2017-CC                                                                                | BXP 2017-CC D                                                                                                                                       | CUSIP: 05607CAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      750000 | PA      | $624546.23      | 0.00%             | 2037-08-13      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN DG4521                                                                                                                                           | CUSIP: 3140U8AX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1951404 | PA      | $1931826.60     | 0.01%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS TRUST 2006-3                                                       | AHMA 2006-3 2A11                                                                                                                                    | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      547430 | PA      | $363920.84      | 0.00%             | 2046-10-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc.                                                                                    | KKR 5.1 08/07/35                                                                                                                                    | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |      295000 | PA      | $285390.70      | 0.00%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.6 09/01/34                                                                                                                                     | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1756000 | PA      | $1789653.21     | 0.01%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD MOTIVA INFRAESTRUTURA DE MOBILIDAD                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $994.88         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                                 | DTE 4.25 05/14/27                                                                                                                                   | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     1473000 | PA      | $1473637.57     | 0.01%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                                 | CP 4.95 08/15/45                                                                                                                                    | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $91263.90       | 0.00%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                  | MSFT 2.5 09/15/50                                                                                                                                   | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      741000 | PA      | $440230.23      | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.503 09/11/31                                                                                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      736000 | PA      | $727634.65      | 0.00%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 2.8 04/01/27                                                                                                                                   | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      358000 | PA      | $351855.82      | 0.00%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SGB-SMIT MIDCO GMBH                                                                              | SGB-SMIT MIDCO GMBH                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |     1000000 | PA      | $1156809.36     | 0.01%             | 2033-02-10      | Floating      | 3.75%                 | No            |                  3 | On Loan: No      |
| Xerox Corp.                                                                                      | XRX 13.5 04/15/31 144A                                                                                                                              | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      274000 | PA      | $134945.00      | 0.00%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XIX LTD                                                                             | SYMP 2018-19A A                                                                                                                                     | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       39603 | PA      | $39571.65       | 0.00%             | 2031-04-16      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AZ8597                                                                                                                                           | CUSIP: 3140E1RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15250 | PA      | $14900.25       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                                      | HST 3.5 09/15/30 I                                                                                                                                  | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      335000 | PA      | $314910.39      | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                                          | IP 7.3 11/15/39                                                                                                                                     | CUSIP: 460146CF8<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |      200000 | PA      | $222589.08      | 0.00%             | 2039-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| COREWEAVE SENIOR                                                                                 | COREWEAVE SENIOR                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    10134375 | PA      | $10109039.07    | 0.06%             | 2028-07-30      | Floating      | 13.30%                | No            |                  3 | On Loan: No      |
| Bristol-Myers Squibb Company                                                                     | BMY 2.95 03/15/32                                                                                                                                   | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      438000 | PA      | $401449.29      | 0.00%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                                 | SPY A 2026-04-17 PUT 630                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -163 | NC      | $-93462.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                                  | AJAXM 2022-B B                                                                                                                                      | CUSIP: 00971BAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4463700 | PA      | $3668805.20     | 0.02%             | 2062-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                 | MRK 6.55 09/15/37                                                                                                                                   | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      638000 | PA      | $717792.39      | 0.00%             | 2037-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW                                                                              | BPR 2024-PMDW A                                                                                                                                     | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      620000 | PA      | $627752.29      | 0.00%             | 2041-11-07      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 990518                                                                                                                                           | CUSIP: 31415VK79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1434 | PA      | $1470.87        | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8361                                                                                                                                           | CUSIP: 3132DWJE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3954005 | PA      | $3913290.67     | 0.02%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2007-QO2 TRUST                                                                       | RALI 2007-QO2 A1                                                                                                                                    | CUSIP: 75116AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      221013 | PA      | $64079.57       | 0.00%             | 2047-02-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Hermitage 2024 PLC                                                                               | HRMTG 2024-1 E                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |      338352 | PA      | $452976.78      | 0.00%             | 2033-04-21      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                            | SO 4.7 05/15/32                                                                                                                                     | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     4456000 | PA      | $4457889.03     | 0.03%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBL) Bund Futures                                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -401 | NC      | $324598.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 4.25 08/22/57                                                                                                                                  | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      321000 | PA      | $250449.47      | 0.00%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD CGI INC CLASS A                                                                                                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-186651.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD DIPLOMA PLC                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $110041.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                                         | CMS 4.625 05/15/33                                                                                                                                  | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      236000 | PA      | $233713.90      | 0.00%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                                  | PSX 4.95 12/01/27                                                                                                                                   | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      569000 | PA      | $574407.92      | 0.00%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C 5.875 01/30/42                                                                                                                                    | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      930000 | PA      | $941376.47      | 0.01%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                                                | AIG 5.125 03/27/33                                                                                                                                  | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      637000 | PA      | $643139.57      | 0.00%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                                       | NDAQ 5.55 02/15/34                                                                                                                                  | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     1016000 | PA      | $1045140.54     | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q35468                                                                                                                                           | CUSIP: 3132QSCE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       95625 | PA      | $91927.53       | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO V-S LTD                                                                              | ALLEG 2024-2A A2                                                                                                                                    | CUSIP: 01750RAE0<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | JE        |     2400000 | PA      | $2397410.88     | 0.01%             | 2037-07-24      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| AutoNoria Spain 2025 Fondo De Titulizacion                                                       | ANORI 2025-SP D                                                                                                                                     | CUSIP: 000000000<br>LEI: 9598003381JB7Z32LH47 | Long             | ABS-O            | CORP              | ES        |      400000 | PA      | $463387.66      | 0.00%             | 2043-04-30      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLGB 5 10/25/34 1034                                                                                                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    14866000 | PA      | $3810518.78     | 0.02%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY 5 02/01/33 GMTN                                                                                                                                  | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      932000 | PA      | $939184.01      | 0.01%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGATTA IX FUNDING LTD                                                                           | REGT9 2017-1A B1R                                                                                                                                   | CUSIP: 75887VAN1<br>LEI: 254900JVS76S6N8G1I74 | Long             | ABS-CBDO         | CORP              | KY        |     2438000 | PA      | $2440610.85     | 0.01%             | 2037-04-17      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | USD/THB FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4585.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 5.45 06/01/31                                                                                                                                   | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102294.45      | 0.00%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| USA RARE EARTH INC                                                                               | USA RARE EARTH INC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      113757 | NS      | $1721712.20     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                              | AFRMT 2026-1A A                                                                                                                                     | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7142000 | PA      | $7113339.87     | 0.04%             | 2034-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Halliburton Company                                                                              | HAL 4.75 08/01/43                                                                                                                                   | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     1101000 | PA      | $962371.06      | 0.01%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc.                                                                       | MHED 7.375 09/01/31 144A                                                                                                                            | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      191000 | PA      | $194588.32      | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Kkr Clo 21 Ltd                                                                                   | KKR 21 A                                                                                                                                            | CUSIP: 48252KAA7<br>LEI: 5493008X0MRR4A6VYF15 | Long             | ABS-CBDO         | CORP              | KY        |       86070 | PA      | $86076.48       | 0.00%             | 2031-04-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-NC4                                                   | CARR 2006-NC4 A3                                                                                                                                    | CUSIP: 14453MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      146103 | PA      | $143537.45      | 0.00%             | 2036-10-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3 05/15/47                                                                                                                                        | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34838600 | PA      | $25892156.22    | 0.15%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1                                                  | WFCM 2016-BNK1 XD                                                                                                                                   | CUSIP: 95000GAA2<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-O            | CORP              | US        |     4420000 | PA      | $23335.83       | 0.00%             | 2049-08-17      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                     | SHW 4.5 06/01/47                                                                                                                                    | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      543000 | PA      | $452002.10      | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 3.25 06/01/31                                                                                                                                   | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      735000 | PA      | $677919.27      | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                                                         | ULTI 6.875 02/01/31 144A                                                                                                                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      300000 | PA      | $293194.63      | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                           | FR SD0504                                                                                                                                           | CUSIP: 3132DMRZ0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |     2321624 | PA      | $2231841.23     | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING LLC                                                                        | JMIKE 2026-1A A2II                                                                                                                                  | CUSIP: 476681AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16705000 | PA      | $16417400.04    | 0.09%             | 2056-02-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Ocp Clo 2016-12 Ltd.                                                                             | OCP 2016-12A XR3                                                                                                                                    | CUSIP: 67092RAW8<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |     1575000 | PA      | $1575016.85     | 0.01%             | 2037-10-19      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                                                         | TX TXS 5.52 04/01/2039                                                                                                                              | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     5356722 | PA      | $5487544.31     | 0.03%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BWAY 2013-1515 MORTGAGE TRUST                                                                    | BWAY 2013-1515 D                                                                                                                                    | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1400000 | PA      | $1251416.46     | 0.01%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 4.55 01/15/31                                                                                                                                    | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      484000 | PA      | $479605.50      | 0.00%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                                    | SHAEFF 5.375 04/01/31                                                                                                                               | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $584269.09      | 0.00%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Company                                                                        | NFG 5.95 03/15/35                                                                                                                                   | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |      125000 | PA      | $129319.26      | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD HONPRECISION INC                                                                                                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-79497.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dell Inc                                                                                         | DELL 6.5 04/15/38                                                                                                                                   | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |      202000 | PA      | $214632.76      | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                                                   | C 4.576 05/29/27                                                                                                                                    | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      443000 | PA      | $444762.40      | 0.00%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| PRODIGY FINANCE CM2021-1 DESIGNATED                                                              | PRDGY 2021-1A C                                                                                                                                     | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |      106322 | PA      | $105751.78      | 0.00%             | 2051-07-25      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS1552                                                                                                                                           | CUSIP: 3140XGWN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    53022017 | PA      | $44888456.27    | 0.25%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                                        | EBAY 5.125 11/06/35                                                                                                                                 | CUSIP: 278642BE2<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |      374000 | PA      | $368853.05      | 0.00%             | 2035-11-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA3217                                                                                                                                           | CUSIP: 3133KJSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4556833 | PA      | $3540123.20     | 0.02%             | 2050-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                               | RPRX 1.75 09/02/27                                                                                                                                  | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      658000 | PA      | $634329.52      | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                  | PFSI 6.75 02/15/34 144A                                                                                                                             | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      217000 | PA      | $203076.94      | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                                               | CTRA 5.6 03/15/34                                                                                                                                   | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      400000 | PA      | $409363.78      | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance 2 PLC / Howden US Finance LLC                                                | HWDGRP 8.125 02/15/32 144A                                                                                                                          | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |      255000 | PA      | $238922.20      | 0.00%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 3.9 11/20/28                                                                                                                                   | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1039000 | PA      | $1034558.95     | 0.01%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AO9707                                                                                                                                           | CUSIP: 3138M1YD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      103243 | PA      | $97333.80       | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM2 TRUST                                                                             | GCAT 2022-NQM2 M1                                                                                                                                   | CUSIP: 36169KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1186333 | PA      | $988109.45      | 0.01%             | 2067-02-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL 2022-LION TRUST                                                   | CSMC 2022-LION A                                                                                                                                    | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10100000 | PA      | $10055363.05    | 0.06%             | 2027-02-16      | Floating      | 7.11%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                       | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    24963000 | PA      | $23379751.68    | 0.13%             | 2056-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8366                                                                                                                                           | CUSIP: 3132DWJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12362707 | PA      | $12235407.65    | 0.07%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  -728041000 | NC      | $-2770195.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust 2020-GSA2                                                           | GSMS 2020-GSA2 XA                                                                                                                                   | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17366896 | PA      | $1003808.34     | 0.01%             | 2053-12-12      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD NINGBO JOYSON ELECTRONIC CORP CLAS                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4362.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vivion Investments S.a.r.l                                                                       | VIVION V8.125 PERP                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      700000 | PA      | $677098.25      | 0.00%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                            | AL 3 02/01/30 MTN                                                                                                                                   | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      456000 | PA      | $423827.80      | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                                  | AJAXM 2022-B C                                                                                                                                      | CUSIP: 00971BAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4659716 | PA      | $3745602.02     | 0.02%             | 2062-03-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 4.375 11/06/64                                                                                                                                | CUSIP: 02079KBG1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     5010000 | PA      | $5437650.83     | 0.03%             | 2064-11-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V3.057 01/25/33                                                                                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4305000 | PA      | $3893171.30     | 0.02%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| GFKLDE (GARFUNKELUX HOLDCO 3 SA): TL-B LOAN/TERM                                                 | GFKLDE (GARFUNKELUX HOLDCO 3 SA): TL-B LOAN/TERM                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     6275000 | PA      | $6986992.75     | 0.04%             | 2028-08-01      | Floating      | 6.88%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AK0144                                                                                                                                           | CUSIP: 3138E4ES6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      558211 | PA      | $528459.11      | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                       | LDOS 4.375 05/15/30                                                                                                                                 | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      239000 | PA      | $235136.58      | 0.00%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BHMS COMMERCIAL MORTGAGE TRUST 2025-ATLS                                                         | BHMS 2025-ATLS A                                                                                                                                    | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12912000 | PA      | $12920294.67    | 0.07%             | 2042-08-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD CANON MARKETING JAPAN INC                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-11876.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2007-3                                                                    | SEMT 2007-3 2AA1                                                                                                                                    | CUSIP: 81744MAM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      589344 | PA      | $449712.46      | 0.00%             | 2037-07-20      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                                  | PSX 5.5 03/15/55                                                                                                                                    | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      117000 | PA      | $107247.59      | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB1310                                                                                                                                           | CUSIP: 3140QLN44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    25811450 | PA      | $20931606.95    | 0.12%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2025-TAIL E                                                                                                                                      | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2352000 | PA      | $2351957.43     | 0.01%             | 2035-06-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 4.049 11/01/52                                                                                                                                | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2659000 | PA      | $1904953.44     | 0.01%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CHL MORTGAGE PASS-THROUGH TRUST 2007-15                                                          | CWHL 2007-15 2A2                                                                                                                                    | CUSIP: 17025TBJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7344542 | PA      | $2428445.51     | 0.01%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                                        | NSLT 2023-PL1A A1A                                                                                                                                  | CUSIP: 64034UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1977357 | PA      | $2002976.75     | 0.01%             | 2053-11-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD HUANENG POWER INTERNATIONAL INC H                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5192.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                                               | BX 2025-ARIA A                                                                                                                                      | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9570000 | PA      | $9620387.96     | 0.05%             | 2042-12-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J31413                                                                                                                                           | CUSIP: 31307MSA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36370 | PA      | $35177.25       | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                       | CUSIP: 21H062644<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -1674000 | PA      | $-1739672.49    | -0.01%            | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | JNJ 4.8 06/01/29                                                                                                                                    | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      174000 | PA      | $178353.05      | 0.00%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0876                                                                                                                                           | CUSIP: 3132DM6M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      623229 | PA      | $596991.81      | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V6.183 01/30/36                                                                                                                                 | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1013000 | PA      | $1030377.41     | 0.01%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital S.A.                                                                       | TTEFP 3.883 10/11/28                                                                                                                                | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      175000 | PA      | $174600.16      | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | INR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4102.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO 2019-17 LTD                                                                              | OCP 2019-17A AR2                                                                                                                                    | CUSIP: 67113LAW6<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |     1570000 | PA      | $1570664.74     | 0.01%             | 2037-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-96 FA                                                                                                                                      | CUSIP: 3136BTK85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     8537717 | PA      | $8603375.95     | 0.05%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB1226                                                                                                                                           | CUSIP: 31416WLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      146120 | PA      | $144610.00      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 1.125 08/31/28                                                                                                                                    | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18733000 | PA      | $17576822.66    | 0.10%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 4.05 05/04/47                                                                                                                                   | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      564000 | PA      | $446458.81      | 0.00%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2026-1                                                                | VERUS 2026-1 A1LC                                                                                                                                   | CUSIP: 92541JAE1<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-O            | CORP              | US        |     1521007 | PA      | $1513650.95     | 0.01%             | 2071-01-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                                 | BALL 6 06/15/29                                                                                                                                     | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      127000 | PA      | $128825.63      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Grifols S.A.                                                                                     | GRFSM 7.125 05/01/30 RegS                                                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      351000 | PA      | $419371.31      | 0.00%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                                             | BXP 2.9 03/15/30                                                                                                                                    | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      330000 | PA      | $305803.14      | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                           | USD CALL VERSUS COP PUT                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              | CORP              | CH        |    -4169586 | NC      | $-7305.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH N Y                                                                     | NY MTATRN 6.67 11/15/2039                                                                                                                           | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     3060000 | PA      | $3268625.60     | 0.02%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 2023-2                                                            | MSWF 2023-2 XA                                                                                                                                      | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    54800724 | PA      | $2955019.46     | 0.02%             | 2056-12-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   -34842320 | NC      | $-977310.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                       | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -970000 | PA      | $-936924.13     | -0.01%            | 2056-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                                          | USD CALL VERSUS INR PUT                                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | GB        |    -4208000 | NC      | $-79748.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 83 M                                                                  | GOCAP 2025-83A A1                                                                                                                                   | CUSIP: 38182EAA7<br>LEI: 254900VLZT72CPBHZ909 | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3005288.40     | 0.02%             | 2038-11-09      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL COMPANY LLC                                                             | FR SD2760                                                                                                                                           | CUSIP: 3132DQB54<br>LEI: 549300NJFDJOFYVV6789 | Long             | ABS-MBS          | USGSE             | US        |     3680167 | PA      | $3799234.32     | 0.02%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                                      | BCECN V6.875 09/15/55                                                                                                                               | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       19000 | PA      | $19215.31       | 0.00%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD PANDORA A/S                                                                                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $17001.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WHITEBOX CLO III LTD                                                                             | WBOX 2021-3A DR                                                                                                                                     | CUSIP: 96467HAU0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1249954.00     | 0.01%             | 2035-10-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                               | JPMMT 2021-INV7 B6                                                                                                                                  | CUSIP: 46654CAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      705194 | PA      | $363904.17      | 0.00%             | 2052-02-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                                      | AGSBB V5.875 PERP                                                                                                                                   | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $223945.94      | 0.00%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                                         | OUT 4.25 01/15/29 144A                                                                                                                              | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96400.04       | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AA1920                                                                                                                                           | CUSIP: 36177YDZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      155952 | PA      | $146447.31      | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avoca Clo XVIII Designated Activity Company                                                      | AVOCA 18A CR                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300K6K5XESJRIKM24 | Long             | ABS-O            | CORP              | IE        |      400000 | PA      | $456399.21      | 0.00%             | 2038-01-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD BCE INC                                                                                                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $19990.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                                  | GEHC 5.5 06/15/35                                                                                                                                   | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      330000 | PA      | $336745.46      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                               | IR 5.45 06/15/34                                                                                                                                    | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204214.83      | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                                                                      | HOLX 4.625 02/01/28 144A                                                                                                                            | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99850.00       | 0.00%             | 2028-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 5.2 07/15/35                                                                                                                                   | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3718000 | PA      | $3746994.30     | 0.02%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB0653                                                                                                                                           | CUSIP: 3140QKWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1148096 | PA      | $1107063.41     | 0.01%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 5.25 01/15/36                                                                                                                                    | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1354000 | PA      | $1355745.01     | 0.01%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP/ Delek Logistics Finance Corp.                                       | DKL 7.375 06/30/33 144A                                                                                                                             | CUSIP: 24665FAE2<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |      313000 | PA      | $315587.57      | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AD3543                                                                                                                                           | CUSIP: 36180E5C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      168122 | PA      | $158080.08      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANKAMERICA MANUFACTURED HOUSING CONTRACT TRUST 1997-2                                           | BAMH 1997-2 B1                                                                                                                                      | CUSIP: 06606FAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1680000 | PA      | $95187.12       | 0.00%             | 2022-02-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS1463                                                                                                                                           | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16619652 | PA      | $15813500.37    | 0.09%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                                 | OHI 3.375 02/01/31                                                                                                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      671000 | PA      | $620154.32      | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                                      | PEP 4.45 05/15/28                                                                                                                                   | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      616000 | PA      | $621045.20      | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QF4765                                                                                                                                           | CUSIP: 3133BSJJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      338095 | PA      | $334615.40      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST                                                         | CSAIL 2019-C17 XB                                                                                                                                   | CUSIP: 12597BAX7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19090000 | PA      | $294050.91      | 0.00%             | 2052-09-17      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0316                                                                                                                                           | CUSIP: 3140XFK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    96301655 | PA      | $81087719.55    | 0.46%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2026-P1                                                     | LENDR 2026-P1 C                                                                                                                                     | CUSIP: 52611WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      580012 | PA      | $553797.65      | 0.00%             | 2037-08-15      | Fixed         | 2.40%                 | No            |                  3 | On Loan: No      |
| ARES LXIII CLO LTD                                                                               | ARES 2022-63A A1R                                                                                                                                   | CUSIP: 039937AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2800000 | PA      | $2801538.32     | 0.02%             | 2038-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-2 LTD                                                                      | BLUEM 2018-2A B                                                                                                                                     | CUSIP: 09629VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1095000 | PA      | $1095271.45     | 0.01%             | 2031-08-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                                     | PEG 5.875 10/15/28                                                                                                                                  | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     1144000 | PA      | $1180542.73     | 0.01%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-LBA                                                                                | BX 2021-LBA FV                                                                                                                                      | CUSIP: 05609BBK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4055272 | PA      | $4045134.32     | 0.02%             | 2036-02-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                       | DVA 4.625 06/01/30 144A                                                                                                                             | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      187000 | PA      | $179803.34      | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                                 | NSLT 2025-BA C                                                                                                                                      | CUSIP: 64032BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4319000 | PA      | $4248840.44     | 0.02%             | 2055-05-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                           | FR SD0503                                                                                                                                           | CUSIP: 3132DMRY3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |     3627477 | PA      | $3502797.60     | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing Inc.                                                                         | TACHEM 5.2 07/07/35                                                                                                                                 | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |      521000 | PA      | $521038.77      | 0.00%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                         | DVN 5.6 07/15/41                                                                                                                                    | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     1089000 | PA      | $1052522.22     | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Sage Ar Funding 2026 NO.1 PLC                                                                    | SGSHR 2026-1X D                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800Y337GJQTPC7M38 | Long             | ABS-O            | CORP              | GB        |     2179000 | PA      | $2864117.23     | 0.02%             | 2038-05-18      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 5.4 08/15/32                                                                                                                                    | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      414000 | PA      | $410572.28      | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL6583                                                                                                                                           | CUSIP: 3138EPJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      278145 | PA      | $273131.36      | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ohio Power Company                                                                               | AEP 4 06/01/49                                                                                                                                      | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     2212000 | PA      | $1651529.99     | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-Aus                                                   | WFCM 2018-AUS A                                                                                                                                     | CUSIP: 94990EAA2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-O            | CORP              | US        |     1680000 | PA      | $1640547.38     | 0.01%             | 2036-08-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| MF1 2026-FL21 LLC                                                                                | MF1 2026-FL21 A                                                                                                                                     | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4981000 | PA      | $4962479.15     | 0.03%             | 2041-02-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 4.271 01/09/27                                                                                                                                    | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1566000 | PA      | $1558843.40     | 0.01%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD JD SPORTS FASHION PLC                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $77673.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZN2699                                                                                                                                           | CUSIP: 3131Y87L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1558367 | PA      | $1529246.44     | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Firstenergy Transmission Llc                                                                     | FE 5 01/15/35                                                                                                                                       | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    16781000 | PA      | $16524175.52    | 0.09%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC                                                           | AMPBEV 6.25 01/30/31 144A                                                                                                                           | CUSIP: 03969YAD0<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |      258000 | PA      | $255784.53      | 0.00%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                | CCI 5 01/11/28                                                                                                                                      | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      112000 | PA      | $112802.97      | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV5                                                               | JPMMT 2021-INV5 A5X                                                                                                                                 | CUSIP: 46653XAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6301462 | PA      | $176863.77      | 0.00%             | 2051-12-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB1414                                                                                                                                           | CUSIP: 31416WSC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      228701 | PA      | $226337.83      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                                 | BPLN 4.97 10/17/29                                                                                                                                  | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      582000 | PA      | $594131.95      | 0.00%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | CLP CALL VERSUS USD PUT                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | GB        |    -4918000 | NC      | $-61612.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                    | NI 3.49 05/15/27                                                                                                                                    | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      217000 | PA      | $214722.86      | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 889529                                                                                                                                           | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42582 | PA      | $44671.04       | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BONDS 2024-FL13 LLC                                                                              | BDS 2024-FL13 A                                                                                                                                     | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2735000 | PA      | $2732956.41     | 0.02%             | 2039-09-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                                        | AON 3.75 05/02/29                                                                                                                                   | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      144000 | PA      | $141330.53      | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                                              | CF 4.95 06/01/43                                                                                                                                    | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      475000 | PA      | $423780.59      | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-15YR                                                                                                                                           | CUSIP: 01F020448<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -21889000 | PA      | $-20130496.18   | -0.11%            | 2041-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vivion Investments S.a.r.l                                                                       | VIVION 5.625 06/08/30 EMTN                                                                                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      605000 | PA      | $653577.24      | 0.00%             | 2030-06-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2018-1                                                    | VCC 2018-1 M2                                                                                                                                       | CUSIP: 92257AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      109384 | PA      | $105309.84      | 0.00%             | 2048-04-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                           | BARC 2024-NQM4 B2                                                                                                                                   | CUSIP: 06745KAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1342700 | PA      | $1337513.28     | 0.01%             | 2064-12-25      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 3.5 03/15/29 144A                                                                                                                               | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      277000 | PA      | $264241.41      | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 7.05 03/15/33                                                                                                                                 | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      592000 | PA      | $664847.82      | 0.00%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CWMBS Inc                                                                                        | CWHL 2005-16 A28                                                                                                                                    | CUSIP: 12669G3W9<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-O            | CORP              | US        |     2674899 | PA      | $1587844.03     | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Limited                                                                    | MPEL 6.5 09/24/33 144A                                                                                                                              | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $191886.00      | 0.00%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS ALTICE FRANCE SA                                                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19072.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA6388                                                                                                                                           | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    27208403 | PA      | $23370633.82    | 0.13%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/GBP FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14868.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                                                | VTR 4.75 11/15/30                                                                                                                                   | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      248000 | PA      | $248432.13      | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2024-2                                                                    | LFT 2024-2A C                                                                                                                                       | CUSIP: 52590AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      399000 | PA      | $400105.55      | 0.00%             | 2034-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-10                                                                 | AOMT 2024-10 A1                                                                                                                                     | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-O            | CORP              | US        |     1754280 | PA      | $1755491.69     | 0.01%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                                              | GPK 6.375 07/15/32 144A                                                                                                                             | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       58000 | PA      | $57726.36       | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2020-2                                                          | VSTA 2020-2 B1                                                                                                                                      | CUSIP: 92838TAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      640000 | PA      | $629430.72      | 0.00%             | 2065-04-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ2                                                     | GSMBS 2019-PJ2 B4                                                                                                                                   | CUSIP: 36257LAT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1325523 | PA      | $1202883.53     | 0.01%             | 2049-11-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| BANKERS HEALTHCARE GROUP SECURITIZA                                                              | BHG 2020-A C                                                                                                                                        | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      306745 | PA      | $306639.09      | 0.00%             | 2031-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 7.25 02/15/35 144A                                                                                                                           | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99691.45       | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                        | KHC 4.625 01/30/29                                                                                                                                  | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      121000 | PA      | $121235.27      | 0.00%             | 2029-01-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc.                                                                           | AMAT 5.85 06/15/41                                                                                                                                  | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |      482000 | PA      | $502844.17      | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.482 09/21/36                                                                                                                                 | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2880000 | PA      | $2491494.57     | 0.01%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ROBERTSHAW US HOLDING                                                                            | ROBERTSHAW US HOLDING                                                                                                                               | CUSIP: 000000000<br>LEI: 549300NMXRV2JIXFIY04 | Long             | LON              | CORP              | US        |     1795000 | PA      | $0.18           | 0.00%             | 2027-03-01      | Floating      | 13.45%                | No            |                  3 | On Loan: No      |
| Nustar Logistics, L.P.                                                                           | NSUS 5.625 04/28/27                                                                                                                                 | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       97000 | PA      | $97178.38       | 0.00%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                                    | SMYREA 6 11/01/28 144A                                                                                                                              | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      158000 | PA      | $156808.41      | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                                                 | PSA 2.3 05/01/31                                                                                                                                    | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      370000 | PA      | $332014.83      | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | AUD/JPY FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $52122.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp Mortgage Pass Through Certificates Series 2006-3                       | IMSA 2006-3 A1                                                                                                                                      | CUSIP: 45255RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1571327 | PA      | $1455754.90     | 0.01%             | 2036-11-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| X.AI HOLDINGS CORP SERIES C PREF E                                                               | X.AI HOLDINGS CORP SERIES C PREF E                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      363422 | NS      | $27423824.12    | 0.15%             |  |  |  | No            |                  3 | On Loan: No      |
| INEOS Finance PLC                                                                                | INEGRP 7.25 03/31/31 REGs                                                                                                                           | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      882000 | PA      | $926670.76      | 0.01%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESTBAY 4A2 NOTES                                                                                | WESTBAY 4A2 NOTES                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21604000 | PA      | $21333950.00    | 0.12%             | 2030-02-06      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD RTL GROUP SA                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9711.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-PJ4                                                     | GSMBS 2026-CES1 A1                                                                                                                                  | CUSIP: 36277LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1244929 | PA      | $1234040.46     | 0.01%             | 2056-05-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Company, LLC                                                                    | AEP 3.15 09/15/49                                                                                                                                   | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1476000 | PA      | $970506.90      | 0.01%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA8899                                                                                                                                           | CUSIP: 3140QG3H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      926162 | PA      | $812919.32      | 0.00%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 S.a.r.l.                                                                      | AGKLN 5.375 05/21/30 REGs                                                                                                                           | CUSIP: 000000000<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |      252000 | PA      | $291917.07      | 0.00%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA8389                                                                                                                                           | CUSIP: 3140QGKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2662850 | PA      | $2556868.72     | 0.01%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD NEXTDC LTD                                                                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $39828.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                                     | SRILAN 4 04/15/28 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     1597970 | PA      | $1527259.83     | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BX6777                                                                                                                                           | CUSIP: 3140NBQ79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5649830 | PA      | $5596898.90     | 0.03%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |    87334099 | NC      | $3185988.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CONCORD MUSIC ROYALTIES LLC                                                                      | TUNES 2024-1A A                                                                                                                                     | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2794000 | PA      | $2804829.54     | 0.02%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD GENERAL MILLS INC                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $2563.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD BRENNTAG                                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-122361.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 4.875 02/27/53                                                                                                                                  | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      399000 | PA      | $356453.22      | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G07106                                                                                                                                           | CUSIP: 3128M9GP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      478929 | PA      | $452820.43      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA.                                                                             | CEETRU 4.95 11/14/30 EMTN                                                                                                                           | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111118.06      | 0.00%             | 2030-11-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                                 | LQD A 2026-06-18 CALL 111                                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -6160 | NC      | $-423926.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Insurance Group Inc.                                                                | HIG 5.95 10/15/36                                                                                                                                   | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105660.19      | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5502 EF                                                                                                                                         | CUSIP: 3137HJSS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     4270976 | PA      | $4307339.88     | 0.02%             | 2055-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2018-2 LTD/LLC                                                                | ROCKT 2018-2A A                                                                                                                                     | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |      166094 | PA      | $166134.76      | 0.00%             | 2031-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Velocity 2026-1 PLC                                                                              | VLCTY 2026-1 C                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PL94CXWBF7SX91 | Long             | ABS-O            | CORP              | GB        |      223000 | PA      | $295169.00      | 0.00%             | 2037-02-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                                                                           | AP GRANGE HOLDINGS LLC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12241000 | PA      | $12853050.00    | 0.07%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 5.05 08/14/54                                                                                                                                   | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      847000 | PA      | $777155.21      | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS ITRAXX.EU.FINSR.45.V1                                                                                                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-690860.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 2.7 03/15/32                                                                                                                                   | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1545000 | PA      | $1374361.87     | 0.01%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                                     | SO 5.2 06/15/33                                                                                                                                     | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1113000 | PA      | $1124151.36     | 0.01%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERATE CLO 19 LTD                                                                              | KLLM 2025-19A A                                                                                                                                     | CUSIP: 37150JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1998646.00     | 0.01%             | 2036-04-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                                        | K 3.4 11/15/27                                                                                                                                      | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |      126000 | PA      | $124402.04      | 0.00%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio LLC                                                                              | SIRI 5 08/01/27 144A                                                                                                                                | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      615000 | PA      | $614141.52      | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |   -46865500 | NC      | $-1736779.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Europe B V                                                                            | TELEFO 8.25 09/15/30                                                                                                                                | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      808000 | PA      | $915921.00      | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                                           | DOW 6.3 03/15/33                                                                                                                                    | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       97000 | PA      | $101726.68      | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA3945                                                                                                                                           | CUSIP: 31418DL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1067650 | PA      | $1040478.03     | 0.01%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                     | NSC 4.05 08/15/52                                                                                                                                   | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      309000 | PA      | $233834.16      | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0211                                                                                                                                           | CUSIP: 3140XFGV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9915872 | PA      | $8126799.92     | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 7.6 08/12/39 144A                                                                                                                              | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3003000 | PA      | $893366.40      | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                                                                      | MWGAME 4.875 05/01/29 144A                                                                                                                          | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |     1349000 | PA      | $1308285.97     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                                 | SABR A 2026-04-17 CALL 2                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         258 | NC      | $1290.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exmoor Funding 2024-1 PLC                                                                        | EXMR 2024-1 D                                                                                                                                       | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-O            | CORP              | GB        |      197000 | PA      | $263377.81      | 0.00%             | 2094-03-29      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 5.1 06/01/29                                                                                                                                  | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      603000 | PA      | $617143.15      | 0.00%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2017-TIME                                                                             | CSMC 2017-TIME A                                                                                                                                    | CUSIP: 12652XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      850000 | PA      | $808833.57      | 0.00%             | 2039-11-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                            | PH 4.25 09/15/27                                                                                                                                    | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      592000 | PA      | $592241.29      | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                              | MEDIND 5.25 10/01/29 144A                                                                                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      167000 | PA      | $165529.28      | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co Ltd.                                                                  | FTHDGR 6.95 12/17/21                                                                                                                                | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      465000 | PA      | $6510.00        | 0.00%             | 2021-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                                 | CP 2.05 03/05/30                                                                                                                                    | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      130000 | PA      | $118901.52      | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                               | CAG 5.4 11/01/48                                                                                                                                    | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84982.71       | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2024-Ces8                                                                    | RCKT 2024-CES8 A1A                                                                                                                                  | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1515400 | PA      | $1521199.58     | 0.01%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                              | GIS 5.5 10/17/28                                                                                                                                    | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102511.04      | 0.00%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                                                                  | MDT 4.375 03/15/35                                                                                                                                  | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      448000 | PA      | $433002.57      | 0.00%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                                     | EXC 5.1 06/15/45                                                                                                                                    | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      173000 | PA      | $155664.02      | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                                     | SWK 4.25 11/15/28                                                                                                                                   | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |      367000 | PA      | $366411.22      | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OWNIT MORTGAGE LOAN TRUST 2006-2                                                                 | OWNIT 2006-2 A2C                                                                                                                                    | CUSIP: 69121PDF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1427584 | PA      | $1302075.78     | 0.01%             | 2037-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -294047000 | NC      | $-1097978.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 2024-A                                                           | REPS 2024-A D                                                                                                                                       | CUSIP: 76041RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1401000 | PA      | $1418989.68     | 0.01%             | 2032-08-20      | Fixed         | 9.49%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                               | MO 2.45 02/04/32                                                                                                                                    | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      366000 | PA      | $321161.54      | 0.00%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ACRA 2024-NQM1                                                                                   | ACRA 2024-NQM1 A1                                                                                                                                   | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3553672 | PA      | $3562663.94     | 0.02%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC                                                                             | ASHWOO 6.875 08/01/33 144A                                                                                                                          | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      827000 | PA      | $797836.34      | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                                      | RIOLN 5.75 03/14/55                                                                                                                                 | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      255000 | PA      | $254388.88      | 0.00%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD KEURIG DR PEPPER INC                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-67451.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD OPEN HOUSE GROUP LTD                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-285.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 4.8 09/26/32                                                                                                                                   | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2442000 | PA      | $2325633.60     | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                                 | MCD 4.8 08/14/28                                                                                                                                    | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      754000 | PA      | $763232.13      | 0.00%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                                                   | TCBI V5.301 02/27/32                                                                                                                                | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2267696.64     | 0.01%             | 2032-02-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MAIN TRUST 2026-OLAS                                                                             | MAIN 2026-OLAS D                                                                                                                                    | CUSIP: 56036BAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2500000 | PA      | $2499978.50     | 0.01%             | 2041-01-15      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Asimi Funding 2025-1 PLC                                                                         | ASIMI 2025-1 C                                                                                                                                      | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |      500157 | PA      | $663051.49      | 0.00%             | 2032-05-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                              | Walt Disney Company COM                                                                                                                             | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        5147 | NS      | $496067.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                                                                      | COR 4.6 02/13/33                                                                                                                                    | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      466000 | PA      | $458191.91      | 0.00%             | 2033-02-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 12 LTD                                                                      | DCLO 2025-12A A                                                                                                                                     | CUSIP: 25255YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2240000 | PA      | $2238804.74     | 0.01%             | 2038-10-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                        | KHC 5 07/15/35                                                                                                                                      | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      185000 | PA      | $179705.93      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc.                                                                             | PYPL 5.5 06/01/54                                                                                                                                   | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      420000 | PA      | $383041.96      | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA3665                                                                                                                                           | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1553307 | PA      | $1521880.58     | 0.01%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CWHEQ REVOLVING HOME EQUITY LOAN TRUST SERIES 2006-H                                             | CWHEL 2006-H 1A                                                                                                                                     | CUSIP: 126686AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      128701 | PA      | $127197.95      | 0.00%             | 2036-11-15      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                                        | APA Corp. COM                                                                                                                                       | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       30667 | NS      | $1301507.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevation CLO 2013-1 LTD                                                                         | AWPT 2013-1A A1R3                                                                                                                                   | CUSIP: 28623FAJ3<br>LEI: 549300D7IKXB86IQMC13 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2500943.25     | 0.01%             | 2038-07-26      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Apidos Clo XXXII                                                                                 | APID 2019-32A A1R                                                                                                                                   | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |      593063 | PA      | $593291.66      | 0.00%             | 2033-01-21      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                           | BPLN 3.723 11/28/28                                                                                                                                 | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      207000 | PA      | $203979.49      | 0.00%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                               | UNSEAM 6 06/01/29 144A                                                                                                                              | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      411000 | PA      | $397139.76      | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD SARTORIUS STEDIM BIOTECH SA                                                                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $47524.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX FRANKFURT AKTIENGESELLSCHAFT                                                               | EURO STOXX 50 Index Options(OESX) Index Opt                                                                                                         | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DE               | CORP              | DE        |         113 | NC      | $329205.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                           | FR SD0478                                                                                                                                           | CUSIP: 3132DMQ73<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |      620906 | PA      | $599280.53      | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                                 | CWALT 2007-OA3 1A1                                                                                                                                  | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      506496 | PA      | $464874.49      | 0.00%             | 2047-04-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2016-FL1 LTD                                           | ARCREN 2026-FL1 A                                                                                                                                   | CUSIP: 03881XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4997145.50     | 0.03%             | 2043-09-22      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                                                          | CNP 5.2 10/01/28                                                                                                                                    | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      277000 | PA      | $283110.35      | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD MACQUARIE GROUP LTD DEF                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $18189.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank                                                       | ZION V6.816 11/19/35                                                                                                                                | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |      269000 | PA      | $276297.75      | 0.00%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                                          | ZIGGO 5.25 01/15/33 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     2660000 | PA      | $2834470.44     | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA8216                                                                                                                                           | CUSIP: 3133KQDV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1513849 | PA      | $1561008.16     | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2022-4                                                    | VCC 2022-4 M4                                                                                                                                       | CUSIP: 92259KAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      922684 | PA      | $881222.01      | 0.00%             | 2052-08-25      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC 4.65 11/04/44 MTN                                                                                                                               | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1480000 | PA      | $1240900.81     | 0.01%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Jubilee Place 7 BV                                                                               | JPMF 7 D                                                                                                                                            | CUSIP: 000000000<br>LEI: 724500E73QDBSXZ44959 | Long             | ABS-O            | CORP              | NL        |      185000 | PA      | $214981.81      | 0.00%             | 2062-09-17      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                              | GIS 4.95 03/29/33                                                                                                                                   | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      317000 | PA      | $313351.02      | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                                   | IRS BRL                                                                                                                                             | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-62592.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SC0063                                                                                                                                           | CUSIP: 3132D9B86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6315181 | PA      | $6131308.55     | 0.03%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                                | OMC 3.375 03/01/41                                                                                                                                  | CUSIP: 681919BT2<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $73282.52       | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SI2075                                                                                                                                           | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2192953 | PA      | $1786907.35     | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                                 | BNSF 4.9 04/01/44                                                                                                                                   | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      278000 | PA      | $254857.41      | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1521                                                                                                                                           | CUSIP: 36179NVN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9582 | PA      | $9049.29        | 0.00%             | 2043-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS ITRAXX.EU.XO.44.V1                                                                                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3149406.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                                                              | CZGB 4 04/04/44 158                                                                                                                                 | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    48940000 | PA      | $1977348.13     | 0.01%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                                   | BAYC 2005-4A M1                                                                                                                                     | CUSIP: 07324SCT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       82699 | PA      | $79329.03       | 0.00%             | 2036-01-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL7524                                                                                                                                           | CUSIP: 3138EQLE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      462854 | PA      | $467778.19      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IPD 3 B.V.                                                                                       | IPDEBV 5.5 06/15/31 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |     1219000 | PA      | $1323233.94     | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLGB 4.75 07/25/29 0729                                                                                                                            | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    12997000 | PA      | $3469192.77     | 0.02%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2021-76 JI                                                                                                                                      | CUSIP: 38382RNJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     3115475 | PA      | $520327.07      | 0.00%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/HKD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-34066.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX FRANKFURT AKTIENGESELLSCHAFT                                                               | EURO STOXX 50 Index Options(OESX) Index Opt                                                                                                         | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DE               | CORP              | DE        |         -54 | NC      | $-30209.30      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RWLV CAPITAL INC                                                                                 | RWLVCA 4.625 04/16/29 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3437708.68     | 0.02%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                                 | HACLN 2024-1 B2                                                                                                                                     | CUSIP: 44644NAB5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |     2777493 | PA      | $2785452.61     | 0.02%             | 2032-05-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| RR 41 LTD                                                                                        | RRAM 2025-41A A1A                                                                                                                                   | CUSIP: 749764AA4<br>LEI: 254900MKRTHN5MG3CP95 | Long             | ABS-CBDO         | CORP              | KY        |      570000 | PA      | $569399.56      | 0.00%             | 2040-10-15      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G15815                                                                                                                                           | CUSIP: 3128MEVG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1124646 | PA      | $1110962.69     | 0.01%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-R1 LLC                                                                                 | CFMT 2024-R1 A2                                                                                                                                     | CUSIP: 12530YAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      175638 | PA      | $170054.36      | 0.00%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD NIKE INC                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $84463.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 02/15/40                                                                                                                                    | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8144000 | PA      | $8138273.79     | 0.05%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 4.5 05/15/35                                                                                                                                      | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      724000 | PA      | $686253.01      | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.875 02/15/41                                                                                                                                    | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    44124700 | PA      | $30568420.21    | 0.17%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                           | BARC 2024-NQM4 B1                                                                                                                                   | CUSIP: 06745KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1760300 | PA      | $1761531.15     | 0.01%             | 2064-12-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V6.332 03/09/44                                                                                                                                | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $421601.46      | 0.00%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Aimco CLO 11 Ltd /Llc                                                                            | AIMCO 2020-11A A1R2                                                                                                                                 | CUSIP: 00140NAW0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |     2190000 | PA      | $2190286.45     | 0.01%             | 2037-07-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Muangthai Capital Public Co Ltd.                                                                 | MTCTB 6.875 09/30/28                                                                                                                                | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      800000 | PA      | $791376.00      | 0.00%             | 2028-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 4.5 11/15/28                                                                                                                                    | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      700000 | PA      | $693145.83      | 0.00%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                                          | NXPI 2.65 02/15/32                                                                                                                                  | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $88291.48       | 0.00%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corporation                                                                        | CNA 5.125 02/15/34                                                                                                                                  | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |      287000 | PA      | $282540.15      | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD GRUPO MATEUS SA                                                                                                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $18207.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD RELX PLC                                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5942.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0616                                                                                                                                           | CUSIP: 3140XFVJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69797 | PA      | $60888.44       | 0.00%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                      | CRGYFN 7.625 04/01/32 144A                                                                                                                          | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101482.90      | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Core Scientific Inc                                                                              | CORZ 0 06/15/31                                                                                                                                     | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |      546000 | PA      | $596505.00      | 0.00%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                                                | TT 5.25 03/03/33                                                                                                                                    | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $102548.44      | 0.00%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | SOLV 5.45 03/13/31                                                                                                                                  | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      737000 | PA      | $756139.68      | 0.00%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB3314                                                                                                                                           | CUSIP: 31416YVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63530 | PA      | $62872.76       | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Italmatch Chemicals S.p.A                                                                        | FIREBC F 02/05/31 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 815600E7294ACCE76074 | Long             | DBT              | CORP              | IT        |      311000 | PA      | $346639.57      | 0.00%             | 2031-02-05      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding 2024-3 PLC                                                             | STRA 2024-3 C                                                                                                                                       | CUSIP: 000000000<br>LEI: 635400HN3D5CAXKQB937 | Long             | ABS-O            | CORP              | GB        |      492000 | PA      | $651276.32      | 0.00%             | 2049-06-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 6.625 08/15/32 144A                                                                                                                             | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      105000 | PA      | $106645.04      | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CONSECO FINANCE SECURITIZATIONS CORP                                                             | CNF 2000-1 A5                                                                                                                                       | CUSIP: 20846QBP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1445272 | PA      | $162822.30      | 0.00%             | 2029-09-01      | Fixed         | 8.06%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                           | USD CALL VERSUS COP PUT                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              | CORP              | CH        |    -4629000 | NC      | $-8110.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 5.35 11/15/45                                                                                                                                 | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1214000 | PA      | $1187037.82     | 0.01%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                             | STLD 5.25 05/15/35                                                                                                                                  | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      445000 | PA      | $445190.69      | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD ENGIE BRASIL ENERGIA SA                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-472.36        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.819 09/15/29                                                                                                                                 | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5455000 | PA      | $5627318.92     | 0.03%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AY5223                                                                                                                                           | CUSIP: 3138YJYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      234035 | PA      | $226702.13      | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corporation                                                | RHP 7.25 07/15/28 144A                                                                                                                              | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31650.54       | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KKR CLO 34 LTD                                                                                   | KKR 34A AR                                                                                                                                          | CUSIP: 48253UAJ5<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |     3680000 | PA      | $3674754.53     | 0.02%             | 2034-07-17      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                                       | STZ 4.65 11/15/28                                                                                                                                   | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      354000 | PA      | $355535.78      | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Cwalt Inc Mortgage Pass-Through Certificates Series 2007-Al1                                     | CWALT 2007-AL1 A1                                                                                                                                   | CUSIP: 02150NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3838641 | PA      | $3254220.55     | 0.02%             | 2037-06-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 AJ2723                                                                                                                                           | CUSIP: 36182XAY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       35938 | PA      | $34241.23       | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XVI Ltd/Llc                                                          | BSP 2018-16A A1R2                                                                                                                                   | CUSIP: 08181VAY1<br>LEI: 2549001UGYKGM9DWMY60 | Long             | ABS-CBDO         | CORP              | KY        |      920000 | PA      | $920336.17      | 0.01%             | 2038-01-19      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC (THE)                                                                          | CGMS 2017-3A BR2                                                                                                                                    | CUSIP: 14314FBC1<br>LEI: 529900NGGVF94UK6PG95 | Long             | ABS-CBDO         | CORP              | US        |     5170000 | PA      | $5180301.23     | 0.03%             | 2037-10-21      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 7.75 05/01/35 144A                                                                                                                           | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      172000 | PA      | $192773.82      | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Pony S.A.                                                                                        | PONY 2024-1 C                                                                                                                                       | CUSIP: 000000000<br>LEI: 2221001FWHVHKUW4NQ77 | Long             | ABS-O            | CORP              | LU        |      327903 | PA      | $379522.80      | 0.00%             | 2033-01-14      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 4.95 05/15/32                                                                                                                                 | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1098000 | PA      | $1108137.80     | 0.01%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD SINO LAND CO LTD                                                                                                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-16643.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                                            | AON 5.45 03/01/34                                                                                                                                   | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      273000 | PA      | $278796.93      | 0.00%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q53648                                                                                                                                           | CUSIP: 3132XWBS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      450872 | PA      | $423716.85      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TAURUS 2020-1 NL DAC                                                                             | TAURS 2025-UK4 C                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400P3EQC8O8SGZB76 | Long             | ABS-O            | CORP              | IE        |      790000 | PA      | $1041335.95     | 0.01%             | 2035-08-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 5 01/15/36                                                                                                                                       | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      466000 | PA      | $456348.02      | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                            | ARE 2 05/18/32                                                                                                                                      | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      154000 | PA      | $128841.86      | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                               | JPMMT 2021-INV7 B2                                                                                                                                  | CUSIP: 46654CAT2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      708905 | PA      | $603636.35      | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 254548                                                                                                                                           | CUSIP: 31371KWH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      106373 | PA      | $109733.51      | 0.00%             | 2032-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD TOROMONT INDUSTRIES LTD                                                                                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2415.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD JAPAN STEEL WORKS LTD/THE                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $14945.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gategroup Finance Luxembourg S.A.                                                                | GATESW 3 02/28/27                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900Q1OR7LI4GOGW68 | Long             | DBT              | CORP              | LU        |      760000 | PA      | $953963.88      | 0.01%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding 2025 No.1 PLC                                                                    | SGSHR 2025-1X C                                                                                                                                     | CUSIP: 000000000<br>LEI: 635400YX75RFT7KVHK68 | Long             | ABS-O            | CORP              | GB        |     1617769 | PA      | $2133770.00     | 0.01%             | 2037-05-18      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                                | SO 3.85 12/01/42                                                                                                                                    | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      405000 | PA      | $324822.07      | 0.00%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 5-Year T-Note Options                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          96 | NC      | $32250.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                          | HILT 2024-ORL D                                                                                                                                     | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6057000 | PA      | $6053214.38     | 0.03%             | 2037-05-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS8291                                                                                                                                           | CUSIP: 3138WJF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48293 | PA      | $46010.15       | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 3.2 11/02/27                                                                                                                                   | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98438.47       | 0.00%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AFG 2026-1 Trust                                                                                 | AFG 2026-1 D                                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |      710000 | PA      | $483172.95      | 0.00%             | 2057-10-10      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.4 05/08/27                                                                                                                                     | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      439000 | PA      | $442865.65      | 0.00%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-MFP                                    | JPMCC 2019-MFP E                                                                                                                                    | CUSIP: 46651MAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1188513 | PA      | $820073.91      | 0.00%             | 2036-07-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 5.625 09/22/35                                                                                                                                  | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $193400.00      | 0.00%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MCR Trust 2024-Hf1                                                                               | MCR 2024-HF1 A                                                                                                                                      | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3431840 | PA      | $3431839.88     | 0.02%             | 2041-12-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                                                   | PNW 5.1 03/15/36                                                                                                                                    | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    19881000 | PA      | $19546501.78    | 0.11%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                                      | ZTS 3 09/12/27                                                                                                                                      | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      507000 | PA      | $498418.74      | 0.00%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones S.A.U.                                                                      | TELEFO 5.213 03/08/47                                                                                                                               | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     1092000 | PA      | $948225.74      | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                                | PAA 5.15 06/01/42                                                                                                                                   | CUSIP: 72650RBA9<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |      503000 | PA      | $451338.89      | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-B                                                                 | NSLT 2021-BA C                                                                                                                                      | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      836000 | PA      | $738502.09      | 0.00%             | 2062-04-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XIV LTD                                                              | BSP 2018-14A AR                                                                                                                                     | CUSIP: 08179LAL5<br>LEI: 5493008E17UEFI73RC63 | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $750214.88      | 0.00%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co Ltd.                                                                  | FTHDGR 12.25 10/18/22                                                                                                                               | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $2200.00        | 0.00%             | 2022-10-18      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR ZS3704                                                                                                                                           | CUSIP: 3132A4DH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      520527 | PA      | $491867.90      | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cwheq Revolving Home Equity Loan Trust Series 2006-I                                             | CWHEL 2006-I 1A                                                                                                                                     | CUSIP: 12668FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      169362 | PA      | $164488.13      | 0.00%             | 2037-01-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Upland Clo Limited                                                                               | UPLND 2016-1A A2R                                                                                                                                   | CUSIP: 915328AW8<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |     1012395 | PA      | $1010912.01     | 0.01%             | 2031-04-21      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 4.95 10/15/58                                                                                                                                 | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      783000 | PA      | $639808.19      | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD DANAHER CORP                                                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $140226.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 8 LTD                                                                       | DCLO 2024-8A A1A                                                                                                                                    | CUSIP: 25256JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    22190000 | PA      | $22209553.83    | 0.12%             | 2037-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2025-CES3                                                       | VSTA 2025-CES3 A1                                                                                                                                   | CUSIP: 92842MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2207101 | PA      | $2199412.31     | 0.01%             | 2055-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4841                                                                                                                                           | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      482625 | PA      | $478375.72      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIGNAL PK CLO LTD 2017-4R                                                                        | SPEAK 2018-5A A1R                                                                                                                                   | CUSIP: 82666VAA2<br>LEI: 635400SMPSPMTZRZQF40 | Long             | ABS-CBDO         | CORP              | KY        |     2620000 | PA      | $2620672.55     | 0.01%             | 2037-04-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD XPENG INC                                                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11497.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co Ltd.                                                                  | FTHDGR 10.875 01/09/23                                                                                                                              | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |     2657000 | PA      | $29891.25       | 0.00%             | 2023-01-09      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                 | MRK 5 05/17/53                                                                                                                                      | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      917000 | PA      | $826405.65      | 0.00%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlantic City Electric Company                                                                   | EXC 2.3 03/15/31                                                                                                                                    | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |       76000 | PA      | $68465.51       | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                            | DTV 8.875 02/01/30 144a                                                                                                                             | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      308000 | PA      | $307314.79      | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020-MF1                                             | AMMST 2020-MF1 E                                                                                                                                    | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      636000 | PA      | $522158.86      | 0.00%             | 2053-05-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO VIII-C LTD                                                                            | CARVL 2022-2A A1R                                                                                                                                   | CUSIP: 14686NAL5<br>LEI: 254900NZG2CMHKHNPU97 | Long             | ABS-CBDO         | CORP              | JE        |      730000 | PA      | $730658.39      | 0.00%             | 2037-10-22      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                                            | SGLSJ 4.5 11/16/29 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      980000 | PA      | $922562.20      | 0.01%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD TRUIST FINANCIAL CORP                                                                                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $19012.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                                        | XIFR 8.375 01/15/31 144A                                                                                                                            | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       92000 | PA      | $96848.49       | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Company                                                                          | AEE 3.85 09/01/32                                                                                                                                   | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      260000 | PA      | $247374.10      | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN FA4227                                                                                                                                           | CUSIP: 3140W4VV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    47546778 | PA      | $47115965.93    | 0.26%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASX CLEARING CORPORATION LIMITED                                                                 | ASX 10 Year Treasury Bond Futures                                                                                                                   | CUSIP: 000000000<br>LEI: 549300USWUR0S7VMM868 | N/A              | DIR              | CORP              | AU        |         934 | NC      | $-679806.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | EURO STOXX 50 Index Futures(FESX) Index Fut                                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |        -280 | NC      | $294453.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4853                                                                                                                                             | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       40744 | PA      | $39415.05       | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AY4600                                                                                                                                           | CUSIP: 3138YJDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      408869 | PA      | $373734.66      | 0.00%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                               | USD/JPY FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3548.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFMT 2024-HB14 LLC                                                                               | CFMT 2024-HB14 M2                                                                                                                                   | CUSIP: 12530XAC5<br>LEI: 9845005986F840FBE847 | Long             | ABS-O            | CORP              | US        |      273805 | PA      | $264924.22      | 0.00%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                                    | UWMLLC 5.5 04/15/29 144A                                                                                                                            | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       75000 | PA      | $70198.96       | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS4485                                                                                                                                           | CUSIP: 3138WD6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42976 | PA      | $41842.89       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                                         | EDF V5.625 PERP EMTN                                                                                                                                | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $709172.85      | 0.00%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V6.475 06/01/34                                                                                                                                 | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      666000 | PA      | $691193.28      | 0.00%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Company                                                                    | TAP 5 05/01/42                                                                                                                                      | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |      708000 | PA      | $636156.25      | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc (Delaware)                                                         | First Citizens BancShares Inc (Delaware) CL A                                                                                                       | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        1737 | NS      | $3273654.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V4.375 PERP                                                                                                                                    | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      462000 | PA      | $438071.13      | 0.00%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                                          | USD/INR ONE-TOUCH BARRIER OPTION; BARRIER PRICE USD 89.00000                                                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | GB        |      825000 | NC      | $11354.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AW3255                                                                                                                                           | CUSIP: 3138XSTM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65570 | PA      | $64877.43       | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 4.65 01/15/43                                                                                                                                   | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      607000 | PA      | $525339.88      | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6757                                                                                                                                           | CUSIP: 3140QSQK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12181508 | PA      | $12585457.81    | 0.07%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                           | ROP 1.75 02/15/31                                                                                                                                   | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      277000 | PA      | $239128.98      | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO 2022-1 LTD                                                                           | INVCO 2022-1A B                                                                                                                                     | CUSIP: 460988AC2<br>LEI: 2138003W7QBGJSA8VF04 | Long             | ABS-CBDO         | CORP              | JE        |     1857000 | PA      | $1858561.18     | 0.01%             | 2035-04-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-B                                                                  | AJAXM 2023-B A                                                                                                                                      | CUSIP: 009691AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10770240 | PA      | $10719003.47    | 0.06%             | 2062-10-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | USD CALL VERSUS KRW PUT                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              | CORP              | GB        |    -2915000 | NC      | $-55583.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 5.55 05/15/29                                                                                                                                   | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1279690.26     | 0.01%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Interface Security System                                                                        | Interface Security System                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     9325078 | PA      | $2634334.56     | 0.01%             | 2028-08-07      | Floating      | 11.77%                | No            |                  3 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-A                                                                 | NSLT 2021-A C                                                                                                                                       | CUSIP: 64035DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1706000 | PA      | $1527658.85     | 0.01%             | 2062-04-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD CMOC GROUP LTD                                                                                                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $23751.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK                                                    | HUF/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              | CORP              | US        |           1 | NC      | $113324.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 2.125 09/15/31                                                                                                                                  | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1855000 | PA      | $1608448.76     | 0.01%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                                   | CRWV 9 02/01/31 144A                                                                                                                                | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      435000 | PA      | $413910.72      | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-IV LTD                                                                         | CIFC 2021-4A BR                                                                                                                                     | CUSIP: 12547DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $499655.00      | 0.00%             | 2037-07-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AP2017                                                                                                                                           | CUSIP: 3138M5G37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      146052 | PA      | $144541.86      | 0.00%             | 2042-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA2493                                                                                                                                           | CUSIP: 3140Q9XX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15643 | PA      | $15364.91       | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                              | SYF 5.15 03/19/29                                                                                                                                   | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     6664000 | PA      | $6680159.07     | 0.04%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-OMNI                                   | JPMCC 2024-OMNI A                                                                                                                                   | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2310000 | PA      | $2331066.74     | 0.01%             | 2039-10-07      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                                   | CWALT 2005-59 1A1                                                                                                                                   | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      575747 | PA      | $553584.21      | 0.00%             | 2035-11-20      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                              | ABT 5.5 03/15/56                                                                                                                                    | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      665000 | PA      | $652050.53      | 0.00%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                                              | DBGS 2019-1735 Mortgage Trust                                                                                                                       | CUSIP: 23307EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21535000 | PA      | $176996.17      | 0.00%             | 2037-04-10      | Floating      | 0.43%                 | No            |                  2 | On Loan: No      |
| CML LAKE TAHOE RESORT HOTEL 10-26                                                                | CML LAKE TAHOE RESORT HOTEL 10-26                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     8244150 | PA      | $8139976.10     | 0.05%             | 2026-10-25      | Floating      | 6.68%                 | No            |                  3 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | MRSH 5.35 11/15/44                                                                                                                                  | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      452000 | PA      | $427933.63      | 0.00%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | IRM 4.75 01/15/34 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     1693000 | PA      | $1820884.00     | 0.01%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS8880                                                                                                                                           | CUSIP: 3140XQ2N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      389189 | PA      | $384704.10      | 0.00%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SB0514                                                                                                                                           | CUSIP: 3132CWSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11701708 | PA      | $10595316.12    | 0.06%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AX1702                                                                                                                                           | CUSIP: 3138Y23L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23852 | PA      | $23197.21       | 0.00%             | 2029-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | CDS PREMIER FOODS FINANCE PLC                                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $43212.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                                          | USD CALL VERSUS THB PUT                                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | GB        |     3166000 | NC      | $19540.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 5.15 02/27/33                                                                                                                                   | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      358000 | PA      | $365106.76      | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q35228                                                                                                                                           | CUSIP: 3132QRY20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       56034 | PA      | $53832.97       | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                           | WM 2.95 06/01/41                                                                                                                                    | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      375000 | PA      | $279699.77      | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                       | CUSIP: 21H020642<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    77007000 | PA      | $63596952.51    | 0.36%             | 2056-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4510                                                                                                                                           | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1456138 | PA      | $1373332.11     | 0.01%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                  | SANUK V5.694 04/15/31                                                                                                                               | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      391000 | PA      | $402137.77      | 0.00%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                            | IBM 5.1 02/06/53                                                                                                                                    | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      379000 | PA      | $329662.84      | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 3.6 12/01/47 MTN                                                                                                                                | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      354000 | PA      | $261452.67      | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CSMC MORTGAGE-BACKED TRUST SERIES 2006-4                                                         | CSMC 2006-4 1A3                                                                                                                                     | CUSIP: 12637HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      929194 | PA      | $463065.24      | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG J31383                                                                                                                                           | CUSIP: 31307MRC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       69274 | PA      | $67046.08       | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                                    | MLM 3.45 06/01/27                                                                                                                                   | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      807000 | PA      | $797957.52      | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NJ TRUST 2023-GSP                                                                                | NJ 2023-GSP A                                                                                                                                       | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5050000 | PA      | $5233409.44     | 0.03%             | 2029-01-06      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 5.7 02/15/42                                                                                                                                    | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      678000 | PA      | $678930.28      | 0.00%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD KAO CORP                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20466.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                        | TD 5.156 01/10/28                                                                                                                                   | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      248000 | PA      | $251151.17      | 0.00%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 4.5 02/01/36 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      512500 | PA      | $261887.50      | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2025-NQM6                                              | SAN 2025-NQM6 A1                                                                                                                                    | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-O            | CORP              | US        |     3751406 | PA      | $3740746.74     | 0.02%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD EIFFAGE SA                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-34014.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM6                                                        | BRAVO 2024-NQM6 B2                                                                                                                                  | CUSIP: 05613JAH9<br>LEI: 254900RNYV3TS5A5VX69 | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $252587.03      | 0.00%             | 2064-08-01      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Company                                                                 | EXC 5.3 06/01/34 .                                                                                                                                  | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     1094000 | PA      | $1121933.15     | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                                        | PFE 5.95 04/01/37                                                                                                                                   | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     1274000 | PA      | $1350475.76     | 0.01%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                               | RPRX 5.4 09/02/34                                                                                                                                   | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      297000 | PA      | $299449.21      | 0.00%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ocado Group PLC                                                                                  | OCDOLN 10.5 08/08/29 REGS                                                                                                                           | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |      178000 | PA      | $231871.11      | 0.00%             | 2029-08-08      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                                          | RAIZBZ 6.7 02/25/37 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      316000 | PA      | $171430.00      | 0.00%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                                                      | MDLZ 3 03/17/32                                                                                                                                     | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      380000 | PA      | $343823.83      | 0.00%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                           | FANG 5.75 04/18/54                                                                                                                                  | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      105000 | PA      | $99302.96       | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q09810                                                                                                                                           | CUSIP: 3132GVGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      282498 | PA      | $267359.52      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA2826                                                                                                                                           | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      445623 | PA      | $419694.42      | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 6.65 10/15/34 H                                                                                                                                 | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      167000 | PA      | $184942.09      | 0.00%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 7.6 08/12/39 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2735000 | PA      | $813638.73      | 0.00%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | SWOP IRS USD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   -91863000 | NC      | $-3539845.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | CDS CMBX.NA.BBB-.10                                                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16405.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AI1191                                                                                                                                           | CUSIP: 3138AEKD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58456 | PA      | $57851.76       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Clo 70 B-r Ltd. / Golub Capital Partners Clo 70 B-r LLC                   | GCBSL 2023-70A CR                                                                                                                                   | CUSIP: 38182HAG7<br>LEI: 254900Y43PI32U9YGF14 | Long             | ABS-CBDO         | CORP              | JE        |      440000 | PA      | $439854.32      | 0.00%             | 2037-10-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO IX LTD                                                                              | TREST 2025-9A A1                                                                                                                                    | CUSIP: 894932AC6<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |     4120000 | PA      | $4118890.07     | 0.02%             | 2039-01-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Loews Corporation                                                                                | L 4.94 04/01/36                                                                                                                                     | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |      121000 | PA      | $118411.49      | 0.00%             | 2036-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Regatta Xii Funding Ltd/Llc 2019-12                                                              | REG12 2019-1A ARR                                                                                                                                   | CUSIP: 75888HAW1<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |     3640000 | PA      | $3642104.65     | 0.02%             | 2037-10-15      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-12                                                               | VERUS 2025-12 A1LC                                                                                                                                  | CUSIP: 92490FAE0<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-O            | CORP              | US        |      747217 | PA      | $742168.95      | 0.00%             | 2070-12-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD DEXCOM INC                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $21692.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust 2025-2                                                    | GSKY 2025-2A E                                                                                                                                      | CUSIP: 39571VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      575000 | PA      | $584471.46      | 0.00%             | 2060-06-25      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| MAIN TRUST 2026-OLAS                                                                             | MAIN 2026-OLAS E                                                                                                                                    | CUSIP: 56036BAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2500000 | PA      | $2499971.00     | 0.01%             | 2041-01-15      | Fixed         | 7.93%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | MXN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $135362.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                               | SUBWAY 2024-1A A2II                                                                                                                                 | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5703800 | PA      | $5753351.19     | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2026-R1                                                               | VERUS 2026-R1 A1LC                                                                                                                                  | CUSIP: 924932AE6<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-O            | CORP              | US        |     4195970 | PA      | $4174965.39     | 0.02%             | 2067-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2018-1 LTD                                                                            | CANYC 2018-1A A                                                                                                                                     | CUSIP: 13877BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      275732 | PA      | $275732.18      | 0.00%             | 2031-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | IRS COP                                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-79698.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE CORP                                                                           | CACC 6.625 03/15/30                                                                                                                                 | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      177000 | PA      | $172867.05      | 0.00%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 4.25 10/15/30                                                                                                                                 | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98924.79       | 0.00%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2                                                  | CMLTI 2007-6 2A1                                                                                                                                    | CUSIP: 17312VAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1599184 | PA      | $1532042.02     | 0.01%             | 2037-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd/DIFL US LLC                                                    | DIGDIF 8.625 08/01/32 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | DBT              | CORP              | BM        |      892000 | PA      | $905199.46      | 0.01%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA6636                                                                                                                                           | CUSIP: 3140QELS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12048740 | PA      | $10341051.48    | 0.06%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | MRSH 5.4 09/15/33                                                                                                                                   | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      326000 | PA      | $336186.06      | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | WMB 2.6 03/15/31                                                                                                                                    | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1067000 | PA      | $965884.08      | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                                  | AJAXM 2022-B A1                                                                                                                                     | CUSIP: 00971BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15018448 | PA      | $14532997.98    | 0.08%             | 2062-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD FIRSTRAND LTD                                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-25065.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                                                   | GOTO GROUP INC                                                                                                                                      | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | N/A       |      725016 | PA      | $592700.57      | 0.00%             | 2028-04-30      | Floating      | 8.57%                 | No            |                  3 | On Loan: No      |
| Bank of America, National Association                                                            | USD/INR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $181913.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD KLEPIERRE REIT SA                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $12021.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD KAJIMA CORP                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-45437.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lehman Xs Trust                                                                                  | LXS 2007-20N A1                                                                                                                                     | CUSIP: 52525AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      334314 | PA      | $340768.76      | 0.00%             | 2037-12-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| UNITY-PEACE PARK CLO LTD                                                                         | UNPPK 2022-1A DR                                                                                                                                    | CUSIP: 913318AU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1488762.00     | 0.01%             | 2035-04-20      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| ZEITVIEW SERIES E-3 PREF EQ                                                                      | ZEITVIEW SERIES E-3 PREF EQ                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     1119957 | NS      | $1136297.62     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| DEUTSCHE ALT-B SECURITIES MORTGAGE LOAN TRUST SERIES 2006-AB3                                    | DBALT 2006-AB3 A8                                                                                                                                   | CUSIP: 25151EAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      148399 | PA      | $129068.26      | 0.00%             | 2036-07-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO 2016-1 Ltd.                                                                     | TSYMP 2016-1A AR2                                                                                                                                   | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |      583593 | PA      | $583593.51      | 0.00%             | 2032-10-13      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Ihs Holding Limited                                                                              | IHS 8.25 11/29/31 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      859000 | PA      | $880475.00      | 0.00%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                                   | CWALT 2005-55CW 2A3                                                                                                                                 | CUSIP: 12668AUP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      550597 | PA      | $395092.00      | 0.00%             | 2035-11-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                                    | AEP 4.15 05/01/49 G                                                                                                                                 | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $823358.43      | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2025-FL1 LLC                                           | ARCREN 2025-FL1 A                                                                                                                                   | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5428000 | PA      | $5410198.33     | 0.03%             | 2043-01-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 6.054 11/05/31                                                                                                                                    | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      234000 | PA      | $235032.07      | 0.00%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                                | SYY 5.4 03/23/35                                                                                                                                    | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      145000 | PA      | $143945.65      | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD BOOKING HOLDINGS INC                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-226365.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CML St Regis Aspen                                                                               | CML St Regis Aspen                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    29087605 | PA      | $29263713.00    | 0.16%             | 2027-02-09      | Floating      | 7.27%                 | No            |                  3 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                        | TOYOTA 5.05 05/16/29                                                                                                                                | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     1061000 | PA      | $1083638.26     | 0.01%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD SHANDONG GOLD MINING CO LTD                                                                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $83595.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEPPEL LTD                                                                                       | KREITS V3.78 PERP mtN                                                                                                                               | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | DBT              | CORP              | SG        |     1750000 | PA      | $1370654.12     | 0.01%             | N/A             | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V6.254 10/23/34                                                                                                                                 | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1247000 | PA      | $1340791.37     | 0.01%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT1321                                                                                                                                           | CUSIP: 3132ADPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1246288 | PA      | $1223760.56     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.875 02/15/51                                                                                                                                    | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24631000 | PA      | $13676940.10    | 0.08%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB6194                                                                                                                                           | CUSIP: 31417C3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      102744 | PA      | $101563.27      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | INR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-72423.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Voya Euro Clo V Designated Activity Company                                                      | VOYE 5A B1                                                                                                                                          | CUSIP: 000000000<br>LEI: 549300IGE7MPYA8F0423 | Long             | ABS-O            | CORP              | IE        |     1970000 | PA      | $2263617.15     | 0.01%             | 2035-04-15      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| SESAC FINANCE LLC                                                                                | SESAC 2025-1 A2                                                                                                                                     | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7131000 | PA      | $6990361.70     | 0.04%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 5.45 11/15/55                                                                                                                                 | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1715000 | PA      | $1660465.54     | 0.01%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE 5.25 03/15/34                                                                                                                                   | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      536000 | PA      | $542635.85      | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD DAIICHI SANKYO LTD                                                                                                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-9146.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V2.307 04/23/32                                                                                                                                 | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      608000 | PA      | $541511.22      | 0.00%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AA0005                                                                                                                                           | CUSIP: 31416HAF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6136 | PA      | $6318.94        | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFSP 2024-AHP1 MORTGAGE TRUST                                                                    | CFSP 2024-AHP1 A                                                                                                                                    | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8381143 | PA      | $8021718.42     | 0.05%             | 2037-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS3832                                                                                                                                           | CUSIP: 3140XKHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6879816 | PA      | $7055272.35     | 0.04%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                            | BSABS 2006-AC2 1A1                                                                                                                                  | CUSIP: 07387UGB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3052816 | PA      | $758815.56      | 0.00%             | 2036-03-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 5.1 06/18/50                                                                                                                                 | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    13596600 | PA      | $12477055.96    | 0.07%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC / GD Finance Co Inc                                               | GDDY 5.25 12/01/27 144A                                                                                                                             | CUSIP: 38016LAA3<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23902.17       | 0.00%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ITG COMMUNICATIONS LLC                                                                           | ITG COMMUNICATIONS LLC                                                                                                                              | CUSIP: 000000000<br>LEI: 254900KEJHK1L9G5Y190 | Long             | LON              | CORP              | US        |     4924000 | PA      | $4677800.00     | 0.03%             | 2031-07-09      | Floating      | 8.45%                 | No            |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN AB9462                                                                                                                                           | CUSIP: 31417GQQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      453588 | PA      | $415324.60      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                                 | BNSF 2.875 06/15/52                                                                                                                                 | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1657000 | PA      | $1020671.93     | 0.01%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD GENTING SINGAPORE LTD                                                                                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $38372.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESURGENT TRADE & INVEST LTD                                                                     | RESURGENT TRADE & INVEST LTD                                                                                                                        | CUSIP: 000000000<br>LEI: 89450041TCNTI3YL5A08 | Long             | DBT              | CORP              | MU        |    13653000 | PA      | $13602483.90    | 0.08%             | 2027-12-05      | Fixed         | 9.52%                 | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RJ1528                                                                                                                                           | CUSIP: 3142GRVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5925681 | PA      | $6074200.33     | 0.03%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                                  | CVX 4.05 08/13/28                                                                                                                                   | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      182000 | PA      | $182220.93      | 0.00%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FNW 2003-W5 A                                                                                                                                       | CUSIP: 31393AS40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |         597 | PA      | $588.69         | 0.00%             | 2033-04-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7768                                                                                                                                           | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4476098 | PA      | $3999990.73     | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                                      | SANUSA V5.741 03/20/31                                                                                                                              | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      328000 | PA      | $336555.16      | 0.00%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| REGATTA 35 FUNDING LTD                                                                           | REG35 2025-5A A1                                                                                                                                    | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6490000 | PA      | $6490752.84     | 0.04%             | 2038-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                                       | PRU V4.5 09/15/47                                                                                                                                   | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      961000 | PA      | $937366.03      | 0.01%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CITY COMMUNITY REDEVELOPMENT AGENCY (CA)                                             | CA LOSHGR 6.6 08/01/2042                                                                                                                            | CUSIP: 54438CNZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3990000 | PA      | $4309459.75     | 0.02%             | 2042-08-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.625 02/15/38                                                                                                                                   | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      743000 | PA      | $808313.62      | 0.00%             | 2038-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC                                                  | WFCM 2024-BPRC B                                                                                                                                    | CUSIP: 95004AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4292000 | PA      | $4386716.71     | 0.02%             | 2043-07-17      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN BA7888                                                                                                                                           | CUSIP: 3617ALXR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      304748 | PA      | $300390.11      | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER CAPITAL MORTGAGE SECURITIZATION CORP SERIES 2001-A                                    | BCM 2000-A A2                                                                                                                                       | CUSIP: 09774XBN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1674455 | PA      | $89315.59       | 0.00%             | 2030-06-15      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| SILVER POINT CLO 5 LTD                                                                           | SPCLO 2024-5A A1                                                                                                                                    | CUSIP: 82809BAA4<br>LEI: 254900IB4JHW6SUR0Q75 | Long             | ABS-CBDO         | CORP              | KY        |      860000 | PA      | $860742.95      | 0.00%             | 2037-10-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                                                                | CONGLO 4.375 07/31/31 REGS                                                                                                                          | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      403000 | PA      | $441109.83      | 0.00%             | 2031-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                                                    | BSX 2.65 06/01/30                                                                                                                                   | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      299000 | PA      | $278586.23      | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V6.819 11/20/29                                                                                                                                  | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1009000 | PA      | $1059417.61     | 0.01%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                                   | CBAAU F 03/05/36 MTN                                                                                                                                | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      680000 | PA      | $467852.34      | 0.00%             | 2036-03-05      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM 8 04/29/27                                                                                                                                      | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      413000 | PA      | $428724.57      | 0.00%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MADISON PARK EURO FUNDING XVII DAC                                                               | MDPK 2019-35A A1R2                                                                                                                                  | CUSIP: 55819MBC9<br>LEI: 635400XNTY8TA9I2S271 | Long             | ABS-CBDO         | CORP              | IE        |     8715000 | PA      | $8708853.31     | 0.05%             | 2039-02-14      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| USAVFLOW II LTD: TL-B                                                                            | USAVFLOW II LTD: TL-B                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     1785000 | PA      | $1787320.50     | 0.01%             | 2029-08-16      | Floating      | 10.17%                | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                                                                      | S&P 500 INDEX                                                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |        -161 | NC      | $-23510.92      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd                                                                                      | OCP CLO 2025-46 Ltd                                                                                                                                 | CUSIP: 671023AA7<br>LEI: 213800J27YESIODUZS34 | Long             | ABS-CBDO         | CORP              | KY        |     1690000 | PA      | $1687909.98     | 0.01%             | 2038-10-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                          | RSG 5.7 05/15/41                                                                                                                                    | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      238000 | PA      | $245239.45      | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB5897                                                                                                                                           | CUSIP: 3140QRRT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      328049 | PA      | $325568.02      | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                  | TMHC 5.125 08/01/30 144A                                                                                                                            | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98856.13       | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                           | BARC 2023-NQM3 M1                                                                                                                                   | CUSIP: 06744FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3195800 | PA      | $3228378.62     | 0.02%             | 2063-10-25      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                                   | CWALT 2006-OC7 2A3                                                                                                                                  | CUSIP: 23243VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1374388 | PA      | $1277647.73     | 0.01%             | 2046-07-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                                  | AJAXM 2022-A B                                                                                                                                      | CUSIP: 009695AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4977300 | PA      | $4030771.84     | 0.02%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                | CCI 4.3 02/15/29                                                                                                                                    | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      622000 | PA      | $614594.32      | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | USD CALL VERSUS CLP PUT                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |    -1338000 | NC      | $-41922.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP 4.05 05/03/29                                                                                                                                   | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      764000 | PA      | $760984.26      | 0.00%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/BRL FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23195.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS PLN                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $102047.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 12 LTD                                                                         | KLLM 2023-12A CR                                                                                                                                    | CUSIP: 37147VAQ0<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | KY        |      570000 | PA      | $571813.28      | 0.00%             | 2038-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA7938                                                                                                                                           | CUSIP: 3140QFZC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6582867 | PA      | $6253264.45     | 0.04%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.937 04/23/28                                                                                                                                  | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    16717000 | PA      | $16798673.58    | 0.09%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6599                                                                                                                                           | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7247191 | PA      | $6489498.46     | 0.04%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                                              | ARDGRP 6.875 02/15/31 REGs                                                                                                                          | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     1898000 | PA      | $2178669.76     | 0.01%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM7495                                                                                                                                           | CUSIP: 3140XBKH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2619213 | PA      | $2413898.64     | 0.01%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CROWN PROPTECH ACQUISITIONS                                                                      | Crown PropTech Acquisitions C/WTS 11/03/2027 (TO PUR COM)                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      128396 | NC      | $6419.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                                     | INR/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14499.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD NIPPON STEEL CORP                                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $838.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, N.A.                                                                              | HSBC 5.625 08/15/35 BKNT                                                                                                                            | CUSIP: 4042Q1AB3<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |     1161000 | PA      | $1183684.19     | 0.01%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS6115                                                                                                                                           | CUSIP: 3138WFYM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      217303 | PA      | $210542.73      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6329                                                                                                                                           | CUSIP: 3140QSA76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8486846 | PA      | $8768271.84     | 0.05%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 02/28/30                                                                                                                                        | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25954000 | PA      | $26052341.26    | 0.15%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RB5148                                                                                                                                           | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15794358 | PA      | $13691851.54    | 0.08%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FISV 5.35 03/15/31                                                                                                                                  | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      327000 | PA      | $330212.05      | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 5.1 04/11/34 MTN                                                                                                                                 | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      573000 | PA      | $583392.50      | 0.00%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD 25                                                                              | FLAT 2024-2A A                                                                                                                                      | CUSIP: 33883XAA8<br>LEI: 254900Z25NHHRUZ9O184 | Long             | ABS-CBDO         | CORP              | KY        |     1140000 | PA      | $1140335.73     | 0.01%             | 2037-10-19      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q08239                                                                                                                                           | CUSIP: 3132GTPY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       59462 | PA      | $56202.15       | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                           | MINAU 8.5 05/01/30 144A                                                                                                                             | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      121000 | PA      | $124363.87      | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN HOME IMPROVEMENT TRUST 2022-GRN2 ISSUER TRUST                                            | GHIT 2022-GRN2 A                                                                                                                                    | CUSIP: 38151JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      842911 | PA      | $861458.40      | 0.00%             | 2052-10-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.744 02/12/36                                                                                                                                 | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      279000 | PA      | $283818.53      | 0.00%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2139                                                                                                                                           | CUSIP: 3140QMLV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3581405 | PA      | $2952876.76     | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD LVMH                                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-27188.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.892 09/15/36                                                                                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      359000 | PA      | $349273.43      | 0.00%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 6.25 06/01/27                                                                                                                                   | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2860000 | PA      | $2915344.72     | 0.02%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD SEKISUI HOUSE LTD                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4257.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD MID-AMERICA APARTMENT COMMUNITIES INC                                                                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $49333.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 25 LTD                                                         | GLM 2025-25A A                                                                                                                                      | CUSIP: 38139XAC5<br>LEI: 254900NWYEI4MM854T50 | Long             | ABS-CBDO         | CORP              | KY        |     1370000 | PA      | $1370675.96     | 0.01%             | 2037-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 5.35 09/15/54                                                                                                                                  | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92081.62       | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WASH MUT BANK FA                                                                                 | WASHINGTON MUTUAL BANK / DEBT NOT ACQUIRED BY JPMORGAN ESCROW                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11911000 | PA      | $1.19           | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.207 01/28/31 -                                                                                                                                | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      996000 | PA      | $1011972.51     | 0.01%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                               | CAG 5.3 11/01/38                                                                                                                                    | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      278000 | PA      | $258532.38      | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2004-Ap2                              | NAA 2001-R1A A                                                                                                                                      | CUSIP: 65535VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      198069 | PA      | $197500.81      | 0.00%             | 2030-02-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST 1999-3                                                        | CWALT 2005-76 2A1                                                                                                                                   | CUSIP: 12668BDE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      372198 | PA      | $345453.95      | 0.00%             | 2036-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V3.369 12/14/46                                                                                                                              | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      518000 | PA      | $373722.89      | 0.00%             | 2046-12-14      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Limited                                                                            | VALEBZ 6.4 06/28/54                                                                                                                                 | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      474000 | PA      | $476929.32      | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                                    | RF V5.502 09/06/35                                                                                                                                  | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |      177000 | PA      | $177241.08      | 0.00%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 7 02/01/33 144A                                                                                                                                | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      302000 | PA      | $302831.80      | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE 2ND ABL:TL                                                                             | COREWEAVE 2ND ABL:TL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    11380088 | PA      | $11408538.18    | 0.06%             | 2029-05-16      | Floating      | 9.68%                 | No            |                  3 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V5.087 11/26/28                                                                                                                              | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      843000 | PA      | $850687.21      | 0.00%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR SD8103                                                                                                                                           | CUSIP: 3132DWAC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15237 | PA      | $14985.39       | 0.00%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BY0568                                                                                                                                           | CUSIP: 3140NGT26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1152000 | PA      | $1183005.93     | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM7423                                                                                                                                           | CUSIP: 3140XBG95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8739187 | PA      | $7912868.42     | 0.04%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS5138                                                                                                                                           | CUSIP: 3138WEV89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      375611 | PA      | $368427.89      | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-A                                                                  | AJAXM 2023-A A3                                                                                                                                     | CUSIP: 009692AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      712900 | PA      | $638216.45      | 0.00%             | 2062-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL ASSET-BACKED CERTIFICATES WAMU SERIES 2007-HE1 TRUST                           | WMABS 2006-HE4 2A2                                                                                                                                  | CUSIP: 93934QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3793506 | PA      | $949298.20      | 0.01%             | 2036-09-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                                | TSN 3.55 06/02/27                                                                                                                                   | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     3051000 | PA      | $3022493.62     | 0.02%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings Inc                                                                   | Medical Solutions Holdings Inc                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1587000 | PA      | $126960.00      | 0.00%             | 2029-11-01      | Floating      | 10.77%                | No            |                  3 | On Loan: No      |
| LendingClub Rated Notes Issuer                                                                   | LendingClub Rated Notes Issuer Trust Series 2025-P1                                                                                                 | CUSIP: 525943AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      871000 | PA      | $873732.41      | 0.00%             | 2031-06-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                              | D 3.75 05/15/27 B                                                                                                                                   | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      313000 | PA      | $311068.42      | 0.00%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                            | ETR 5.8 03/15/55                                                                                                                                    | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      407000 | PA      | $399117.42      | 0.00%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | ICE 3.625 09/01/28                                                                                                                                  | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     1086000 | PA      | $1068770.61     | 0.01%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MIRA TRUST 2023-MILE                                                                             | M1RA 2023-MILE A                                                                                                                                    | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3432000 | PA      | $3522961.38     | 0.02%             | 2038-06-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5189                                                                                                                                           | CUSIP: 31418EXT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34413 | PA      | $34037.50       | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA3908                                                                                                                                           | CUSIP: 31418DKW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1401612 | PA      | $1366374.09     | 0.01%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust 2024-1                                                                  | FFIN 2024-1A B                                                                                                                                      | CUSIP: 349941AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      720481 | PA      | $736516.80      | 0.00%             | 2049-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                           | BARC 2024-NQM1 B2                                                                                                                                   | CUSIP: 06745AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1321800 | PA      | $1335131.28     | 0.01%             | 2064-01-25      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS PITNEY BOWES INC                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $887.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD COMMERZBANK AG                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $112315.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST 2020-2                                                           | RMLT 2020-2 M1                                                                                                                                      | CUSIP: 76123MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7854000 | PA      | $7586554.81     | 0.04%             | 2060-05-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                           | USD CALL VERSUS BRL PUT                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              | CORP              | CH        |     7747000 | NC      | $33426.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 6.45 09/15/36                                                                                                                                   | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      710000 | PA      | $758634.29      | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD CAIXA SEGURIDADE PARTICIPACOES S/A                                                                                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-14768.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BO0008                                                                                                                                           | CUSIP: 3140JUAJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      124585 | PA      | $121376.60      | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Forestar Group Inc.                                                                              | FOR 5 03/01/28 144A                                                                                                                                 | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     1413000 | PA      | $1397830.46     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mohegan Escrow Issuer LLC                                                                        | MOHEGN 11.875 04/15/31 144A                                                                                                                         | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $244815.25      | 0.00%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD6867                                                                                                                                           | CUSIP: 3132DUTY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      718773 | PA      | $714657.00      | 0.00%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS ITRAXX.EU.XO.44.V1                                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $289089.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust 2025-2                                                    | GSKY 2025-2A C                                                                                                                                      | CUSIP: 39571VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1699000 | PA      | $1695906.29     | 0.01%             | 2060-06-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD REALTEK SEMICONDUCTOR CORP                                                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $550.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                                          | AZN 5 02/26/34                                                                                                                                      | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      594000 | PA      | $602730.89      | 0.00%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q25808                                                                                                                                           | CUSIP: 3132M6DM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      194341 | PA      | $187449.34      | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.611 04/25/53 MTN                                                                                                                             | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      558000 | PA      | $462647.70      | 0.00%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BWAY 2013-1515 MORTGAGE TRUST                                                                    | BWAY 2013-1515 C                                                                                                                                    | CUSIP: 05604FAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1325000 | PA      | $1211287.44     | 0.01%             | 2033-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust                                                               | CMSI 2008-2 1A1                                                                                                                                     | CUSIP: 17314DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2775897 | PA      | $2381003.15     | 0.01%             | 2038-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BQ6334                                                                                                                                           | CUSIP: 3140KSBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1793462 | PA      | $1458970.68     | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP CDS ITRAXX.XO.44.V1                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |   -23109000 | NC      | $-214819.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FA0253                                                                                                                                           | CUSIP: 3140W0H73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82441 | PA      | $81490.97       | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL 2024-1 PLC                                                                          | PIER 2024-1 D                                                                                                                                       | CUSIP: 000000000<br>LEI: 6354004XBFL8EVVJME24 | Long             | ABS-O            | CORP              | GB        |      322000 | PA      | $426892.63      | 0.00%             | 2061-09-21      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                                         | HONA 5.732 03/16/56 144A                                                                                                                            | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     2720000 | PA      | $2688586.64     | 0.02%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| EIS GROUP REVOLVER                                                                               | EIS GROUP REVOLVER                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1282558 | PA      | $1162382.50     | 0.01%             | 2028-07-10      | Floating      | 10.67%                | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS8208                                                                                                                                           | CUSIP: 3138WJDN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1019849 | PA      | $982854.46      | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA2527                                                                                                                                           | CUSIP: 3140Q9YZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      735807 | PA      | $731712.04      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST SERIES 2005-5N                                                                   | SASC 2003-AL2 A                                                                                                                                     | CUSIP: 86359AWR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       29685 | PA      | $28534.31       | 0.00%             | 2031-01-25      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Brenntag Finance BV                                                                              | BNRGR 3.375 10/02/31 EMTN                                                                                                                           | CUSIP: 000000000<br>LEI: 724500LOJA6NM43PH951 | Long             | DBT              | CORP              | NL        |     7500000 | PA      | $8374549.36     | 0.05%             | 2031-10-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BK4244                                                                                                                                           | CUSIP: 3140HHWE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1738734 | PA      | $1667377.50     | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.25 11/15/40                                                                                                                                     | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24556800 | PA      | $23413374.00    | 0.13%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AU8563                                                                                                                                           | CUSIP: 3138X8QR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      176598 | PA      | $174536.88      | 0.00%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit Clo 2021-1 Ltd.                                                              | BCC 2021-1A AR                                                                                                                                      | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |     3140000 | PA      | $3133505.85     | 0.02%             | 2034-04-18      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD TELEFONICA BRASIL SA                                                                                                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $139718.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC 4.4 06/14/46 MTN                                                                                                                                | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1833000 | PA      | $1459331.48     | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2017-GPTX                                                      | GSMS 2017-GPTX A                                                                                                                                    | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1943158 | PA      | $1755139.56     | 0.01%             | 2034-05-12      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8288                                                                                                                                           | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      208561 | PA      | $206714.36      | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 5.625 09/07/33                                                                                                                                   | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1141000 | PA      | $1190470.04     | 0.01%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM5530                                                                                                                                           | CUSIP: 3140X9EC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      459581 | PA      | $437621.58      | 0.00%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIT MORTGAGE LOAN TRUST 2007-1                                                                   | CITM 2007-1 1M2                                                                                                                                     | CUSIP: 12559QAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1821000 | PA      | $1815295.90     | 0.01%             | 2037-10-26      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 5.125 04/15/50                                                                                                                                  | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      250000 | PA      | $220888.12      | 0.00%             | 2050-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 2-Year T-Note Futures, Jun-2026,ETH                                                                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        9435 | NC      | $-4495120.94    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | Boeing Co. 6% SER A DEP SHS REPSTG 1/20TH INT MANDATORY CONV PFD                                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       38550 | NS      | $2501124.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Univision Communications Inc.                                                                    | UVN 9.375 08/01/32 144A                                                                                                                             | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      117000 | PA      | $120581.97      | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 5.8 09/15/62                                                                                                                                    | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      197000 | PA      | $187137.98      | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | PHP/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $37045.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1224                                                                                                                                           | CUSIP: 36179NLD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15214 | PA      | $14416.77       | 0.00%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD DECKERS OUTDOOR CORP                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-43436.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.125 12/01/29                                                                                                                                  | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    10483000 | PA      | $10543825.41    | 0.06%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2007-QH9 TRUST                                                                       | RALI 2007-QH9 A1                                                                                                                                    | CUSIP: 749241AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      418977 | PA      | $353362.03      | 0.00%             | 2037-11-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                                       | STZ 4.1 02/15/48                                                                                                                                    | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       42000 | PA      | $32157.82       | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Teleflex Incorporated                                                                            | TFX 4.25 06/01/28 144A                                                                                                                              | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97240.20       | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0216                                                                                                                                           | CUSIP: 3140XFG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1346693 | PA      | $1245200.94     | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIV TRUST 2025-APTS                                                                             | UNIV 2025-APTS A                                                                                                                                    | CUSIP: 91336XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8745000 | PA      | $8714282.31     | 0.05%             | 2042-11-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC 5.606 01/15/44                                                                                                                                  | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      306000 | PA      | $292810.58      | 0.00%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                                | DOC 3.5 07/15/29                                                                                                                                    | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      119000 | PA      | $115003.14      | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                                       | HUN 2.95 06/15/31                                                                                                                                   | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |       43000 | PA      | $35665.99       | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD XIAOMI CORP                                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4485.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Latch Inc                                                                                        | Latch Inc WT EXP                                                                                                                                    | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       49166 | NC      | $19.67          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                                                               | CTRA 3.9 05/15/27                                                                                                                                   | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     1028000 | PA      | $1020631.18     | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC                                                           | AMPBEV 4 09/01/29 144A                                                                                                                              | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |      200000 | PA      | $183140.28      | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-1                                                    | VCC 2024-1 M3                                                                                                                                       | CUSIP: 92261CAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      489750 | PA      | $502141.36      | 0.00%             | 2054-01-25      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | USD CALL VERSUS NOK PUT                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |     6925975 | NC      | $39258.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                                    | CNC 3.375 02/15/30                                                                                                                                  | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1887000 | PA      | $1704598.62     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| C-Bass Mortgage Loan Asset-Backed Certificates Series 2006-Mh1                                   | CBASS 2006-MH1 B1                                                                                                                                   | CUSIP: 1248P8AK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      198463 | PA      | $197684.36      | 0.00%             | 2036-10-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                                   | SOLEIN 7.25 02/15/33 144*                                                                                                                           | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190820.24      | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AD4280                                                                                                                                           | CUSIP: 31418RXJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4493 | PA      | $4584.34        | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 5.95 02/01/38 08-A                                                                                                                              | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      418000 | PA      | $423794.96      | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                                       | NTRS V5.117 11/19/40                                                                                                                                | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      362000 | PA      | $352447.55      | 0.00%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AK2717                                                                                                                                           | CUSIP: 3138E7AT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14501 | PA      | $13936.87       | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PT-A                                                       | SMB 2020-PTA B                                                                                                                                      | CUSIP: 78449VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6740000 | PA      | $6036362.20     | 0.03%             | 2054-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-AFC1 TRUST                                                                            | HOMES 2025-AFC4 A1A                                                                                                                                 | CUSIP: 43762DAA7<br>LEI: 2549006ZK3R8WZLA9S73 | Long             | ABS-O            | CORP              | US        |     3054588 | PA      | $3048896.03     | 0.02%             | 2060-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                 | PEN/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $55780.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BD8976                                                                                                                                           | CUSIP: 3140FG6N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1010127 | PA      | $984093.58      | 0.01%             | 2031-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREED CORP 4A2                                                                                   | FREED CORP 4A2                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    31262616 | PA      | $30774919.19    | 0.17%             | 2028-11-30      | Floating      | 13.00%                | No            |                  3 | On Loan: No      |
| Archrock Partners LP/Archrock Partners Finance Corp                                              | AROC 6.625 09/01/32 144A                                                                                                                            | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101965.50      | 0.00%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                                    | MAGN 7.25 11/15/31 144A                                                                                                                             | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      179000 | PA      | $165682.40      | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                       | VMED 4.25 01/31/31 144A                                                                                                                             | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      307000 | PA      | $263663.60      | 0.00%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM7599                                                                                                                                           | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13959846 | PA      | $12907929.34    | 0.07%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 7 06/15/30 144A                                                                                                                                 | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      278000 | PA      | $285052.58      | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                           | GM 5.35 04/15/28                                                                                                                                    | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     2762000 | PA      | $2801344.11     | 0.02%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUST 2025-DC                                                          | WHARF 2025-DC A                                                                                                                                     | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4623000 | PA      | $4726022.63     | 0.03%             | 2040-07-17      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BN8997                                                                                                                                           | CUSIP: 3140JR7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5611847 | PA      | $4618645.32     | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD KEYCORP                                                                                                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $16949.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | AUD/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $591.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                                      | LMT 1.85 06/15/30                                                                                                                                   | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      199000 | PA      | $179642.17      | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| HoustonCenter(A)Loan/Term                                                                        | HoustonCenter(A)Loan/Term                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5515273 | PA      | $5203389.92     | 0.03%             | 2030-05-09      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| Breakwater Energy Holdings Sa R L                                                                | BRKWTR 9.25 11/15/30 144A                                                                                                                           | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |      340000 | PA      | $357062.56      | 0.00%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD TOPPAN HOLDINGS INC                                                                                                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $18059.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | USD/INR FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-252684.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                                   | DTE 5.2 04/01/30                                                                                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     1378000 | PA      | $1405373.97     | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 2 08/12/31                                                                                                                                     | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      366000 | PA      | $316687.50      | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS PITNEY BOWES INC                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1349.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC: TL LOAN/TERM                                                                   | RUNITONETIME LLC: TL LOAN/TERM                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1624508 | PA      | $1604202.04     | 0.01%             | 2026-05-06      | Floating      | 4.67%                 | No            |                  3 | On Loan: No      |
| Focus Financial Partners LLC                                                                     | FOCS 6.75 09/15/31 144A                                                                                                                             | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99314.64       | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corporation Inc                                                    | CHBANI 7.625 07/01/29 144A                                                                                                                          | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |      431000 | PA      | $440420.37      | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD                                                                                 | TOUCAN 9.5 05/15/30 144A                                                                                                                            | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     2410438 | PA      | $2128728.18     | 0.01%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding S.a.r.l.                                                                       | FHERO 2024-1 C                                                                                                                                      | CUSIP: 000000000<br>LEI: 984500380CAE46K6F380 | Long             | ABS-O            | CORP              | LU        |      300000 | PA      | $348971.80      | 0.00%             | 2033-12-15      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | PHP/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $425122.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q39578                                                                                                                                           | CUSIP: 3132QWUC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15243 | PA      | $14667.61       | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                                           | LNC 5.852 03/15/34                                                                                                                                  | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      343000 | PA      | $349063.38      | 0.00%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 3.419 04/15/33                                                                                                                                 | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     7365000 | PA      | $6734729.96     | 0.04%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA6359                                                                                                                                           | CUSIP: 3140QEB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7287741 | PA      | $6270546.66     | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD INFRONEER HOLDINGS INC                                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4367.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA6577                                                                                                                                           | CUSIP: 3140QEJX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14560204 | PA      | $12492947.91    | 0.07%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                                    | CNC 2.625 08/01/31                                                                                                                                  | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      207000 | PA      | $173081.56      | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 5.3 06/01/33                                                                                                                                    | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      928000 | PA      | $935342.69      | 0.01%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2018-1 Ltd/ Llc                                                               | ROCKT 2018-1A B                                                                                                                                     | CUSIP: 77342JAC7<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1499164.20     | 0.01%             | 2031-05-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc.                                                                | ABIBB 4.7 02/01/36                                                                                                                                  | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |      606000 | PA      | $590227.55      | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 3.65 04/05/29                                                                                                                                   | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      781000 | PA      | $763960.45      | 0.00%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| 2023-MIC TRUST/THE                                                                               | THE 2023-MIC A                                                                                                                                      | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1550000 | PA      | $1649525.19     | 0.01%             | 2038-12-05      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2024-2                                                                    | LFT 2024-2A D                                                                                                                                       | CUSIP: 52590AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1277000 | PA      | $1278004.74     | 0.01%             | 2034-02-21      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AY7669                                                                                                                                           | CUSIP: 3138YMQX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      344605 | PA      | $323984.10      | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NCMF TRUST 2025-MFS                                                                              | NCMF 2025-MFS E                                                                                                                                     | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12994000 | PA      | $13064736.74    | 0.07%             | 2033-06-10      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                     | NOC 3.85 04/15/45                                                                                                                                   | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      268000 | PA      | $210517.47      | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AZ0457                                                                                                                                           | CUSIP: 3138YRQK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19866 | PA      | $19218.80       | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FISV 4.2 10/01/28                                                                                                                                   | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      345000 | PA      | $341020.09      | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD VENTURE CORP LTD                                                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $8262.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE11 LTD                                                                             | AREIT 2025-CRE11 A                                                                                                                                  | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9832000 | PA      | $9837339.76     | 0.06%             | 2043-07-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 14 LTD                                                                               | ELM14 2022-1A A1R                                                                                                                                   | CUSIP: 29003WAL9<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-CBDO         | CORP              | KY        |     1120000 | PA      | $1120524.50     | 0.01%             | 2038-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-15YR                                                                                                                                           | CUSIP: 01F022444<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4818000 | PA      | $4550528.97     | 0.03%             | 2041-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 AX4345                                                                                                                                           | CUSIP: 36196FZJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      344551 | PA      | $319005.02      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                                  | AJAXM 2022-A C                                                                                                                                      | CUSIP: 009695AH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2342611 | PA      | $3063598.82     | 0.02%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BW9488                                                                                                                                           | CUSIP: 3140N2RJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      263050 | PA      | $260245.72      | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                            | ETR 4.95 01/15/45                                                                                                                                   | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      594000 | PA      | $535078.41      | 0.00%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM3                                                           | BARC 2025-NQM3 B1                                                                                                                                   | CUSIP: 06745VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      710000 | PA      | $717710.96      | 0.00%             | 2065-05-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2022-FL1                                               | ARCLO 2022-FL1 A                                                                                                                                    | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       93945 | PA      | $93918.35       | 0.00%             | 2037-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                           | FR SD0481                                                                                                                                           | CUSIP: 3132DMRA5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |       67703 | PA      | $63971.01       | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | RON/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11606.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Washg Mutual 7-He1                                                                               | WMABS 2007-HE1 2A1                                                                                                                                  | CUSIP: 93935KAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      224586 | PA      | $70064.53       | 0.00%             | 2036-11-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Company, LLC                                                                    | AEP 3.8 06/15/49                                                                                                                                    | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1262000 | PA      | $929197.20      | 0.01%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | ICE 2.1 06/15/30                                                                                                                                    | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      566000 | PA      | $513944.41      | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                                      | AWK 5.7 09/01/55                                                                                                                                    | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      137000 | PA      | $134038.95      | 0.00%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                               | MO 5.95 02/14/49                                                                                                                                    | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      489000 | PA      | $474107.79      | 0.00%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Company                                                                         | EMN 4.8 09/01/42                                                                                                                                    | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      106000 | PA      | $92769.02       | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS MYR                                                                                                                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $22493.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2018-MP                                                           | MSC 2018-MP E                                                                                                                                       | CUSIP: 61691DAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2730000 | PA      | $2082105.75     | 0.01%             | 2040-07-12      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 796286                                                                                                                                           | CUSIP: 36177Q6Y4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       72674 | PA      | $68560.33       | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CFD BC VAUD N                                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-33145.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 MORTGAGE TRUST                                                                     | DBJPM 2017-C6 XD                                                                                                                                    | CUSIP: 23312JAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5780000 | PA      | $56548.05       | 0.00%             | 2050-06-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                                                 | OLN 5 02/01/30                                                                                                                                      | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      135000 | PA      | $129314.57      | 0.00%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5479 FB                                                                                                                                         | CUSIP: 3137HHMR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     3327599 | PA      | $3353162.14     | 0.02%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.574 07/25/29 MTN                                                                                                                             | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1066000 | PA      | $1090488.74     | 0.01%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| LBA TRUST 2024-7IND                                                                              | LBA 2024-7IND A                                                                                                                                     | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5219912 | PA      | $5216649.67     | 0.03%             | 2041-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                                       | AMP 5.2 04/15/35                                                                                                                                    | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |      239000 | PA      | $238355.40      | 0.00%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-1                                                                  | FFIN 2025-1A A                                                                                                                                      | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2239822 | PA      | $2244282.91     | 0.01%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                                                     | VAL 8.375 04/30/30 144A                                                                                                                             | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |      105000 | PA      | $108800.06      | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD GENERAC HOLDINGS INC                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-97816.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Moodys Corp.                                                                                     | MCO 5.25 07/15/44                                                                                                                                   | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      424000 | PA      | $397952.24      | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 3.125 05/15/26 144A                                                                                                                             | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    12370000 | PA      | $12345112.43    | 0.07%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CFD ROLLS-ROYCE HOLDINGS PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-51791.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRES COMMERCIAL MORTGAGE TRUST 2025-ATCAP                                                        | BRES 2025-ATCAP A                                                                                                                                   | CUSIP: 05619GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4696000 | PA      | $4684985.06     | 0.03%             | 2042-11-17      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ARES LOAN FUNDING IX LTD                                                                         | ARES 2025-ALF9A A1                                                                                                                                  | CUSIP: 03990HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5500000 | PA      | $5488822.90     | 0.03%             | 2038-03-31      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA8560                                                                                                                                           | CUSIP: 3133KQQM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3172861 | PA      | $3252837.71     | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | TRY/USD FORWARD                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-819.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V4.445 05/08/30                                                                                                                                 | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1570000 | PA      | $1560549.51     | 0.01%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CFD PIRELLI & C                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $36178.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                                      | CFD MTU AERO ENGINES HOLDING AG                                                                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $6391.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** BlackRock Bond Fund, Inc.

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer