# EDGAR Filing Document

**Accession Number:** 0000088525
**File Stem:** 0000940400-26-022566
**Filing Date:** 2026-6
**Character Count:** 416019
**Document Hash:** 18609a10a992ad0ee70c81f63d51ade9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-022566.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0000940400-26-022566

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01136
- **FILM NUMBER:** 261048176

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** ROCKVILLE

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20850

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 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:** $7542722576.14

**Total Liabilities:** $1787590620.81

**Net Assets:** $5755131955.33

**Delayed Delivery Securities:** $4350000.00

**Stand-by Commitments:** $1670301518.27

**Cash Not Reported:** $52297718.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 68836.31163440 | **1-Year:** 558950.44602760 | **5-Year:** 918709.30530300 | **10-Year:** 167544.69598580 | **30-Year:** 3569.09337270

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

- **3-Month:** 12713.39094680 | **1-Year:** 38298.06096460 | **5-Year:** 77303.28786330 | **10-Year:** 9707.68203000 | **30-Year:** 6392.20049840

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000152100 | 0.41%                | 0.40%                | -0.42%               |
| Class ID C000136508 | 0.36%                | 0.32%                | -0.50%               |
| Class ID C000136509 | 0.40%                | 0.39%                | -0.42%               |
| Class ID C000136507 | 0.42%                | 0.38%                | -0.44%               |
| Class ID C000155965 | 0.43%                | 0.38%                | -0.48%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2655927.96              | $2220458.17                                |
| Month 2  | $882067.12               | $10800590.35                               |
| Month 3  | $-2209880.79             | $-53395699.07                              |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                 | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PMT LOAN TRUST 2025-INV8                                                             | PMTLT 2025-INV8 A7                                                          | CUSIP: 73015EAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23132957 | PA      | $23428327.94  | 0.41%             | 2056-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies Inc.                                                           | MTX 5 07/01/28 144A                                                         | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88473.96     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 4.65 03/15/29                                                           | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  14060000 | PA      | $14089116.99  | 0.24%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp                                                                        | SOBKCO 4.699 07/09/30 144A                                                  | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |  14000000 | PA      | $13910476.44  | 0.24%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 4.35 01/15/29                                                          | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1842251.28   | 0.03%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3                                            | BRAVO 2025-NQM2 A3                                                          | CUSIP: 10569NAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1567761 | PA      | $1574745.69   | 0.03%             | 2064-11-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| FIDIUM LLC                                                                           | CNSL 2026-1A A2                                                             | CUSIP: 315961AG7<br>LEI: 549300WW675Y48HDVX34 | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1727269.25   | 0.03%             | 2056-03-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                                  | TMCL 2021-1A A                                                              | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   6704666 | PA      | $6300748.80   | 0.11%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2025-R1                                                                    | CIM 2025-R1 A1                                                              | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3247693 | PA      | $3213742.25   | 0.06%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHR 5571 BA                                                                 | CUSIP: 3137HMEB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  20162418 | PA      | $20211257.66  | 0.35%             | 2051-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CMFT NET LEASE MASTER ISSUER LLC                                                     | CIMNL 2021-1 A3                                                             | CUSIP: 12575AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2318782.75   | 0.04%             | 2051-07-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2024-HE3                                                                 | FIGRE 2024-HE3 A                                                            | CUSIP: 31684GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1120316 | PA      | $1135514.30   | 0.02%             | 2054-07-25      | Variable      | 5.94%                 | 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        |   7000000 | PA      | $7036750.00   | 0.12%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-HE1                                         | GSMBS 2025-HE1 A1                                                           | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-O            | CORP              | US        |  13909710 | PA      | $13926337.25  | 0.24%             | 2055-10-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| ELDRIDGE CLO 2025-1 LTD                                                              | ELD 2025-1A A1                                                              | CUSIP: 284913AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8004453.60   | 0.14%             | 2038-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Cars Db4 LP                                                                          | CAUTO 2020-1A A5                                                            | CUSIP: 12510HAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1952083 | PA      | $1924816.64   | 0.03%             | 2050-02-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                   | RPRX 1.75 09/02/27                                                          | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   5150000 | PA      | $4964737.09   | 0.09%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                | SOCGEN V4.45 04/12/30 144A                                                  | CUSIP: 83368RCL4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $9899775.90   | 0.17%             | 2030-04-12      | Fixed         | 4.45%                 | 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        |    275000 | PA      | $257396.18    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                              | LGENSO 5.25 04/02/28 144A                                                   | CUSIP: 50205MAF6<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   1000000 | PA      | $1007106.27   | 0.02%             | 2028-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                      | VDC 2025-1A A2                                                              | CUSIP: 92212KAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19350000 | PA      | $18931041.54  | 0.33%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -40760000 | NC      | $-170953.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 4.9 09/15/30                                                           | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7563366.68   | 0.13%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                                    | UPBOUND GROUP INC                                                           | CUSIP: 000000000<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |   2059626 | PA      | $2055342.43   | 0.04%             | 2032-08-19      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  59044000 | NC      | $269892.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corporation                                              | AQNCN 5.365 06/15/26                                                        | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   8200000 | PA      | $8206759.59   | 0.14%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corporation                                               | ORI 3.875 08/26/26                                                          | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699164.84    | 0.01%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  40243000 | NC      | $277073.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ                                               | VDCM 2025-AZ A                                                              | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7350000 | PA      | $7347027.66   | 0.13%             | 2044-07-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-BC4                        | SASC 2006-BC4 A4                                                            | CUSIP: 86359RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236535 | PA      | $232150.76    | 0.00%             | 2036-12-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| RL DATIX 1L TL FACILITY B USD                                                        | RL DATIX 1L TL FACILITY B USD                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275000 | PA      | $269005.00    | 0.00%             | 2031-04-30      | Floating      | 8.73%                 | No            |                  3 | On Loan: No      |
| GCAT 2025-NQM4 Trust                                                                 | GCAT 2025-NQM4 A1                                                           | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18808292 | PA      | $18872554.26  | 0.33%             | 2070-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS AG Stamford Branch                                                               | UBS V4.632 02/16/32                                                         | CUSIP: 90261AAH5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3487955.45   | 0.06%             | 2032-02-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL15 LLC                                                                    | BDS 2025-FL15 AS                                                            | CUSIP: 05556EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10500000 | PA      | $10417249.50  | 0.18%             | 2043-03-19      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Cifc Funding 2015-IV Limited                                                         | CIFC 2015-4A A2R3                                                           | CUSIP: 12550TBL8<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3980031.60   | 0.07%             | 2039-01-18      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $153040.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2023-134 BH                                                             | CUSIP: 38384EJQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    573619 | PA      | $574087.91    | 0.01%             | 2047-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-1                                                     | TPMT 2018-1 A1                                                              | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46573 | PA      | $46294.02     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  3 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                      | SIDC 2025-1A A2                                                             | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   6750000 | PA      | $6650694.00   | 0.12%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING IX LLC                                                                   | CLIF 2025-1A A                                                              | CUSIP: 12571WAG8<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |   7980083 | PA      | $8039718.53   | 0.14%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2007-NC2                              | SABR 2007-HE1 A2B                                                           | CUSIP: 81377JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12237034 | PA      | $2507128.50   | 0.04%             | 2036-12-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                              | VENLNG 9.5 02/01/29 144A                                                    | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4973954.24   | 0.09%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 2.9 05/15/30                                                            | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  28801000 | PA      | $26325264.31  | 0.46%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | Options on Three-Month SOFR Futures                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |     -1478 | NC      | $-258650.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-4                                                    | VERUS 2021-4 A3                                                             | CUSIP: 92538HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4514983 | PA      | $3873606.05   | 0.07%             | 2066-07-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE10 Ltd. / AREIT 2025-CRE10 LLC                                         | AREIT 2025-CRE11 AS                                                         | CUSIP: 04002DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4650000 | PA      | $4634787.06   | 0.08%             | 2043-07-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-12                                                   | VERUS 2025-12 A3                                                            | CUSIP: 92490FAM2<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-O            | CORP              | US        |  14301884 | PA      | $14243492.10  | 0.25%             | 2070-12-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHR 5564 CA                                                                 | CUSIP: 3137HMCR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   8124828 | PA      | $8137662.92   | 0.14%             | 2052-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XL LLC                                                         | CERB 2023-1A B                                                              | CUSIP: 15675AAC3<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3240648.13   | 0.06%             | 2035-03-22      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO 32R LTD                                                         | NEUB 2019-32RA B                                                            | CUSIP: 64135XAC5<br>LEI: 25490093SHVBS5BLDZ40 | Long             | ABS-CBDO         | CORP              | KY        |  10020000 | PA      | $10012285.60  | 0.17%             | 2039-07-20      | Floating      | 5.32%                 | 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        |   2130000 | PA      | $2085544.56   | 0.04%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-1226402.22  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX TRUST 2024-NQM8                                                                  | OBX 2024-NQM8 A1                                                            | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-O            | CORP              | US        |   1909503 | PA      | $1925461.08   | 0.03%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| MERLIN BUYER INC                                                                     | MERLIN BUYER INC                                                            | CUSIP: 000000000<br>LEI: 2549008CJ699WXZAWW31 | Long             | LON              | CORP              | US        |    450000 | PA      | $450000.00    | 0.01%             | 2033-03-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-577419.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 MORTGAGE TRUST                                                         | DBJPM 2017-C6 XA                                                            | CUSIP: 23312JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  37418725 | PA      | $249605.35    | 0.00%             | 2050-06-10      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                               | CITSEC 5.125 01/27/32                                                       | CUSIP: 17289RAE6<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5059518.19   | 0.09%             | 2032-01-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-INV7                                                             | PMTLT 2025-INV7 A7                                                          | CUSIP: 73015FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2961380 | PA      | $2989089.46   | 0.05%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TRUST                                                       | FKH 2021-SFR1 D                                                             | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3954364.00   | 0.07%             | 2038-08-19      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHR 5554 A                                                                  | CUSIP: 3137HMA67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  10586115 | PA      | $10656063.21  | 0.19%             | 2053-04-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL IV (FKA DYAL IV) SR SEC A                                                   | BLUE OWL IV (FKA DYAL IV) SR SEC A                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2678000 | PA      | $2613780.47   | 0.05%             | 2045-08-22      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| GREENSKY HOME IMPRT TR 2025-1                                                        | GSKY 2025-1A B                                                              | CUSIP: 39571NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5213000 | PA      | $5236190.03   | 0.09%             | 2060-03-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                      | TDG 6.875 12/15/30 144A                                                     | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3504296.16   | 0.06%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Homes 2025-NQM4 Trust                                                                | HOMES 2025-NQM4 A1                                                          | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6820318 | PA      | $6811083.46   | 0.12%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                   | CUSIP: 01F030652<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27570000 | PA      | $24189868.37  | 0.42%             | 2056-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2025-1                                                        | SEMT 2025-1 A4                                                              | CUSIP: 81743EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4019399 | PA      | $4035586.43   | 0.07%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY SECURITIES 2024-RS1 LTD                                                    | MCMLT 2024-RS1 A1                                                           | CUSIP: 599920AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2468574 | PA      | $2354489.28   | 0.04%             | 2069-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nassau Companies Of New York                                                         | NASSAU 7.875 07/15/30 144A                                                  | CUSIP: 63155AAA6<br>LEI: 549300Q3ENSFI87YLC32 | Long             | DBT              | CORP              | US        |    813000 | PA      | $742649.97    | 0.01%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NLT 2026-NQM1 TRUST                                                                  | NLT 2026-NQM1 TRUST CMO 2071-02-25 USD                                      | CUSIP: 62916WAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    795249 | PA      | $661691.14    | 0.01%             | 2071-02-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRUST 2025-4                                              | PFMT 2025-4 A4                                                              | CUSIP: 74387AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20149462 | PA      | $20170087.25  | 0.35%             | 2055-09-25      | Variable      | 5.50%                 | 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        |   2550000 | PA      | $2386388.00   | 0.04%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                             | H 5.75 04/23/30                                                             | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4447158.38   | 0.08%             | 2030-04-23      | Fixed         | 5.75%                 | 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        |   4600000 | PA      | $4597974.16   | 0.08%             | 2042-05-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BO GPS IV CAPITAL CALL FACILITY B                                                    | BO GPS IV CAPITAL CALL FACILITY B                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13650000 | PA      | $13386548.74  | 0.23%             | 2028-10-30      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-309799.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -59044000 | NC      | $-171467.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products                                                     | Bombardier Recreational Products Term Loan B-3 275 2029-12-01               | CUSIP: 09776MAS3<br>LEI: 549300DZZJW11IMTMJ24 | Long             | LON              | CORP              | US        |   4527250 | PA      | $4528879.81   | 0.08%             | 2029-12-13      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST 2021-1                                   | AASET 2021-1A A                                                             | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5955724 | PA      | $5743905.04   | 0.10%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-VIS1                                                   | JPMMT 2026-VIS1 A2                                                          | CUSIP: 46660PAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3971956 | PA      | $3938684.58   | 0.07%             | 2066-06-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  49097000 | NC      | $224721.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| World Wide Technology Inc                                                            | World Wide Technology Inc Term Loan B (Add-on) 225 2030-03-01               | CUSIP: 98164AAE3<br>LEI: 213800MTFQARCZL1PY64 | Long             | LON              | CORP              | US        |   2567565 | PA      | $2553135.45   | 0.04%             | 2030-03-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XLVIII LLC                                                     | CERB 2024-4A AN                                                             | CUSIP: 15675JAA8<br>LEI: 635400TT2BPIAD7JRA96 | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3250002.60   | 0.06%             | 2036-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                     | MSAC 2007-HE3 A2D                                                           | CUSIP: 617538AD5<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |   4016074 | PA      | $2004688.34   | 0.03%             | 2036-12-25      | Floating      | 4.04%                 | 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        |   4100000 | PA      | $3783390.21   | 0.07%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RL DATIX 1L TL FACILITY B GBP                                                        | RL DATIX 1L TL FACILITY B GBP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    968800 | PA      | $1254159.92   | 0.02%             | 2031-04-30      | Floating      | 8.97%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 32 LTD                                            | NEUB 2019-32RA A                                                            | CUSIP: 64135XAA9<br>LEI: 5493007YBEOXQIHH3C54 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000548.50   | 0.02%             | 2039-07-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-1                                                    | VERUS 2025-1 A2                                                             | CUSIP: 92540TAB6<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-O            | CORP              | US        |   2021046 | PA      | $2028663.38   | 0.04%             | 2070-01-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C38                                       | WFCM 2017-C38 XA                                                            | CUSIP: 95001MAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20421964 | PA      | $172573.77    | 0.00%             | 2050-07-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| QTS PROJECT THUNDER                                                                  | QTS PROJECT THUNDER                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9867246.02   | 0.17%             | 2030-08-21      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| NatWest Group PLC                                                                    | NWG F 05/23/29                                                              | CUSIP: 639057AU2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   6350000 | PA      | $6373431.50   | 0.11%             | 2029-05-23      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                          | RCKT 2025-CES6 A1A                                                          | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-O            | CORP              | US        |  11835211 | PA      | $11874357.44  | 0.21%             | 2055-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| PROJECT ONYX I                                                                       | PROJECT ONYX I                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12017211 | PA      | $12002331.50  | 0.21%             | 2030-06-26      | Floating      | 6.58%                 | No            |                  3 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                                | GSMS 2017-GS6 XA                                                            | CUSIP: 36253PAE2<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |  10648493 | PA      | $82930.46     | 0.00%             | 2050-05-12      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Mile Trust 2025-STNE                                                                 | MILE 2025-STNE A                                                            | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13850000 | PA      | $13815375.00  | 0.24%             | 2042-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                 | RKT 2.875 10/15/26 144A                                                     | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |  10800000 | PA      | $10683171.00  | 0.19%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MSAC 2006-HE1 A4                                                            | CUSIP: 617451DR7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-O            | CORP              | US        |    410921 | PA      | $402021.49    | 0.01%             | 2036-01-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST 2006-3                                       | AHM 2006-3 11A1                                                             | CUSIP: 026929AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4581061 | PA      | $3944983.73   | 0.07%             | 2046-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                | SWTCH 2024-2A A2                                                            | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5450000 | PA      | $5342301.46   | 0.09%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                     | LNC 4.625 08/18/30 144A                                                     | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14842659.15  | 0.26%             | 2030-08-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OBX TRUST2024-NQM5                                                                   | OBX 2024-NQM5 A1                                                            | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-O            | CORP              | US        |  10992581 | PA      | $11050350.92  | 0.19%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                   | VICI 4.625 12/01/29 144A                                                    | CUSIP: 92564RAB1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8553270.67   | 0.15%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                   | IRM 4.875 09/15/27 144A                                                     | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   7360000 | PA      | $7345795.20   | 0.13%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-5                                                        | SEMT 2025-5 A5                                                              | CUSIP: 81743GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8108720 | PA      | $8113243.77   | 0.14%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE8                                                                 | FIGRE 2025-HE8 A                                                            | CUSIP: 30191WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3852937 | PA      | $3828786.79   | 0.07%             | 2055-11-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                            | TPMT 2025-HE1 A2                                                            | CUSIP: 89183LAD7<br>LEI: 2549002NBNESH9L3VV66 | Long             | ABS-O            | CORP              | US        |   3834000 | PA      | $3840678.06   | 0.07%             | 2065-07-27      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2025-RTL3                                                       | LHOME 2025-RTL3 A1                                                          | CUSIP: 50205YAA1<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-O            | CORP              | US        |   7900000 | PA      | $7884884.93   | 0.14%             | 2040-08-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5                                   | JPMDB 2017-C5 XA                                                            | CUSIP: 46590TAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2804078 | PA      | $9362.26      | 0.00%             | 2050-03-17      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio LLC                                                                  | SIRI 3.875 09/01/31 144A                                                    | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68093.90     | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                     | VBTEL 2022-1A D                                                             | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9250000 | PA      | $9130805.43   | 0.16%             | 2052-02-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2025-SFR2 TRUST                                                   | TCN 2025-SFR2 B                                                             | CUSIP: 89617FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8091953 | PA      | $8032373.94   | 0.14%             | 2044-08-18      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -35665000 | NC      | $-163823.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citadel Enterprise                                                                   | Citadel Enterprise Term Loan B 200 2031-10-01                               | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   7246398 | PA      | $7250456.41   | 0.13%             | 2031-10-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| GABX Leasing LLC                                                                     | GATX 4.625 04/15/31 144A                                                    | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9365235.38   | 0.16%             | 2031-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dryden 37 Senior Loan Fund                                                           | DRSLF 2015-37A CR                                                           | CUSIP: 26249MAS6<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501608.80    | 0.01%             | 2031-01-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC                                                               | Colonial Enterprises Term Loan B 175 2032-06-03                             | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   7168438 | PA      | $7138186.69   | 0.12%             | 2032-07-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Cross 2026 NQM2 Mortgage Trust                                                       | CROSS 2026-NQM3 A1                                                          | CUSIP: 227925AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10050000 | PA      | $10064370.50  | 0.17%             | 2071-03-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru                                                       | Provident Funding Mortgage Trust 2026-1                                     | CUSIP: 74386PAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5999830 | PA      | $5918176.79   | 0.10%             | 2056-01-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| QTS GOOD NEWS FCLTY REVR UNFUNDED                                                    | QTS GOOD NEWS FCLTY REVR UNFUNDED                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3281003 | PA      | $3.28         | 0.00%             | 2028-10-09      | Fixed         | 0.30%                 | No            |                  3 | On Loan: No      |
| CML - FONTAINEBLEAU VEGAS FUNDED                                                     | CML - FONTAINEBLEAU VEGAS FUNDED                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6149619.34   | 0.11%             | 2028-01-31      | Floating      | 9.43%                 | No            |                  3 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C2                                                | UBSCM 2017-C2 XA                                                            | CUSIP: 90276CAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18584556 | PA      | $182225.29    | 0.00%             | 2050-08-17      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                | SWTCH 2025-1A A2                                                            | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11450000 | PA      | $11031439.53  | 0.19%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| COGNITA (LERNEN) 1L TLB3 CL USD                                                      | COGNITA (LERNEN) 1L TLB3 CL USD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2332419 | PA      | $2237186.37   | 0.04%             | 2031-10-27      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-NQM1                                                   | JPMMT 2024-NQM1 A1                                                          | CUSIP: 465983AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1458718 | PA      | $1464038.48   | 0.03%             | 2064-02-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners                                                                     | Buckeye Partners Term Loan B 175 2032-09-17                                 | CUSIP: 11823LAR6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |   5047529 | PA      | $5061712.42   | 0.09%             | 2032-11-22      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                                  | GPK 1.512 04/15/26 144A                                                     | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6490640.39   | 0.11%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE6                                                                 | FIGRE 2025-HE6 A                                                            | CUSIP: 31684NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8423868 | PA      | $8344069.60   | 0.14%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1                                           | NRZT 2018-1A A1A                                                            | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1128902 | PA      | $1100932.62   | 0.02%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR6 TRUST                                                                 | STAR 2025-SFR6 A                                                            | CUSIP: 85520EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27000000 | PA      | $27000000.00  | 0.47%             | 2042-08-19      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| AMC EAST COMMUNITYS LLC                                                              | AMCEST 5.74 01/15/28                                                        | CUSIP: 00164TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    884625 | PA      | $890732.94    | 0.02%             | 2028-01-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 8 LLC                                                        | ARESDL 2025-4A A2                                                           | CUSIP: 039933AC0<br>LEI: 2549008VI9L2AN96MC59 | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $801729.76    | 0.01%             | 2039-01-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-15YR                                                                   | CUSIP: 01F042459<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 469615899 | PA      | $465829719.43 | 8.09%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                  | PEER USA LLC                                                                | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |   6000000 | PA      | $5940000.00   | 0.10%             | 2032-09-29      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                            | TRGP 5.5 03/01/30                                                           | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4843850.30   | 0.08%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2007-OH3                                                      | CWALT 2007-OH3 A1A                                                          | CUSIP: 02151DAC8<br>LEI: 549300TXT201GGLA0F48 | Long             | ABS-O            | CORP              | US        |   1689899 | PA      | $1615574.06   | 0.03%             | 2047-09-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                         | ANGINC 5 06/15/27                                                           | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |  13075000 | PA      | $13003102.80  | 0.23%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2025-65 CA                                                              | CUSIP: 3136BWU38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  24159062 | PA      | $24037513.03  | 0.42%             | 2054-02-25      | Fixed         | 5.00%                 | 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        |  27000000 | PA      | $27050881.50  | 0.47%             | 2037-10-16      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        | -29458000 | NC      | $-111880.15   | -0.00%            |  |  |  | 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        |   3000000 | PA      | $3000102.00   | 0.05%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2025-68 CA                                                              | CUSIP: 3136BWL61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  22381428 | PA      | $22273139.94  | 0.39%             | 2053-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm                                                                            | TransDigm Term Loan K 225 2030-03-01                                        | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   6616750 | PA      | $6614963.48   | 0.11%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                       | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        | -79003000 | NC      | $-229430.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  40242000 | NC      | $277066.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVASTAR MORTGAGE FUNDING TRUST SERIES 2007-2                                        | NHEL 2007-2 A1A                                                             | CUSIP: 66989EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3362898 | PA      | $3331719.40   | 0.06%             | 2037-09-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                                                | BELL 2021-1A A2I                                                            | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18421875 | PA      | $18006776.73  | 0.31%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 54M-R LTD                                                 | GOCAP 2021-54A A1R                                                          | CUSIP: 38181GAA3<br>LEI: 2549007JA1TZWEDGPD41 | Long             | ABS-CBDO         | CORP              | US        |  42500000 | PA      | $42419322.25  | 0.74%             | 2037-08-05      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| TD Synnex Corp                                                                       | SNX 4.3 01/17/29                                                            | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |  14400000 | PA      | $14239991.95  | 0.25%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 MORTGAGE TRUST                                                           | CD 2017-CD6 XA                                                              | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10233896 | PA      | $98738.68     | 0.00%             | 2050-11-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V4.493 09/11/31                                                         | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $9720461.32   | 0.17%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                   | NWL 8.5 06/01/28 144A                                                       | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $5212610.00   | 0.09%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-CES2                                            | BRAVO 2025-CES2 A1                                                          | CUSIP: 10568RAA1<br>LEI: 254900H5A4PX072RRR06 | Long             | ABS-O            | CORP              | US        |   4221455 | PA      | $4195141.91   | 0.07%             | 2055-07-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                                   | CLIF 2020-1A A                                                              | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    891253 | PA      | $838014.85    | 0.01%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -38597000 | NC      | $-113033.70   | -0.00%            |  |  |  | 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        |  21000000 | PA      | $20926775.10  | 0.36%             | 2042-08-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 7 LLC                                                        | ARESDL 2025-3A A2                                                           | CUSIP: 039973AC6<br>LEI: 254900FZTAJNX33DJ460 | Long             | ABS-CBDO         | CORP              | KY        |   4300000 | PA      | $4300097.61   | 0.07%             | 2038-01-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -29459000 | NC      | $-111883.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                                            | IQV 5 05/15/27 144A                                                         | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2291304.62   | 0.04%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2026-FL11 ISSUER LLC                                                       | FSRIA 2026-FL11 AS                                                          | CUSIP: 30343TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4100000 | PA      | $4085965.70   | 0.07%             | 2044-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                               | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |  88376000 | NC      | $483940.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FS RIALTO 2025-FL10 ISSUER LLC                                                       | FSRIA 2025-FL10 AS                                                          | CUSIP: 30340KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1644994.56   | 0.03%             | 2042-08-19      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY (NY)                                 | USRE 2021-1 A1                                                              | CUSIP: 643821AA9<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2098451.00   | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| HLEND CLO 2026-5 LLC                                                                 | HLEND 2026-5A A2                                                            | CUSIP: 403967AC6<br>LEI: 529900N6JRXPABMGOA33 | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $12999962.30  | 0.23%             | 2039-04-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                              | SORT 2021-1A B1                                                             | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5748930 | PA      | $3502143.58   | 0.06%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                                   | FG 1.75 06/30/26 144A                                                       | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |  14250000 | PA      | $14145944.79  | 0.25%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Aegon Funding Company LLC                                                            | AEGON 5.5 04/16/27 144A                                                     | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35307804.70  | 0.61%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -49098000 | NC      | $-186880.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -40760000 | NC      | $-37168.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1 A FUNDED                                                          | THUNDERBIRD 2022-1 A FUNDED                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   6400000 | PA      | $6066201.41   | 0.11%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Qorvo Inc                                                                            | QRVO 3.375 04/01/31 144A                                                    | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1085377.69   | 0.02%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 MORTGAGE TRUST                                                           | CD 2017-CD4 XA                                                              | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12224375 | PA      | $83620.84     | 0.00%             | 2050-05-12      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| NLT 2026-NQM1 TRUST                                                                  | NLT 2026-NQM1 TRUST CMO 2071-02-25 USD                                      | CUSIP: 62916WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29085561 | PA      | $29130989.39  | 0.51%             | 2071-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-2                                                    | VERUS 2025-2 A1                                                             | CUSIP: 92540VAA3<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-O            | CORP              | US        |   9644143 | PA      | $9653709.84   | 0.17%             | 2070-03-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE8 ISSUER LLC                                                        | LNCR 2025-CRE8 AS                                                           | CUSIP: 53947FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2450000 | PA      | $2440942.11   | 0.04%             | 2042-08-18      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                            | BRAVO 2025-NQM1 A2                                                          | CUSIP: 10569MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2226553 | PA      | $2234291.75   | 0.04%             | 2064-12-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2025-CP1                                                             | NYMT 2025-CP1 A1                                                            | CUSIP: 67121VAA2<br>LEI: 254900JF85A0S614L988 | Long             | ABS-O            | CORP              | US        |   8711509 | PA      | $8383086.56   | 0.15%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XXXII LP                                                       | CERB 2021-2A A                                                              | CUSIP: 15674LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11984231 | PA      | $11993818.82  | 0.21%             | 2033-04-22      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-AFC3 TRUS                                                                 | HOMES 2025-AFC3 A1                                                          | CUSIP: 43762AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14719953 | PA      | $14668615.25  | 0.25%             | 2060-08-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                   | CUSIP: 01F050668<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  60740000 | PA      | $59771581.48  | 1.04%             | 2056-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $872022.99    | 0.02%             |  |  |  | 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        |   2038040 | PA      | $2039950.89   | 0.04%             | 2041-08-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                | SOCGEN V2.797 01/19/28 144A                                                 | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  18000000 | PA      | $17742272.76  | 0.31%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-West                                                                       | CSMC 2021-RPL4 A1                                                           | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8580809 | PA      | $8550643.41   | 0.15%             | 2060-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Trust 2018-Rpl5                                                      | LMAT 2021-GS5 A1                                                            | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3599437 | PA      | $3602010.62   | 0.06%             | 2067-07-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                            | BRAVO 2024-NQM1 A1                                                          | CUSIP: 10570FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6535334 | PA      | $6557136.90   | 0.11%             | 2063-12-01      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                          | NWIDE V4.649 07/14/29 144A                                                  | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   9300000 | PA      | $9308391.48   | 0.16%             | 2029-07-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Meade Pipeline                                                                       | Meade Pipeline Term Loan B 200 2032-09-09                                   | CUSIP: 58307PAB8<br>LEI: 549300HJ35JIHR53KT92 | Long             | LON              | CORP              | US        |   2450000 | PA      | $2445908.50   | 0.04%             | 2032-09-22      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  40243000 | NC      | $277073.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                                                 | SFD 4.25 02/01/27 144A                                                      | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348297.80    | 0.01%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating                                                     | Charter Communications Operating Term Loan B-4 200 2030-11-25               | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     99239 | PA      | $99098.65     | 0.00%             | 2030-12-09      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES4                                                                       | EFMT 2025-CES4 A1                                                           | CUSIP: 267954AA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-O            | CORP              | US        |  14284811 | PA      | $14306552.00  | 0.25%             | 2060-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $1007981.87   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                              | LGENSO 5.375 07/02/27 144A                                                  | CUSIP: 50205MAC3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   9650000 | PA      | $9713933.95   | 0.17%             | 2027-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NLT 2025-NQM1 TRUST                                                                  | NLT 2025-NQM1 PT                                                            | CUSIP: 629154AJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  37763885 | PA      | $39456273.77  | 0.69%             | 2070-10-25      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                              | EQH 1.8 03/08/28 144A                                                       | CUSIP: 29449WAF4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11375470.44  | 0.20%             | 2028-03-08      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BXMT 2020-FL2 LTD                                                                    | BXMT 2020-FL2 A                                                             | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    648691 | PA      | $648585.53    | 0.01%             | 2038-02-18      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                                   | MTN 5.625 07/15/30 144A                                                     | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6942092.50   | 0.12%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc.                                                                   | GXO 6.25 05/06/29                                                           | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15550199.40  | 0.27%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Six Flags                                                                            | Six Flags Term Loan B 200 2031-04-10                                        | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |   2351446 | PA      | $2313234.82   | 0.04%             | 2031-05-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Vontier Corporation                                                                  | VNT 2.4 04/01/28                                                            | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3738155.50   | 0.06%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                       | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  79003000 | NC      | $363498.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                    | BRO 4.7 06/23/28                                                            | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1153327.93   | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $631360.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-NQM1                                        | GSMBS 2020-NQM1 A1                                                          | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1023510 | PA      | $976654.30    | 0.02%             | 2060-09-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNA 2020-M23 X1                                                             | CUSIP: 3136B9J32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   5856267 | PA      | $445993.38    | 0.01%             | 2035-03-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| CDW FINANCE CORP                                                                     | CDW 3.25 02/15/29                                                           | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $771396.71    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Guggenheim Funds Trust                                                               | Guggenheim Ultra Short Duration Fund                                        | CUSIP: 40169J523<br>LEI: 54930033G24U3UGWK691 | Long             | EC               | RF                | US        |   3513554 | NS      | $35311217.65  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                           | RABOBK V1.98 12/15/27 144A                                                  | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  10000000 | PA      | $9836585.60   | 0.17%             | 2027-12-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -35665000 | NC      | $-29486.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-419808.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-9                                                    | VERUS 2025-9 A2                                                             | CUSIP: 92490EAH6<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-O            | CORP              | US        |   1186031 | PA      | $1180130.21   | 0.02%             | 2070-10-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V3.772 01/24/29 GMTN                                                     | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    361000 | PA      | $356163.74    | 0.01%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| LG Electronics Inc.                                                                  | LGELEC 5.625 04/24/27 144A                                                  | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |  11000000 | PA      | $11128644.34  | 0.19%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance Bv                                                            | DAR 4.5 07/15/32 144A                                                       | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |   2050000 | PA      | $2357488.17   | 0.04%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO IV LTD                                                                  | OR 2020-4A A1R                                                              | CUSIP: 691200AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18663609 | PA      | $18647812.59  | 0.32%             | 2033-08-22      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2026-INV2                                                            | NYMT 2026-INV2 A1                                                           | CUSIP: 62957XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4523874.26   | 0.08%             | 2061-04-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                            | XYZ 2.75 06/01/26                                                           | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7714665.43   | 0.13%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                     | AMCR 5.8 06/15/31                                                           | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2587787.98   | 0.04%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                                 | MQGAU V1.629 09/23/27 144A                                                  | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  16750000 | PA      | $16519097.06  | 0.29%             | 2027-09-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                              | NACN V5.6 07/02/27                                                          | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   4650000 | PA      | $4663689.97   | 0.08%             | 2027-07-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| OBRA LONGEVITY RFF CL A NTS FUNDED                                                   | OBRA LONGEVITY RFF CL A NTS FUNDED                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5850000 | PA      | $6069593.88   | 0.11%             | 2039-06-30      | Fixed         | 8.48%                 | No            |                  3 | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED V1.726 04/01/27                                                      | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   9800000 | PA      | $9800000.00   | 0.17%             | 2027-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -25475000 | NC      | $-25485.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2024-9                                                       | VERUS 2024-9 A3                                                             | CUSIP: 92540RAE4<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-O            | CORP              | US        |   1591845 | PA      | $1597530.97   | 0.03%             | 2069-11-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XXI LLC                                                                 | OR 2025-21A A                                                               | CUSIP: 69120UAA1<br>LEI: 2549000CE1W4KBWC2X49 | Long             | ABS-CBDO         | CORP              | US        |  21193604 | PA      | $21231328.18  | 0.37%             | 2034-07-24      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| NLT 2026-NQM1 TRUST                                                                  | NLT 2026-NQM1 TRUST CMO 2071-02-25 USD                                      | CUSIP: 62916WAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1360207 | PA      | $1350477.68   | 0.02%             | 2071-02-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                  | BPL 3.95 12/01/26                                                           | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    920000 | PA      | $910736.81    | 0.02%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XXXII LP                                                       | CERB 2021-2A B                                                              | CUSIP: 15674LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3978811.20   | 0.07%             | 2033-04-22      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                    | CSCHLD 4.125 12/01/30 144A                                                  | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $150022.15    | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                 | FIGRE 2024-HE6 A                                                            | CUSIP: 31684DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4065328 | PA      | $4087271.40   | 0.07%             | 2054-12-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| TransMontaigne                                                                       | TransMontaigne Term Loan B 250 2028-11-01                                   | CUSIP: 89376WAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5950000 | PA      | $5936612.50   | 0.10%             | 2028-11-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                                                              | BROWN GROUP HOLDING LLC                                                     | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    982538 | PA      | $983402.33    | 0.02%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KROLL (DEERFIELD) 1L TLB CL USD                                                      | KROLL (DEERFIELD) 1L TLB CL USD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5696825 | PA      | $5676312.69   | 0.10%             | 2032-09-13      | Floating      | 4.72%                 | No            |                  3 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-4                                                | HVMLT 2006-14 2A1A                                                          | CUSIP: 41162NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1564646 | PA      | $1492731.83   | 0.03%             | 2047-01-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                      | SBATOW 1.631 11/15/26 144A                                                  | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5723000 | PA      | $5629487.32   | 0.10%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                    | CMPDC 2025-1A A1                                                            | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5465919.25   | 0.09%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                             | AESOP 2021-1A A                                                             | CUSIP: 05377REH3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4729167 | PA      | $4699564.45   | 0.08%             | 2027-08-20      | Fixed         | 1.38%                 | 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        |   1560408 | PA      | $1553930.41   | 0.03%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 53 LLC                                                         | CERB 2025-4A B                                                              | CUSIP: 15674YAC2<br>LEI: 635400YQBXB1DKX6JK08 | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3488948.05   | 0.06%             | 2038-01-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE STRATEGIC CAP HLDNG II                                                    | BLACKSTONE STRATEGIC CAP HLDNG II                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12000000.00  | 0.21%             | 2033-12-31      | Floating      | 5.64%                 | No            |                  3 | On Loan: No      |
| PRPM 2025-5 LLC                                                                      | PRPM 2025-5 A1                                                              | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3241946 | PA      | $3235190.72   | 0.06%             | 2030-07-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 4.55 01/15/31                                                            | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   9680000 | PA      | $9592109.96   | 0.17%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                                  | TMCL 2020-2A A                                                              | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   2302557 | PA      | $2168775.70   | 0.04%             | 2045-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3                                            | BRAVO 2025-NQM8 A1B                                                         | CUSIP: 10571JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4317568 | PA      | $4297267.03   | 0.07%             | 2065-06-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 51 LLC                                                         | CERB 2025-2A A                                                              | CUSIP: 15675QAA2<br>LEI: 635400BNBEZ5CT8GJB24 | Long             | ABS-CBDO         | CORP              | US        |  28000000 | PA      | $27988276.40  | 0.49%             | 2037-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| First Nlc Trust 2005-2                                                               | FNLC 2005-4 A4                                                              | CUSIP: 32113JCG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    984654 | PA      | $973844.14    | 0.02%             | 2036-02-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | JPY CALL VERSUS USD PUT                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  12668000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BR SECONDARIES & LQDITY SOLUTIONS                                                    | BR SECONDARIES & LQDITY SOLUTIONS                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2515826 | PA      | $2516104.08   | 0.04%             | 2030-06-15      | Floating      | 6.60%                 | No            |                  3 | On Loan: No      |
| Entain (fka GVC Holdings)                                                            | Entain (fka GVC Holdings) Term Loan B 225 2032-07-21                        | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | US        |   3920300 | PA      | $3912969.04   | 0.07%             | 2032-07-21      | Floating      | 5.95%                 | 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        |  13550000 | PA      | $13493806.80  | 0.23%             | 2038-04-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 COMMERCIAL MORTGAGE TRUST                                             | CSAIL 2019-C15 XA                                                           | CUSIP: 22945DAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17185364 | PA      | $381597.57    | 0.01%             | 2052-03-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC                                                                 | CLIF 2021-1A A                                                              | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |   8400447 | PA      | $7787671.94   | 0.14%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                     | LNC 4.625 05/28/28 144A                                                     | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $8751265.69   | 0.15%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-48255.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                         | B 0 04/21/26                                                                | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $349297.57    | 0.01%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                                 | JXN 4.7 06/05/28 144A                                                       | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  13700000 | PA      | $13693206.86  | 0.24%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-12                                                     | AOMT 2025-12 A2                                                             | CUSIP: 03466KAD8<br>LEI: 254900ZULW8CAJ29C630 | Long             | ABS-O            | CORP              | US        |   4513359 | PA      | $4479628.33   | 0.08%             | 2070-12-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                 | RKT 6.125 08/01/30 144A                                                     | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6850000 | PA      | $6913204.95   | 0.12%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2018-2                                          | DRMT 2025-CES1 A1B                                                          | CUSIP: 24380WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4034052 | PA      | $4032661.92   | 0.07%             | 2055-10-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                   | NWL 6.375 05/15/30                                                          | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3359701.10   | 0.06%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cars Db4 LP                                                                          | CAUTO 2020-1A A3                                                            | CUSIP: 12510HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    877722 | PA      | $819671.23    | 0.01%             | 2050-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust 2025-INV2                                                            | NYMT 2025-INV2 A2                                                           | CUSIP: 62957JAF8<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-O            | CORP              | US        |   2109379 | PA      | $2097694.71   | 0.04%             | 2060-10-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                   | NWL 6.375 09/15/27                                                          | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1548000 | PA      | $1555568.17   | 0.03%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -29451000 | NC      | $-85527.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BSPDF 2026-FL3 ISSUER LLC                                                            | BSPDF 2026-FL3 AS                                                           | CUSIP: 05594VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5250000 | PA      | $5233867.28   | 0.09%             | 2043-09-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                                                | PROTLI 4.7 01/15/31 144A                                                    | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |  14450000 | PA      | $14310782.34  | 0.25%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  38597000 | NC      | $177587.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                | AAL 3 10/15/28                                                              | CUSIP: 023771R91<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1290778 | PA      | $1250746.74   | 0.02%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 4.5 10/01/29                                                            | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8661946.11   | 0.15%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                   | ABNANV V1.542 06/16/27 144A                                                 | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  14000000 | PA      | $13908019.44  | 0.24%             | 2027-06-16      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| WhiteWater Whistler                                                                  | WhiteWater Whistler Term Loan B 175 2030-02-01                              | CUSIP: 96620EAF4<br>LEI: 549300FRGKJP12ZORL46 | Long             | LON              | CORP              | US        |   2263535 | PA      | $2256925.58   | 0.04%             | 2030-02-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-2                                                     | TPMT 2018-2 A1                                                              | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    801508 | PA      | $794966.98    | 0.01%             | 2058-03-25      | Variable      | 3.25%                 | 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        |      1202 | NC      | $-1189399.09  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HLEND CLO 2025-3 LLC                                                                 | HLEND 2025-3A A                                                             | CUSIP: 403961AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9300000 | PA      | $9261019.05   | 0.16%             | 2037-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| PRPM 2026-2 LLC                                                                      | PRPM 2026-2 A1                                                              | CUSIP: 74390XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5391811 | PA      | $5374675.78   | 0.09%             | 2031-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H6 MORTGAGE TRUST                                                         | CROSS 2025-H6 A1                                                            | CUSIP: 22758TAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10365649 | PA      | $10347041.45  | 0.18%             | 2070-07-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| SLM CORP (SALLIE MAE)                                                                | SLM 3.125 11/02/26                                                          | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12096000 | PA      | $11984497.62  | 0.21%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                      | CDS CDX.NA.HY.43.V1                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-684052.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                      | CDS CDX.NA.HY.43.V1                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-356909.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                         | B 0 04/07/26                                                                | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    460000 | PA      | $459721.51    | 0.01%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AITX FINCO LLC                                                                       | AITX FINCO LLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11500000 | PA      | $11455085.05  | 0.20%             | 2030-10-23      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| Sirius Xm Radio LLC                                                                  | SIRI 3.125 09/01/26 144A                                                    | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188791.70    | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer Llc                                                            | SPRO 2024-1A A2                                                             | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1176000 | PA      | $1204055.48   | 0.02%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XLVIII LLC                                                     | CERB 2024-4A B                                                              | CUSIP: 15675JAC4<br>LEI: 635400TT2BPIAD7JRA96 | Long             | ABS-CBDO         | CORP              | US        |   4250000 | PA      | $4237382.18   | 0.07%             | 2036-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Alumina Pty Ltd.                                                                     | AA 6.125 03/15/30 144A                                                      | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |   2442000 | PA      | $2491804.59   | 0.04%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C29                                       | WFCM 2017-C42 XA                                                            | CUSIP: 95001GAG8<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-O            | CORP              | US        |  11891307 | PA      | $138307.80    | 0.00%             | 2050-12-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                            | TPMT 2025-HE1 A1B                                                           | CUSIP: 89183LAB1<br>LEI: 2549002NBNESH9L3VV66 | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10017439.00  | 0.17%             | 2065-07-27      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| BSPRT 2025-FL12 ISSUER LLC                                                           | BSPRT 2025-FL12 A                                                           | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9100000 | PA      | $9082300.50   | 0.16%             | 2043-01-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Obsidian Issuer 2025-1 LLC                                                           | OBSI 2025-1A A                                                              | CUSIP: 67449HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7150000 | PA      | $7074041.65   | 0.12%             | 2055-05-15      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| HOMES 2025-AFC2 TRUST                                                                | HOMES 2025-AFC2 A1A                                                         | CUSIP: 43761YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12618331 | PA      | $12655480.52  | 0.22%             | 2060-06-25      | Variable      | 5.47%                 | 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        |   9072560 | PA      | $8983956.91   | 0.16%             | 2056-01-25      | Variable      | 4.84%                 | 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        |   9490744 | PA      | $9457010.68   | 0.16%             | 2065-12-26      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| BLUE OWL IV (FKA DYAL IV) SR SEC B                                                   | BLUE OWL IV (FKA DYAL IV) SR SEC B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2472000 | PA      | $2412720.44   | 0.04%             | 2045-08-22      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| CVR Energy Inc.                                                                      | CVI 5.75 02/15/28 144A                                                      | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   1359000 | PA      | $1344037.95   | 0.02%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dryden 37 Senior Loan Fund                                                           | DRSLF 2015-37A SUB                                                          | CUSIP: 26249YAE1<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    448198 | PA      | $800.08       | 0.00%             | 2031-01-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES1                                                        | RCKT 2025-CES1 A1A                                                          | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2075095 | PA      | $2085214.30   | 0.04%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-B1                                          | CGCMT 2017-B1 XA                                                            | CUSIP: 17326CBE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18863806 | PA      | $123729.59    | 0.00%             | 2050-08-17      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                               | ALK 5.021 10/20/29 144A                                                     | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   6720000 | PA      | $6652068.33   | 0.12%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BCC MIDDLE MARKET CLO 2019-1 LLC                                                     | BCMM 2019-1A A1RR                                                           | CUSIP: 05550GAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20750000 | PA      | $20644175.00  | 0.36%             | 2036-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| STWD 2025-FL4 LLC                                                                    | STWD 2025-FL4 AS                                                            | CUSIP: 863922AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3700000 | PA      | $3681574.00   | 0.06%             | 2042-11-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                              | LGENSO 5 04/02/29 144A                                                      | CUSIP: 50205MAK5<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   2900000 | PA      | $2903942.93   | 0.05%             | 2029-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HarbourVest Partners                                                                 | HarbourVest Partners Term Loan B 200 2030-04-01                             | CUSIP: 41165QAN7<br>LEI: 54930029KR62LTFQ8M21 | Long             | LON              | CORP              | US        |   1895250 | PA      | $1890511.88   | 0.03%             | 2030-04-22      | Floating      | 5.70%                 | No            |                  3 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-3068547.94  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NYMT Loan Trust 2025-INV2                                                            | NYMT 2025-INV2 A1                                                           | CUSIP: 62957JAC5<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-O            | CORP              | US        |   9811067 | PA      | $9760153.45   | 0.17%             | 2060-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| team.blue                                                                            | team.blue Term Loan B 325 2032-07-01                                        | CUSIP: 000000000<br>LEI: 549300DR8PIYMOZ4YU85 | Long             | LON              | CORP              | US        |    547250 | PA      | $521255.63    | 0.01%             | 2032-07-12      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2025-CES8                                                        | RCKT 2025-CES8 A1A                                                          | CUSIP: 74939WAA8<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-O            | CORP              | US        |   7739662 | PA      | $7724618.33   | 0.13%             | 2055-08-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| QTS GOOD NEWS FACILITY TL                                                            | QTS GOOD NEWS FACILITY TL                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11450000 | PA      | $11444539.96  | 0.20%             | 2028-10-09      | Floating      | 6.70%                 | No            |                  3 | On Loan: No      |
| EAGLE POINT 1L TL                                                                    | EAGLE POINT 1L TL                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880667 | PA      | $880667.00    | 0.02%             | 2028-03-31      | Floating      | 7.62%                 | No            |                  3 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                       | PENSKE 5.25 07/01/29 144A                                                   | CUSIP: 709599CA0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4818974.13   | 0.08%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OBX TR 2025-NQM3                                                                     | OBX 2025-NQM3 A3                                                            | CUSIP: 67448YAE4<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-O            | CORP              | US        |   1121859 | PA      | $1126773.14   | 0.02%             | 2064-12-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Kaseya                                                                               | Kaseya First-lien Term Loan 325 2032-02-23                                  | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |   2950000 | PA      | $2747187.50   | 0.05%             | 2032-03-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-149622.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVIGATOR 2025-1 AVIATION LTD                                                        | NAVTR 2025-1 A                                                              | CUSIP: 63943GAA0<br>LEI: 984500AWDV89795F0342 | Long             | ABS-O            | CORP              | KY        |   3948190 | PA      | $3868386.31   | 0.07%             | 2050-10-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                     | VBTEL 2024-1A C2                                                            | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4028660.80   | 0.07%             | 2054-05-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                               | STANLN V5.688 05/14/28 144A                                                 | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  10600000 | PA      | $10725371.92  | 0.19%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2021-GS3                                                 | LMAT 2021-GS3 A1                                                            | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16010091 | PA      | $16015181.98  | 0.28%             | 2061-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM3                                        | NRZT 2025-NQM3 A1                                                           | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-O            | CORP              | US        |   2718304 | PA      | $2731511.02   | 0.05%             | 2065-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | USD/EUR FORWARD                                                             | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11998.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avilease Capital Ltd.                                                                | AVILES 4.75 11/12/30 144A                                                   | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |   3225000 | PA      | $3138376.66   | 0.05%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                | BSABS 2006-HE9 2A                                                           | CUSIP: 07389MAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    603975 | PA      | $597516.36    | 0.01%             | 2036-11-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2025-SFR1 TRUST                                                   | TCN 2025-SFR1 A                                                             | CUSIP: 895974AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8694995 | PA      | $8678691.74   | 0.15%             | 2042-03-19      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUS                                                  | CLAST 2025-2A A                                                             | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13220577 | PA      | $13215087.91  | 0.23%             | 2050-08-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-5                                                        | SEMT 2024-5 A11                                                             | CUSIP: 81743CAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    488102 | PA      | $487219.59    | 0.01%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PRKCM 2022-AFC2 TRUST                                                                | PRKCM 2022-AFC2 A3                                                          | CUSIP: 69377TAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1224160 | PA      | $1221716.01   | 0.02%             | 2057-08-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Bcred CLO 2026-1 LLC                                                                 | BCRED 2026-1A A                                                             | CUSIP: 05557LAA7<br>LEI: 25490083OXQDCR6C9A06 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $14928111.00  | 0.26%             | 2039-04-24      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| MAST 2026-1 LTD / MAST 2026-1 LLC                                                    | MASTT 2026-1A A                                                             | CUSIP: 57631AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3131250 | PA      | $3077937.90   | 0.05%             | 2051-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ArcLight GCX                                                                         | ArcLight GCX Term Loan B 225 2032-12-06                                     | CUSIP: 00162DAE5<br>LEI: 2549009G4C2J89LNWS21 | Long             | LON              | CORP              | US        |    350000 | PA      | $349671.00    | 0.01%             | 2032-12-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Assurant Inc.                                                                        | AIZ 4.9 03/27/28                                                            | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351471.80    | 0.01%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2025-RRTL1                                   | GRADE 2025-RRTL1 A1                                                         | CUSIP: 79582NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7300000 | PA      | $7266529.50   | 0.13%             | 2040-10-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                     | NTT F 07/16/28 144A                                                         | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $5038401.45   | 0.09%             | 2028-07-16      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-NQM7                                            | BRAVO 2025-NQM7 A1                                                          | CUSIP: 10570TAP0<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-O            | CORP              | US        |  11507502 | PA      | $11544211.36  | 0.20%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2017-2AA                                        | AAL 3.35 10/15/29 AA                                                        | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2079291 | PA      | $2009756.11   | 0.03%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                     | UWMC 6.625 02/01/30 144A                                                    | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $141475.78    | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KROLL (DEERFIELD) 1L CL REV UNFUND                                                   | KROLL (DEERFIELD) 1L CL REV UNFUND                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125254 | PA      | $125254.06    | 0.00%             | 2032-09-13      | Floating      | 8.48%                 | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust 2023-CES1                                                  | TPMT 2023-CES1 A1A                                                          | CUSIP: 89181XAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530739 | PA      | $531043.31    | 0.01%             | 2063-07-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NQM1 TRUST                                                                 | CSMC 2020-NQM1 A2                                                           | CUSIP: 126401AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    884105 | PA      | $840985.73    | 0.01%             | 2065-05-25      | Variable      | 2.41%                 | No            |                  3 | 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        |   7250000 | PA      | $7250000.00   | 0.13%             | 2043-10-19      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Compass Minerals International Inc.                                                  | CMP 8 07/01/30 144A                                                         | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   5498000 | PA      | $5689418.37   | 0.10%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                     | BANK OF MONTREAL CHICAGO TRI PARTY                                          | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | RA               | CORP              | US        |  16128979 | PA      | $16128979.00  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                          | BOFA SECURITIES INC TRI PARTY                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | RA               | CORP              | US        |  37220720 | PA      | $37220720.00  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V4.942 09/10/30                                                        | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   9150000 | PA      | $9197146.11   | 0.16%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL L                                                             | OUTFRONT MEDIA CAPITAL LLC                                                  | CUSIP: 000000000<br>LEI: 5493005WC7J0FDMW0610 | Long             | LON              | CORP              | US        |   4200000 | PA      | $4202646.00   | 0.07%             | 2032-09-24      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| EVERCORE INC                                                                         | EVERCORE INC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4974103.40   | 0.09%             | 2030-07-24      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| ELDRIDGE CLO 2025-2 LTD                                                              | ELD 2025-2A A2                                                              | CUSIP: 28473AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3681537.74   | 0.06%             | 2039-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| QTS GOOD NEWS FCLTY REVR FUNDED                                                      | QTS GOOD NEWS FCLTY REVR FUNDED                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3467056 | PA      | $3467055.92   | 0.06%             | 2028-10-09      | Floating      | 6.95%                 | No            |                  3 | On Loan: No      |
| Taco Bell Funding Llc                                                                | BELL 2025-1A A2I                                                            | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10350000 | PA      | $10190986.74  | 0.18%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CMFT NET LEASE MASTER ISSUER LLC                                                     | CIMNL 2021-1 A5                                                             | CUSIP: 12575AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2778420.00   | 0.05%             | 2051-07-20      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL2 TRUST                                                                 | ATLX 2024-RPL2 A1                                                           | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14362472 | PA      | $13940734.11  | 0.24%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP TRUST 2007-9                                        | SASC 2007-BC4 A1                                                            | CUSIP: 86365DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5810650 | PA      | $5684918.88   | 0.10%             | 2037-11-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| NLT 2026-NQM1 TRUST                                                                  | NLT 2026-NQM1 TRUST CMO 2071-02-25 USD                                      | CUSIP: 62916WAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1088585 | PA      | $1044159.14   | 0.02%             | 2071-02-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| HLEND CLO 2025-4 LLC                                                                 | HLEND 2025-4A B                                                             | CUSIP: 43367AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10550000 | PA      | $10517869.98  | 0.18%             | 2037-08-17      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                                  | FSK 2.625 01/15/27                                                          | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7181587.15   | 0.12%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES SERIES 2006-CB2                       | CBASS 2006-CB2 AV                                                           | CUSIP: 12498NAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    766620 | PA      | $751787.32    | 0.01%             | 2036-12-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY IXIS REAL ESTATE CAPITAL TRUST 2006-2                                 | MSIX 2006-2 A3                                                              | CUSIP: 617463AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3526950 | PA      | $1137649.84   | 0.02%             | 2036-11-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                            | MSCI 3.875 02/15/31 144A                                                    | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    379000 | PA      | $358266.71    | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STORE MASTER FUNDING I LLC                                                           | STR 2025-1A A4                                                              | CUSIP: 86212FAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2094750 | PA      | $2053648.49   | 0.04%             | 2055-10-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-1800679.90  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RWC COMMERCIAL MORTGAGE 2025-1                                                       | RWC 2025-1 A                                                                | CUSIP: 78348LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5084297 | PA      | $5054267.88   | 0.09%             | 2040-06-27      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR2 TRUST                                                   | TCN 2024-SFR2 A                                                             | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4984218 | PA      | $4947040.37   | 0.09%             | 2040-06-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Obligations Cash Management                                         | Dreyfus Treasury Obligations Cash Management TREASURY INSTNAL               | CUSIP: 261908107<br>LEI: 549300MKKM9KT7BF6329 | Long             | STIV             | RF                | US        | 115856314 | NS      | $115856314.28 | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C2                                          | CGCMT 2016-C2 XA                                                            | CUSIP: 17291CBW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4326650 | PA      | $1457.22      | 0.00%             | 2049-08-12      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE IX LLC                                                      | TCF 2025-1A A                                                               | CUSIP: 89679QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13055000 | PA      | $13033581.97  | 0.23%             | 2050-06-20      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies                                                                | Minerals Technologies Term Loan B 200 2031-11-12                            | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |   3456250 | PA      | $3460570.31   | 0.06%             | 2031-11-26      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Prpm 2025-7 LLC                                                                      | PRPM 2025-7 A1                                                              | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11296167 | PA      | $11258659.08  | 0.20%             | 2030-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA5854                                                                   | CUSIP: 31418FQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    965594 | PA      | $984294.68    | 0.02%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                            | VNOM 4.9 08/01/30                                                           | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5496370.00   | 0.10%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                   | BX 2024-VLT4 B                                                              | CUSIP: 05612TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7800000 | PA      | $7751250.00   | 0.13%             | 2041-06-17      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RJ1966                                                                   | CUSIP: 3142GSFG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8739028 | PA      | $9058017.83   | 0.16%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cd 2016-Cd1 Mortgage Trust                                                           | CD 2016-CD1 XA                                                              | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4358152 | PA      | $187.40       | 0.00%             | 2049-08-12      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-INV7                                                             | PMTLT 2025-INV7 A8                                                          | CUSIP: 73015FAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1558621 | PA      | $1559747.70   | 0.03%             | 2056-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RB1                                       | WFCM 2017-RB1 XA                                                            | CUSIP: 95000TBV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7518096 | PA      | $55313.64     | 0.00%             | 2050-03-17      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.04 01/23/28                                                          | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7638547.50   | 0.13%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2025-64 BA                                                              | CUSIP: 3136BWY91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  10072830 | PA      | $10047800.80  | 0.17%             | 2052-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                                   | FG 4.5 01/09/29 144A                                                        | CUSIP: 30321L2M3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6856694.60   | 0.12%             | 2029-01-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1                                           | STAR 2020-1 A1                                                              | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200980 | PA      | $191883.57    | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  3 | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 4.5 08/06/30                                                             | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9956790.50   | 0.17%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Creative Planning                                                                    | Creative Planning Term Loan B 200 2031-05-05                                | CUSIP: 1261MAAE0<br>LEI: 254900A9E6SC2CI8V842 | Long             | LON              | CORP              | US        |   3923534 | PA      | $3893676.36   | 0.07%             | 2031-05-19      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI V5.75 07/15/56                                                           | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1157123.20   | 0.02%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LAKE SHORE MM CLO I LTD                                                              | THLLS 2019-1A A2R                                                           | CUSIP: 510800AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6266138.75   | 0.11%             | 2033-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                  | GRADE 2025-LOC4 A1A                                                         | CUSIP: 79589VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11628576 | PA      | $11668855.13  | 0.20%             | 2055-06-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                    | LPLA 4.625 11/15/27 144A                                                    | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1985368.70   | 0.03%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34                          | MSBAM 2017-C34 XA                                                           | CUSIP: 61767EAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21591162 | PA      | $181082.92    | 0.00%             | 2052-11-18      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  29458000 | NC      | $161072.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                               | ALK 5.308 10/20/31 144A                                                     | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    150000 | PA      | $146730.35    | 0.00%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Hunt Companies, Inc.                                                                 | HUNTCO 5.25 04/15/29 144A                                                   | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3048878.95   | 0.05%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                    | SYY 4.4 07/25/31                                                            | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4267363.80   | 0.07%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                            | TPG 4.875 05/15/31                                                          | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9807768.90   | 0.17%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-6                                                    | VERUS 2021-6 A3                                                             | CUSIP: 92538MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2052713 | PA      | $1798951.14   | 0.03%             | 2066-10-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| EAGLE POINT 1L DDTL FUNDED                                                           | EAGLE POINT 1L DDTL FUNDED                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    880667 | PA      | $880667.00    | 0.02%             | 2028-03-31      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| EAGLE POINT 1L TL                                                                    | EAGLE POINT 1L TL                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2600000 | PA      | $2600000.00   | 0.05%             | 2028-03-31      | Floating      | 7.44%                 | No            |                  3 | On Loan: No      |
| HPS PRIVATE CREDIT CLO 2025-3 LLC                                                    | HPSPR 2025-3A A1                                                            | CUSIP: 40445YAA2<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-CBDO         | CORP              | US        |  13500000 | PA      | $13508109.45  | 0.23%             | 2037-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust 2021-GS4                                                 | LMAT 2021-GS4 A1                                                            | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13160138 | PA      | $13168309.47  | 0.23%             | 2060-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1                             | MSRM 2025-SPL1 A2                                                           | CUSIP: 617946AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2843093 | PA      | $2749978.27   | 0.05%             | 2065-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | JPY CALL VERSUS USD PUT                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  10134000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2025-NQM13 TRUST                                                                 | OBX 2025-NQM13 A1                                                           | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-O            | CORP              | US        |   9929526 | PA      | $9960457.29   | 0.17%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -40242000 | NC      | $-91558.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2026-CNF3                                                             | PMTLT 2026-CNF3 A5                                                          | CUSIP: 69383XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14450000 | PA      | $14429706.86  | 0.25%             | 2057-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc                                                         | Ginkgo Bioworks Holdings Inc WT EXP 091626                                  | CUSIP: 37611X118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19663 | NC      | $39.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acrec 2026-FL4 LLC                                                                   | ACREC 2026-FL4 AS                                                           | CUSIP: 004970AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14800000 | PA      | $14752603.00  | 0.26%             | 2043-01-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE20 MORTGAGE TRUST                                                      | COMM 2018-COR3 XA                                                           | CUSIP: 12595VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  34864216 | PA      | $251179.24    | 0.00%             | 2051-05-12      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                            | CRBG 4.65 08/20/27 144A                                                     | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9507220.19   | 0.17%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization T                                                       | Station Place Securitization Trust Series 2024-SP2                          | CUSIP: 857942AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8775000 | PA      | $8775000.00   | 0.15%             | 2026-07-12      | Floating      | 5.38%                 | No            |                  3 | On Loan: No      |
| CALIFORNIA PUB FIN AUTH                                                              | CA CASGEN 1.55 10/15/2026                                                   | CUSIP: 13057EED2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3145000 | PA      | $3103475.31   | 0.05%             | 2026-10-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                     | ESGR 4.95 06/01/29                                                          | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |   7300000 | PA      | $7269110.49   | 0.13%             | 2029-06-01      | Fixed         | 4.95%                 | 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        |   7225000 | PA      | $7062285.78   | 0.12%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM1 TRUST                                                                  | OBX 2025-NQM1 A1                                                            | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-O            | CORP              | US        |   1749214 | PA      | $1756050.34   | 0.03%             | 2064-12-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                     | BMCAUS 4.375 07/15/30 144A                                                  | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4807080.99   | 0.08%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2003-W5          | ARSI 2005-W2 M1                                                             | CUSIP: 040104ND9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86948 | PA      | $86707.37     | 0.00%             | 2035-10-25      | Floating      | 4.53%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2026-28 BP                                                              | CUSIP: 38385NCV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  29300000 | PA      | $28716839.17  | 0.50%             | 2056-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C2                                   | JPMDB 2016-C2 XA                                                            | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2589560 | PA      | $25.90        | 0.00%             | 2049-06-17      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM2 TRUST                                                                 | GCAT 2025-NQM2 A1                                                           | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9892112 | PA      | $9936536.01   | 0.17%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2026-HE2                                                                 | FIGRE 2026-HE2 A                                                            | CUSIP: 31684VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3272788.86   | 0.06%             | 2056-01-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                                       | GCAT 2024-NQM2 A1                                                           | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1722458 | PA      | $1734195.06   | 0.03%             | 2059-06-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| AASET MT-1 LTD                                                                       | AASET 2025-2A A                                                             | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   7097675 | PA      | $7080169.57   | 0.12%             | 2050-02-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE BACKED SECURITIES TRUST 2025-NQM3                                        | GSMBS 2025-NQM3 A1                                                          | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-O            | CORP              | US        |   6880188 | PA      | $6875429.80   | 0.12%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| CROSS 2026-NQM1 MORTGAGE TRUST                                                       | CROSS 2026-NQM1 A2                                                          | CUSIP: 22758EAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6396739 | PA      | $6322147.65   | 0.11%             | 2061-02-25      | Variable      | 4.95%                 | 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        |       709 | NC      | $-237422.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ARBYS FUNDING LLC                                                                    | ARBYS 2020-1A A2                                                            | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6851250 | PA      | $6684111.70   | 0.12%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                                 | JXN 5.6 04/10/26 144A                                                       | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6751539.95   | 0.12%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.875 PERP GG                                                            | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5035290.00   | 0.09%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CAL FUNDING IV LTD                                                                   | CAI 2020-1A A                                                               | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   1982812 | PA      | $1902642.43   | 0.03%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                                                              | PRA Health Sciences Inc                                                     | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |  10280000 | PA      | $10197562.11  | 0.18%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Women's Care                                                                         | Women's Care First-lien Term Loan 450 2028-01-03                            | CUSIP: 97815UAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4432230 | PA      | $4144134.97   | 0.07%             | 2028-01-18      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| ANCHOR MORTGAGE TRUST 2025-RTL1                                                      | ANCHR 2025-RTL1 A1                                                          | CUSIP: 03290CAA4<br>LEI: 254900S7O2LYCU17JI96 | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2197436.56   | 0.04%             | 2040-05-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-1                                                     | TPMT 2025-1 A1A                                                             | CUSIP: 89190KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11813567 | PA      | $11749989.69  | 0.20%             | 2065-06-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| MIDCAP FUNDING XLVI TRUST                                                            | MIDCAP FUNDING XLVI TRUST                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6400000.00   | 0.11%             | 2028-04-15      | Floating      | 6.49%                 | No            |                  3 | On Loan: No      |
| Vista Point Securitization Trust 2024 CES3                                           | VSTA 2024-CES3 A1                                                           | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2112754 | PA      | $2119545.38   | 0.04%             | 2055-01-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                   | SUBWAY 2024-3A A2I                                                          | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7110000 | PA      | $7018708.31   | 0.12%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 TRUST                                                                 | GCAT 2025-NQM1 A1                                                           | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3590749 | PA      | $3595038.11   | 0.06%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| MILL CITY SECURITIES 2024-RS2 LTD                                                    | MCMLT 2024-RS2 A1                                                           | CUSIP: 59982DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1661720 | PA      | $1576121.03   | 0.03%             | 2069-08-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHR 5499 B                                                                  | CUSIP: 3137HJWE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  16673158 | PA      | $16793074.77  | 0.29%             | 2053-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.45 09/26/30                                                          | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  25825000 | PA      | $24887071.64  | 0.43%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-LP2                                                | BX 2022-LP2 C                                                               | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11410000 | PA      | $11402868.51  | 0.20%             | 2039-02-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM18 TRUST                                                                 | OBX 2024-NQM18 A2                                                           | CUSIP: 673913AB5<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-O            | CORP              | US        |   2948599 | PA      | $2956952.39   | 0.05%             | 2064-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM3 TRUST                                                                 | GCAT 2022-NQM3 A1                                                           | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7277760 | PA      | $7252846.28   | 0.13%             | 2067-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                    | LPLA 5.7 05/20/27                                                           | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  14700000 | PA      | $14835748.03  | 0.26%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP / Scientific Games US Finco Inc                         | SCGALO L 04/04/29 2                                                         | CUSIP: 80875CAC1<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |   5150000 | PA      | $5805856.00   | 0.10%             | 2029-04-04      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2026-1                                          | CLAST 2026-1A A                                                             | CUSIP: 148924AA1<br>LEI: 5493003ADMTNWVTVWM43 | Long             | ABS-O            | CORP              | US        |   4650000 | PA      | $4564392.11   | 0.08%             | 2051-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST 2022-MHIL                                              | MHP 2022-MHIL C                                                             | CUSIP: 55293DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6400000 | PA      | $6396000.00   | 0.11%             | 2039-01-18      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                          | RCKT 2025-CES5 A1A                                                          | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-O            | CORP              | US        |   5648679 | PA      | $5683907.09   | 0.10%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHR 5580 DA                                                                 | CUSIP: 3137HMWT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  28050865 | PA      | $27963870.58  | 0.49%             | 2052-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAFL 2025-RRTL2 Issuer LP                                                            | CAFL 2025-RRTL2 A1                                                          | CUSIP: 12770JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3493554.75   | 0.06%             | 2040-11-28      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 3.557 08/15/27                                                       | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    527000 | PA      | $521216.64    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | Options on Three-Month SOFR Futures                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      1478 | NC      | $406450.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                                                 | CCL 5.125 05/01/29 144A                                                     | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  13200000 | PA      | $13104717.12  | 0.23%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD3039                                                                   | CUSIP: 3132DQLU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16429490 | PA      | $16356467.22  | 0.28%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 5644 BA                                                                 | CUSIP: 3137HR5X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  43700000 | PA      | $43648958.40  | 0.76%             | 2055-07-25      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHR 5566 EA                                                                 | CUSIP: 3137HMHR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  23144119 | PA      | $23159628.34  | 0.40%             | 2051-11-25      | Fixed         | 5.00%                 | 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        |  20000000 | PA      | $20016866.00  | 0.35%             | 2036-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 50 LLC                                                         | CERB 2025-1A A                                                              | CUSIP: 15673UAA5<br>LEI: 635400VJODJ5OZQ2H763 | Long             | ABS-CBDO         | CORP              | US        |  11500000 | PA      | $11499997.70  | 0.20%             | 2037-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                               | Arconic Rolled Products Corp Term Loan B 275 2030-08-01                     | CUSIP: 04287KAG6<br>LEI: 254900G9F9HA5EP57J39 | Long             | LON              | CORP              | US        |   1749024 | PA      | $1751210.00   | 0.03%             | 2030-08-19      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2023-HE1                                                                 | FIGRE 2025-PF2 A                                                            | CUSIP: 316918AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9057446 | PA      | $8968377.41   | 0.16%             | 2055-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| STRATEGIC PARTNERS FUND VIII LP                                                      | STRATEGIC PARTNERS FUND VIII LP                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1619925 | PA      | $1619994.69   | 0.03%             | 2028-03-31      | Floating      | 6.52%                 | No            |                  3 | On Loan: No      |
| Lithia Motors Incorporated                                                           | LAD 5.5 10/01/30 144A                                                       | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2939791.05   | 0.05%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asurion                                                                              | Asurion First-lien Term Loan B-13 425 2030-09-01                            | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   4987469 | PA      | $4924077.94   | 0.09%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                  | HWIRE 2024-1A A2                                                            | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   3580000 | PA      | $3621999.13   | 0.06%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHR 5564 BA                                                                 | CUSIP: 3137HMCN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  11358923 | PA      | $11335179.44  | 0.20%             | 2051-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                        | SPLLLC 5 03/15/27                                                           | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300561.50    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V4.521 02/24/32                                                        | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5500000 | PA      | $5379514.80   | 0.09%             | 2032-02-24      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -49097000 | NC      | $-186876.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                          | BRKHEC V7.375 09/15/55                                                      | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2627731.98   | 0.05%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KREF 2021-Fl2 Ltd.                                                                   | KREF 2021-FL2 B                                                             | CUSIP: 48275RAE7<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |  10700000 | PA      | $10497627.69  | 0.18%             | 2039-02-17      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM3 TRUST                                                                 | GCAT 2025-NQM3 A1                                                           | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11803084 | PA      | $11847128.18  | 0.21%             | 2070-05-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products                                                     | Bombardier Recreational Products Term Loan B-4 (Incremental) 275 2031-01-01 | CUSIP: 09776MAT1<br>LEI: 549300DZZJW11IMTMJ24 | Long             | LON              | CORP              | US        |   3991337 | PA      | $3990697.97   | 0.07%             | 2031-01-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                               | BPLN V4.875 PERP                                                            | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   6280000 | PA      | $6199703.92   | 0.11%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-1                                                    | VERUS 2025-1 A1                                                             | CUSIP: 92540TAA8<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-O            | CORP              | US        |   1010514 | PA      | $1015638.64   | 0.02%             | 2070-01-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 2.8 04/01/31                                                           | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2917871.97   | 0.05%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2023-54 GA                                                              | CUSIP: 3136BQRA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3243118 | PA      | $3269821.04   | 0.06%             | 2049-04-25      | Fixed         | 6.50%                 | 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        |   5550000 | PA      | $5533719.08   | 0.10%             | 2038-04-23      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Gcat 2025-INV3 Trust                                                                 | GCAT 2025-INV3 A5                                                           | CUSIP: 36831DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10330639 | PA      | $10431236.72  | 0.18%             | 2055-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ACE Securities Corp Home Equity Loan Trust                                           | ACE 2005-HE2 M5                                                             | CUSIP: 004421MG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228639 | PA      | $225683.84    | 0.00%             | 2035-04-25      | Floating      | 4.81%                 | No            |                  3 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2                                            | EFMT 2020-2 A3                                                              | CUSIP: 31573WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465302 | PA      | $440151.62    | 0.01%             | 2065-10-25      | Variable      | 1.64%                 | No            |                  3 | On Loan: No      |
| FS RIALTO 2025-FL10 ISSUER LLC                                                       | FSRIA 2025-FL10 A                                                           | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6350000 | PA      | $6336362.11   | 0.11%             | 2042-08-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                             | SBAC 3.125 02/01/29                                                         | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   3472000 | PA      | $3289965.82   | 0.06%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 3.2 08/15/29                                                            | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2199000 | PA      | $2074004.75   | 0.04%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cno Global Funding                                                                   | CNO 5.875 06/04/27 144A                                                     | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  13100000 | PA      | $13279128.48  | 0.23%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2025-117 NB                                                             | CUSIP: 38381NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  18669171 | PA      | $18802926.67  | 0.33%             | 2052-03-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO 42 LTD /LLC                                                                  | AGL 2025-42A B                                                              | CUSIP: 00791YAE8<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9996458.00   | 0.17%             | 2038-07-22      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  29459000 | NC      | $161078.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRTX 2025-FL7 ISSUER LTD                                                             | TRTX 2025-FL7 AS                                                            | CUSIP: 87277LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3950000 | PA      | $3931809.86   | 0.07%             | 2043-06-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2023-HE1                                                                 | FIGRE 2024-HE2 A                                                            | CUSIP: 316927AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2236954 | PA      | $2281407.54   | 0.04%             | 2054-05-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| DOGWOOD TERM LOAN                                                                    | DOGWOOD TERM LOAN                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19568176 | PA      | $19617525.08  | 0.34%             | 2032-06-24      | Fixed         | 6.45%                 | No            |                  3 | On Loan: No      |
| Insured Lending 1 Ltd.                                                               | INLEND 6.5 02/04/32 144                                                     | CUSIP: 000000000<br>LEI: 875500RRX7H6NZ8RYE90 | Long             | DBT              | CORP              | GB        |   5600000 | PA      | $6471920.00   | 0.11%             | 2032-02-04      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| Anchorage Credit Funding 4 Ltd.                                                      | ANCHF 2016-4A AR                                                            | CUSIP: 03329TAG9<br>LEI: 549300VR9XUOV1E0U888 | Long             | ABS-CBDO         | CORP              | KY        |  24650000 | PA      | $23809508.95  | 0.41%             | 2039-04-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC                                                                   | TIF 2021-1A A                                                               | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10629250 | PA      | $9696668.19   | 0.17%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                  | AVTR 4.625 07/15/28 144A                                                    | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |  10877000 | PA      | $10616098.30  | 0.18%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust Series 2006-16N                                                      | LXS 2006-16N A4A                                                            | CUSIP: 52522DAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    969391 | PA      | $874409.01    | 0.02%             | 2046-11-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                          | SKX L 09/13/32 1                                                            | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |   3042375 | PA      | $3046177.97   | 0.05%             | 2032-09-13      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM6                                            | BRAVO 2024-NQM6 A2                                                          | CUSIP: 05613JAD8<br>LEI: 254900RNYV3TS5A5VX69 | Long             | ABS-O            | CORP              | US        |   2375714 | PA      | $2378447.50   | 0.04%             | 2064-08-01      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| SERVICE EXPERTS ISSUER 2025-1 LLC                                                    | SE 2025-1A A                                                                | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2898442 | PA      | $2885689.89   | 0.05%             | 2037-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINO'S PIZZA MASTER ISSUER LLC                                                     | DPABS 2017-1A A23                                                           | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1692000 | PA      | $1680369.87   | 0.03%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2021-FL2 ISSUER LTD                                                        | FSRIA 2021-FL2 C                                                            | CUSIP: 30319YAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3237663.98   | 0.06%             | 2038-05-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                     | ANGINC 5.25 06/03/30 144A                                                   | CUSIP: 02771D2B9<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |  11150000 | PA      | $11104559.85  | 0.19%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE TRUST 2017-BNK3                    | BACM 2017-BNK3 XA                                                           | CUSIP: 06427DAT0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25994006 | PA      | $87417.84     | 0.00%             | 2050-02-17      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-8 LLC                                                                      | PRPM 2025-8 A1                                                              | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10300349 | PA      | $10253841.72  | 0.18%             | 2030-10-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LN TR 2024-2                                                           | COLT 2024-2 A1                                                              | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-O            | CORP              | US        |   1285437 | PA      | $1292614.11   | 0.02%             | 2069-04-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING DDTL UNF                                                       | FTAI AIRCRAFT LEASING DDTL UNF                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9089259 | PA      | $9.09         | 0.00%             | 2031-03-27      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| LHOME MORTGAGE TRUST 2026-RTL1                                                       | LHOME 2026-RTL1 A1                                                          | CUSIP: 50206JAA3<br>LEI: 52990026MRD22HI0T740 | Long             | ABS-O            | CORP              | US        |   5800000 | PA      | $5777770.34   | 0.10%             | 2041-01-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM3                             | MSRM 2025-NQM3 A1                                                           | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13379121 | PA      | $13415528.40  | 0.23%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Kkr Core Holding Company Llc                                                         | Kkr Core Holding Company Llc 4% SNR NTS 12/08/2031 USD (SEC REGD)           | CUSIP: 48255KAA4<br>LEI: 5493007DXHDGV3QWWI42 | Long             | DBT              | CORP              | KY        |  14942851 | PA      | $13884700.21  | 0.24%             | 2031-08-12      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Citigroup Inc.                                                                       | C V4.503 09/11/31                                                           | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9886340.30   | 0.17%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM10 TRUST                                                                 | OBX 2025-NQM10 A1                                                           | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-O            | CORP              | US        |  11115122 | PA      | $11150498.15  | 0.19%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2024-103 M                                                              | CUSIP: 3136BUPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  13152718 | PA      | $13266371.94  | 0.23%             | 2050-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2025-62 BA                                                              | CUSIP: 3136BWZA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  22107478 | PA      | $22344934.91  | 0.39%             | 2051-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                            | CRBG 5.75 07/02/26 144A                                                     | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7276006.48   | 0.13%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corpay (fka FleetCor Technologies)                                                   | Corpay (fka FleetCor Technologies) Term Loan B (Incremental) 175 2032-09-27 | CUSIP: 33903RBA6<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   2294250 | PA      | $2289477.96   | 0.04%             | 2032-11-05      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARCHWEST 2025-RTL1                                                                   | ARCHW 2025-RTL1 A1                                                          | CUSIP: 039966AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5950000 | PA      | $5937199.77   | 0.10%             | 2040-10-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM8 TRUST                                                                 | CSMC 2021-NQM8 A3                                                           | CUSIP: 12659FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5971587 | PA      | $5268205.41   | 0.09%             | 2066-10-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization T                                                       | Station Place Securitization Trust Series 2025-SP1                          | CUSIP: 85772TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10600000 | PA      | $10600000.00  | 0.18%             | 2026-07-02      | Floating      | 4.97%                 | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                   | VEGLPL 6.5 01/15/34 144A                                                    | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2084888.56   | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLT 2025-3 MORTGAGE LOAN TRUST                                                      | COLT 2025-3 A1                                                              | CUSIP: 12674LAA1<br>LEI: 2138001CIB6QBPMZRF93 | Long             | ABS-O            | CORP              | US        |   6351717 | PA      | $6360283.67   | 0.11%             | 2070-03-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-15YR                                                                   | CUSIP: 01F042467<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 104284101 | PA      | $103365933.72 | 1.80%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fidelis Insurance Holdings Ltd.                                                      | FIHL 4.875 06/30/30 144A                                                    | CUSIP: 31575FAA4<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |  14800000 | PA      | $14459326.64  | 0.25%             | 2030-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC / JFIN CO-ISSUER CORP                                          | JEFFIN 5 08/15/28                                                           | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6150287.22   | 0.11%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CFMT 2022-HB9 LLC                                                                    | CFMT 2022-HB9 A                                                             | CUSIP: 12530GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    793834 | PA      | $783306.42    | 0.01%             | 2037-09-25      | Variable      | 3.25%                 | 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        |   2113738 | PA      | $2115634.24   | 0.04%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| LAKE SHORE MM CLO I LTD                                                              | THLLS 2019-1A A1R                                                           | CUSIP: 510800AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  26204131 | PA      | $26269145.64  | 0.46%             | 2033-04-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 8 LLC                                                        | ARESDL 2025-4A B                                                            | CUSIP: 039933AE6<br>LEI: 2549008VI9L2AN96MC59 | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $398676.32    | 0.01%             | 2039-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                      | SBATOW 1.84 04/15/27 144A                                                   | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1171136.76   | 0.02%             | 2027-04-15      | Fixed         | 1.84%                 | 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        |   5050000 | PA      | $4946563.38   | 0.09%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                     | GATX 3.85 03/30/27                                                          | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2883315.98   | 0.05%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Enviri Corp.                                                                         | NVRI 5.75 07/31/27 144A                                                     | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2419146.29   | 0.04%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                               | CITSEC 5.5 06/18/30                                                         | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1930259.06   | 0.03%             | 2030-06-18      | Fixed         | 5.50%                 | 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        |  22800000 | PA      | $22840191.84  | 0.40%             | 2038-11-09      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2006-3                                        | SAIL 2006-3 A5                                                              | CUSIP: 863587AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197413 | PA      | $195584.17    | 0.00%             | 2036-06-25      | Floating      | 4.09%                 | No            |                  3 | On Loan: No      |
| CERBERUS LOAN FUNDING 50 LLC                                                         | CERB 2025-1A B                                                              | CUSIP: 15673UAC1<br>LEI: 635400VJODJ5OZQ2H763 | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2243905.65   | 0.04%             | 2037-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2025-75 BA                                                              | CUSIP: 3136BXHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  23385707 | PA      | $23394834.52  | 0.41%             | 2053-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C4                                   | JPMDB 2016-C4 XA                                                            | CUSIP: 46646RAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30157833 | PA      | $33351.55     | 0.00%             | 2049-12-17      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                     | VBTEL 2026-1A C2                                                            | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $10807993.90  | 0.19%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 4.7 04/02/27                                                         | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4220000 | PA      | $4229310.88   | 0.07%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CDW FINANCE CORP                                                                     | CDW 2.67 12/01/26                                                           | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22350000 | PA      | $22089327.48  | 0.38%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 16(M)-R3 LTD                                              | GOCAP 2013-16A A1R3                                                         | CUSIP: 38181EAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9000553.50   | 0.16%             | 2039-08-09      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| DELOITTE LLP                                                                         | DELOITTE LLP                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4420946.06   | 0.08%             | 2027-05-07      | Fixed         | 3.46%                 | No            |                  3 | On Loan: No      |
| Match Group Holdings II LLC                                                          | MTCHII 4.125 08/01/30 144A                                                  | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1742254.96   | 0.03%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SBA Communications                                                                   | SBA Communications Term Loan B 175 2031-01-01                               | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |    735000 | PA      | $737146.20    | 0.01%             | 2031-01-01      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-5                                           | NRZT 2017-5A A1                                                             | CUSIP: 64828NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295694 | PA      | $294633.03    | 0.01%             | 2057-06-25      | Variable      | 5.29%                 | No            |                  3 | On Loan: No      |
| MADISON PARK FUNDING LXV LTD                                                         | MDPK 2025-65A B                                                             | CUSIP: 55823FAF2<br>LEI: 213800EBRIAZSOKC7K58 | Long             | ABS-CBDO         | CORP              | JE        |   6000000 | PA      | $6006454.80   | 0.10%             | 2038-07-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS TRI PARTY                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | RA               | CORP              | US        |  27915540 | PA      | $27915540.00  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                     | NRG 4.45 06/15/29 144A                                                      | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   9096000 | PA      | $8983710.06   | 0.16%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 49M-R2 LTD                                                | GOCAP 2020-49A A1R2                                                         | CUSIP: 38181HAC7<br>LEI: 254900HDEN0DKV4B8U17 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20041272.00  | 0.35%             | 2038-07-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-NYAH                       | JPMCC 2021-NYAH D                                                           | CUSIP: 46654EAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10200000 | PA      | $8909399.10   | 0.15%             | 2038-06-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Acore 2026-FL1 Issuer LLC                                                            | ACORE 2026-FL1 AS                                                           | CUSIP: 00485EAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2650000 | PA      | $2645735.36   | 0.05%             | 2043-08-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2025-CES1                                           | VSTA 2025-CES1 A1                                                           | CUSIP: 92842DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9430461 | PA      | $9472705.75   | 0.16%             | 2055-04-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $693221.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRATEGIC PARTNERS FUND VIII LP                                                      | STRATEGIC PARTNERS FUND VIII LP                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9517061 | PA      | $9512846.01   | 0.17%             | 2028-03-31      | Floating      | 6.52%                 | No            |                  3 | On Loan: No      |
| Cerberus Loan Funding XL LLC                                                         | CERB 2023-1A A                                                              | CUSIP: 15675AAA7<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |  16500000 | PA      | $16535648.25  | 0.29%             | 2035-03-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                    | MCHP 5.05 02/15/30                                                          | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11095204.23  | 0.19%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mutual Of Omaha Cps Global Funding                                                   | MUTOMA 5 04/01/30 144A                                                      | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15094560.15  | 0.26%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -25475000 | NC      | $-104020.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-FIX1                                                  | TPMT 2025-FIX1 A1                                                           | CUSIP: 89183MAA1<br>LEI: 2549009GWN99QN2XSG71 | Long             | ABS-O            | CORP              | US        |  12846996 | PA      | $12734617.70  | 0.22%             | 2065-09-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| IXIS REAL ESTATE CAPITAL TRUST 2006-HE1                                              | IXIS 2006-HE1 A4                                                            | CUSIP: 45071KDE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4220097 | PA      | $2182382.02   | 0.04%             | 2036-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| BXMT 2020-FL2 LTD                                                                    | BXMT 2020-FL2 B                                                             | CUSIP: 12434LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1993742.00   | 0.03%             | 2038-02-18      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-6 LLC                                                                      | PRPM 2024-6 A1                                                              | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1689077 | PA      | $1690317.49   | 0.03%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Pacific Bells                                                                        | Pacific Bells Term Loan B (Add-on) 375 2028-11-10                           | CUSIP: 69403HAN0<br>LEI: 549300VGOQXINYVBJF37 | Long             | LON              | CORP              | US        |   1525086 | PA      | $1526992.24   | 0.03%             | 2028-11-10      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-6                                                      | AOMT 2021-6 A3                                                              | CUSIP: 03465JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1999685 | PA      | $1698438.25   | 0.03%             | 2066-09-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| CEAMER FINANCE LLC 3.69 03/24/2031                                                   | CEAMER FINANCE LLC 3.69 03/24/2031                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1549719 | PA      | $1499420.83   | 0.03%             | 2031-03-24      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| Illumina Inc                                                                         | ILMN 4.75 12/12/30                                                          | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |  14400000 | PA      | $14325769.01  | 0.25%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Polaris Inc.                                                                         | PII 6.95 03/15/29                                                           | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $9111464.76   | 0.16%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust 2025-INV2                                                            | NYMT 2025-INV2 A3                                                           | CUSIP: 62957JAG6<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-O            | CORP              | US        |    343387 | PA      | $342049.31    | 0.01%             | 2060-10-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| LIGHTNING 2022-1 A FUNDED                                                            | LIGHTNING 2022-1 A FUNDED                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   6400000 | PA      | $6066201.41   | 0.11%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Qorvo Inc                                                                            | QRVO 4.375 10/15/29                                                         | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    963000 | PA      | $941719.43    | 0.02%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-3 LLC                                                                      | PRPM 2025-3 A1                                                              | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6306445 | PA      | $6288673.99   | 0.11%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                    | DINO 5.5 09/01/32                                                           | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   5575000 | PA      | $5587701.75   | 0.10%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2018-RPL9                                                                 | CSMC 2018-RPL9 A1                                                           | CUSIP: 12654PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2549028 | PA      | $2506431.26   | 0.04%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                             | AESOP 2025-1A B                                                             | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2768462.40   | 0.05%             | 2029-08-20      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2025-1 MT                                                               | CUSIP: 38385CQG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  10556885 | PA      | $10476220.71  | 0.18%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment                                                                | Flutter Entertainment Term Loan B (Incremental) 200 2032-05-17              | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | US        |  10917500 | PA      | $10781031.25  | 0.19%             | 2032-06-04      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| OBX 2025-J3 Trust                                                                    | OBX 2025-J3 A5                                                              | CUSIP: 67449KAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9359392 | PA      | $9284146.25   | 0.16%             | 2055-10-25      | Variable      | 5.00%                 | 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        |  13592000 | PA      | $13371136.80  | 0.23%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC                                                                 | QTS 2025-1A A2                                                              | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15100000 | PA      | $14931894.72  | 0.26%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Teamsystem S.p.A                                                                     | TITANL F 07/01/32 144A                                                      | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |   1100000 | PA      | $1194950.51   | 0.02%             | 2032-07-01      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk6                                                                       | BANK 2017-BNK6 XA                                                           | CUSIP: 060352AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11084058 | PA      | $70226.37     | 0.00%             | 2060-07-16      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1 TRUST                                                                   | AASET 2024-1A A1                                                            | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6047581 | PA      | $6127513.41   | 0.11%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                             | Neuberger Berman Loan Advisers CLO 47 Ltd                                   | CUSIP: 64135DAL9<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |  14350000 | PA      | $14348384.19  | 0.25%             | 2035-04-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                | ATH 5.033 07/17/30 144A                                                     | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  13850000 | PA      | $13696300.18  | 0.24%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Cno Global Funding                                                                   | CNO 4.875 12/10/27 144A                                                     | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   8650000 | PA      | $8670168.77   | 0.15%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BSPRT 2026-FL13 ISSUER LLC                                                           | BSPRT 2026-FL13 AS                                                          | CUSIP: 05620GAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.03%             | 2043-10-19      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2026-1                                                 | SGR 2026-1 A2                                                               | CUSIP: 818916AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1988642 | PA      | $1969987.93   | 0.03%             | 2066-01-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RQ0095                                                                   | CUSIP: 3142J6C92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  45129085 | PA      | $45361376.43  | 0.79%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-4                                                      | AOMT 2024-4 A1                                                              | CUSIP: 034943AA8<br>LEI: 25490046TFINGL6XED11 | Long             | ABS-O            | CORP              | US        |   3716368 | PA      | $3743176.62   | 0.07%             | 2069-01-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BXMT 2020-FL2 LTD                                                                    | BXMT 2020-FL2 AS                                                            | CUSIP: 12434LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14310000 | PA      | $14267434.91  | 0.25%             | 2038-02-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                              | GBLATL 4.5 09/18/30 144A                                                    | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  14650000 | PA      | $14101382.99  | 0.25%             | 2030-09-18      | Fixed         | 4.50%                 | 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        |   5700000 | PA      | $5432890.19   | 0.09%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                     | GATX 3.5 03/15/28                                                           | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196250.44    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V5.13 03/03/31                                                         | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $7079103.64   | 0.12%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SLAM 2025-1 LTD                                                                      | SLAM 2025-1A A                                                              | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4560932 | PA      | $4610992.38   | 0.08%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| LERNEN US FINCO LLC (COGNITA)                                                        | LERNEN US FINCO LLC (COGNITA)                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |   1500000 | PA      | $1683883.79   | 0.03%             | 2031-10-27      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Home Eqty Ln Tst                                                                     | HELT 2007-FRE1 1AV1                                                         | CUSIP: 43710XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7339923 | PA      | $7000154.53   | 0.12%             | 2037-04-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Gen Digital (fka NortonLifelock)                                                     | Gen Digital (fka NortonLifelock) Term Loan B (Incremental) 175 2032-02-09   | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    495936 | PA      | $487569.80    | 0.01%             | 2032-02-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                        | STWD 5.25 10/15/28 144A                                                     | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8897398.20   | 0.15%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                  | AVTR 3.875 11/01/29 144A                                                    | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2767669.65   | 0.05%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OBX Trust 2026-NQM2                                                                  | OBX 2026-NQM4 A1                                                            | CUSIP: 67124FAF3<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-O            | CORP              | US        |   3950000 | PA      | $3940729.87   | 0.07%             | 2066-02-25      | Variable      | 5.17%                 | 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        |     -1202 | NC      | $1569287.73   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars Db4 LP                                                                          | CAUTO 2024-2A A1                                                            | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6990583 | PA      | $6986893.70   | 0.12%             | 2054-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                      | BAMCN 4.653 11/15/30                                                        | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |  13050000 | PA      | $12934198.87  | 0.22%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MAPS TRUST 2026-1                                                                    | MAPSL 2026-1A A                                                             | CUSIP: 55293WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6569389 | PA      | $6416998.85   | 0.11%             | 2051-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL6 ISSUER LTD                                                             | TRTX 2025-FL6 A                                                             | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9250000 | PA      | $9242166.18   | 0.16%             | 2042-09-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                        | EQIX 1.55 03/15/28                                                          | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    700000 | PA      | $662638.21    | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2025-CES7                                                        | RCKT 2025-CES7 A1A                                                          | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-O            | CORP              | US        |   3996473 | PA      | $4004741.35   | 0.07%             | 2055-07-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  29400000 | NC      | $109128.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Global Funding                                                         | CONSTL 4.85 10/22/30 144A                                                   | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9799549.50   | 0.17%             | 2030-10-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-5                                                    | VERUS 2025-5 A1                                                             | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-O            | CORP              | US        |   4586391 | PA      | $4601046.12   | 0.08%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB6475                                                                   | CUSIP: 3140QSFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2310468 | PA      | $2290628.13   | 0.04%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | Options on Three-Month SOFR Futures                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      1469 | NC      | $165262.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NLT 2026-NQM1 TRUST                                                                  | NLT 2026-NQM1 TRUST CMO 2071-02-25 USD                                      | CUSIP: 62916WAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  41850000 | PA      | $1436323.34   | 0.02%             | 2071-02-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                  | MEDIND 3.875 04/01/29 144A                                                  | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  15260000 | PA      | $14761941.07  | 0.26%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -25475000 | NC      | $-25485.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virtu Financial                                                                      | Virtu Financial Term Loan B 250 2031-06-01                                  | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |   2079000 | PA      | $2075528.07   | 0.04%             | 2031-06-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corporation                                                                | VYX 5.125 04/15/29 144A                                                     | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    636000 | PA      | $608306.91    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                          | BCECN V6.875 09/15/55                                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   3360000 | PA      | $3398075.52   | 0.06%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C37                                       | WFCM 2016-C37 XA                                                            | CUSIP: 95000PAH7<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-O            | CORP              | US        |  20751870 | PA      | $31102.90     | 0.00%             | 2049-12-17      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2021-FL3 ISSUER LTD                                                        | FSRIA 2021-FL3 B                                                            | CUSIP: 30323CAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7488171.75   | 0.13%             | 2036-11-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES IX CLO LTD                                             | FCO 2017-9A A2TR                                                            | CUSIP: 34961JBC7<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |  11500000 | PA      | $11529399.75  | 0.20%             | 2033-10-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                              | ZAYO L 03/11/30 1                                                           | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    961489 | PA      | $942585.76    | 0.02%             | 2030-03-11      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -40760000 | NC      | $-37168.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                        | EFNCN 5.643 03/13/27 144A                                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   9925000 | PA      | $10006876.19  | 0.17%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-12                                                     | JPMMT 2021-12 A6                                                            | CUSIP: 46592WAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13323948 | PA      | $12472052.03  | 0.22%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| NLT 2026-NQM1 TRUST                                                                  | NLT 2026-NQM1 TRUST CMO 2071-02-25 USD                                      | CUSIP: 62916WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4581915 | PA      | $4589514.73   | 0.08%             | 2071-02-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                               | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        | -88376000 | NC      | $-336383.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 4.875 11/15/30                                                          | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  14250000 | PA      | $13994081.12  | 0.24%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Froneri                                                                              | Froneri Term Loan B 200 2031-09-02                                          | CUSIP: 000000000<br>LEI: 213800NRSZ1N2Y6LEX44 | Long             | LON              | CORP              | US        |   2287766 | PA      | $2238922.44   | 0.04%             | 2031-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Money Market Obligations Trust                                                       | Money Market Obligations Trust FH US TRSURYINST                             | CUSIP: 60934N682<br>LEI: 25490003NTA1P9CI5X97 | Long             | STIV             | RF                | US        |      4588 | NS      | $4588.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RQ0012                                                                   | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  43878590 | PA      | $43305341.90  | 0.75%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BXHPP TRUST 2021-FILM                                                                | BXHPP 2021-FILM C                                                           | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8250000 | PA      | $7156875.00   | 0.12%             | 2036-08-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-124300.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                                            | BNFP 2.947 11/02/26 144A                                                    | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |   6952000 | PA      | $6905221.52   | 0.12%             | 2026-11-02      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                                  | TMCL 2020-1A A                                                              | CUSIP: 88315LAE8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   2301907 | PA      | $2219029.92   | 0.04%             | 2045-08-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2018-2                                           | NRZT 2018-2A A1B                                                            | CUSIP: 64828CAG4<br>LEI: 549300U1MV4J7YQZG974 | Long             | ABS-O            | CORP              | US        |   3370319 | PA      | $3213143.77   | 0.06%             | 2058-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                       | PENSKE 4.2 04/01/27 144A                                                    | CUSIP: 709599AX2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498585.65    | 0.01%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Csail 2016-C6 Commercial Mortg                                                       | CSAIL 2016-C6 XA                                                            | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-O            | CORP              | US        |   1999684 | PA      | $20.00        | 0.00%             | 2049-01-15      | Variable      | 1.71%                 | 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        |  13650000 | PA      | $13634025.41  | 0.24%             | 2042-12-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                           | ACACN 3.875 08/15/26 144A                                                   | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   4550000 | PA      | $4527320.98   | 0.08%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PFP 2026-13 LTD                                                                      | PFP 2026-13 AS                                                              | CUSIP: 716966AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14700000 | PA      | $14674711.59  | 0.25%             | 2043-08-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Allison Transmission                                                                 | Allison Transmission Term Loan B (Incremental) 175 2032-10-28               | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |   6650000 | PA      | $6666625.00   | 0.12%             | 2033-01-03      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                                           | LH 1.55 06/01/26                                                            | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |  10571000 | PA      | $10521801.19  | 0.18%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Allwyn International                                                                 | Allwyn International Term Loan B (Incremental) 250 2032-10-25               | CUSIP: 02008EAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7050000 | PA      | $6909000.00   | 0.12%             | 2032-11-10      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| PRIORITY 1 ISSUER LOGISTICS DAC                                                      | PRPM 2025-RCF3 A1                                                           | CUSIP: 69392PAA3<br>LEI: 635400FLODFXG5M9HI42 | Long             | ABS-O            | CORP              | IE        |   9438776 | PA      | $9419990.26   | 0.16%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MORTGAGE TRUST 2025-1                                                     | JPMMT 2025-1 A4                                                             | CUSIP: 46658UAE1<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-O            | CORP              | US        |   4525632 | PA      | $4550460.28   | 0.08%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE DIRECT LENDING CLO 2015-1R LLC                                               | CDLC 2015-1A A11A                                                           | CUSIP: 14310QAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5150000 | PA      | $5151193.26   | 0.09%             | 2036-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc.                                                   | CMLTI 2006-WF1 A1                                                           | CUSIP: 17307G4E5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |   3063450 | PA      | $1427559.53   | 0.02%             | 2036-03-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -29400000 | NC      | $-85709.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                    | CHH 3.7 01/15/31                                                            | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   7350000 | PA      | $6897121.44   | 0.12%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST 2004-HE7                         | ABSHE 2006-HE1 M1                                                           | CUSIP: 04541GVL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1626731 | PA      | $1603519.40   | 0.03%             | 2036-01-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP                                                         | BAFC 2015-R2 3A2                                                            | CUSIP: 05990TAG2<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-O            | CORP              | US        |     94252 | PA      | $94156.13     | 0.00%             | 2037-04-29      | Floating      | 4.05%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | JPY CALL VERSUS USD PUT                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   5009000 | NC      | $1912.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                        | OMF 3.5 01/15/27                                                            | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $6916857.23   | 0.12%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2019-6                                           | NRZT 2019-6A A1B                                                            | CUSIP: 64828GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    853896 | PA      | $804130.55    | 0.01%             | 2059-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                                 | MQGAU V3.763 11/28/28 144A                                                  | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   7550000 | PA      | $7444206.46   | 0.13%             | 2028-11-28      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -40243000 | NC      | $-91561.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                 | FIGRE 2025-PF1 A                                                            | CUSIP: 316922AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4299951 | PA      | $4314625.70   | 0.07%             | 2055-06-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B2 MORTGAGE TRUST                                                     | BMARK 2018-B2 XA                                                            | CUSIP: 08161CAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  80524667 | PA      | $461060.08    | 0.01%             | 2051-02-17      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                              | BNCN 3.9 01/25/28                                                           | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1384630.31   | 0.02%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2024-5                                                       | VERUS 2024-5 A2                                                             | CUSIP: 92540HAB2<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-O            | CORP              | US        |   1871286 | PA      | $1886797.74   | 0.03%             | 2069-06-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V4.476 11/11/29                                                        | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  13650000 | PA      | $13575120.47  | 0.24%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | Options on Three-Month SOFR Futures                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |     -1469 | NC      | $-119356.25   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STWD 2021-FL2 LTD                                                                    | STWD 2021-FL2 B                                                             | CUSIP: 78486BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2187000 | PA      | $2185665.27   | 0.04%             | 2038-04-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB6862                                                                   | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6527424 | PA      | $6468158.44   | 0.11%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming                                                                    | Genesee & Wyoming Term Loan B 175 2031-04-01                                | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |   3658852 | PA      | $3638654.83   | 0.06%             | 2031-04-10      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| AASET 2024-2 LTD                                                                     | AASET 2024-2A A                                                             | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3888030 | PA      | $3916669.32   | 0.07%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRUST 2025-1                                              | PFMT 2025-1 A3                                                              | CUSIP: 74388NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4514477 | PA      | $4517429.78   | 0.08%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy                                                                           | NRG Energy Term Loan B 175 2031-04-01                                       | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |   6946835 | PA      | $6954407.52   | 0.12%             | 2031-04-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.708 03/12/32                                                          | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10150000 | PA      | $10081659.24  | 0.18%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                                          | SVC 2026-1A A                                                               | CUSIP: 78488JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3972808.00   | 0.07%             | 2056-03-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -40243000 | NC      | $-91561.09    | -0.00%            |  |  |  | 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        |  18200000 | PA      | $18287804.08  | 0.32%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2025-3                                          | CLAST 2025-3A A                                                             | CUSIP: 14855YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9055449 | PA      | $8938697.28   | 0.16%             | 2050-11-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NLT 2026-NQM1 TRUST                                                                  | NLT 2026-NQM1 TRUST CMO 2071-02-25 USD                                      | CUSIP: 62916WAK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  41850000 | PA      | $581466.19    | 0.01%             | 2071-02-25      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                         | ANGINC V7 12/01/55                                                          | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   4375000 | PA      | $4148908.75   | 0.07%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RJ2209                                                                   | CUSIP: 3142GSN38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8878963 | PA      | $9193398.24   | 0.16%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE10 LTD                                                                 | AREIT 2025-CRE10 AS                                                         | CUSIP: 00193DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3962806.40   | 0.07%             | 2030-01-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | TII 1.375 07/15/33                                                          | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5536760 | PA      | $5411929.12   | 0.09%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2025-HE3                                                                  | ACHM 2025-HE3 A                                                             | CUSIP: 00449VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3231716 | PA      | $3205301.04   | 0.06%             | 2055-11-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V1.47 09/22/27                                                          | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14794731.15  | 0.26%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Aramark                                                                              | Aramark Term Loan B-10 175 2030-06-01                                       | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   2546624 | PA      | $2546624.36   | 0.04%             | 2030-06-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  59090000 | NC      | $219334.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Soundview Home Loan Trust 2005-Opt1                                                  | SVHE 2006-OPT5 1A1                                                          | CUSIP: 83612CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3724844 | PA      | $3650775.67   | 0.06%             | 2036-07-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| OBX TR 2025-NQM3                                                                     | OBX 2025-NQM3 A2                                                            | CUSIP: 67448YAD6<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-O            | CORP              | US        |   1121859 | PA      | $1127255.31   | 0.02%             | 2064-12-01      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                | BSABS 2006-HE9 3A                                                           | CUSIP: 07389MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    695487 | PA      | $687813.39    | 0.01%             | 2036-11-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD2313                                                                   | CUSIP: 3132DPSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  30719475 | PA      | $31322684.91  | 0.54%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                | ATH 1.73 10/02/26 144A                                                      | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  14700000 | PA      | $14497769.60  | 0.25%             | 2026-10-02      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Starwood Capital Group                                                               | STAR 2026-SFR7 Trust                                                        | CUSIP: 85520GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2350000 | PA      | $2350000.00   | 0.04%             | 2043-05-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| LRECS 2025-CRE1 LLC                                                                  | LRECS 2025-CRE1 AS                                                          | CUSIP: 50230AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2550000 | PA      | $2544734.25   | 0.04%             | 2043-08-19      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AASET MT-1 LTD                                                                       | AASET 2025-3A A                                                             | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3186836 | PA      | $3142961.30   | 0.05%             | 2050-02-16      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HOMES TR 2024-AFC2                                                                   | HOMES 2024-AFC2 A1                                                          | CUSIP: 437920AC5<br>LEI: 254900GDF2MBHUV58Z95 | Long             | ABS-O            | CORP              | US        |   2661785 | PA      | $2670231.00   | 0.05%             | 2059-10-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                      | ADC 2021-1A A2                                                              | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11150000 | PA      | $11036130.63  | 0.19%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $156536.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TKO Group Holdings (UFC)                                                             | TKO Group Holdings (UFC) Term Loan B 200 2031-11-01                         | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |   2935107 | PA      | $2931349.85   | 0.05%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD                                                           | NAVTR 2021-1 A                                                              | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2025812 | PA      | $1921479.43   | 0.03%             | 2046-11-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES4                                                  | TPMT 2025-CES4 A1A                                                          | CUSIP: 89170UAA8<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-O            | CORP              | US        |   6826687 | PA      | $6791901.29   | 0.12%             | 2065-10-25      | Variable      | 5.09%                 | 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        |   2800000 | PA      | $2879592.80   | 0.05%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 4.95 10/15/32                                                           | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13886583.62  | 0.24%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BCRED CLO LTD                                                                        | BCRED CLO 2025-1 LLC                                                        | CUSIP: 05556FAC7<br>LEI: 2549001W2Y6F50VEZG93 | Long             | ABS-CBDO         | CORP              | KY        |   7400000 | PA      | $7376038.80   | 0.13%             | 2037-04-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2025-74 AT                                                              | CUSIP: 3136BXGK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  13327449 | PA      | $13225684.62  | 0.23%             | 2055-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NLT 2026-NQM1 TRUST                                                                  | NLT 2026-NQM1 TRUST CMO 2071-02-25 USD                                      | CUSIP: 62916WAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3054959 | PA      | $3059847.64   | 0.05%             | 2071-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                    | CLARIOS GLOBAL LP                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |   2250000 | PA      | $2590833.81   | 0.05%             | 2032-01-14      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                | WEC V5.625 05/15/56                                                         | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1151300.13   | 0.02%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                       | LBMLT 2006-8 2A3                                                            | CUSIP: 54251UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2177197 | PA      | $535621.94    | 0.01%             | 2036-09-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3                        | SCRT 2020-3 MT                                                              | CUSIP: 35563PSB6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2678542 | PA      | $2159938.16   | 0.04%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                    | PAA 4.7 01/15/31                                                            | CUSIP: 72650RBR2<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |  14825000 | PA      | $14779882.78  | 0.26%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-6                                                        | SEMT 2025-6 A11                                                             | CUSIP: 81749YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3028986 | PA      | $3031142.11   | 0.05%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM18 TRUST                                                                 | OBX 2024-NQM18 A3                                                           | CUSIP: 673913AC3<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-O            | CORP              | US        |   3974199 | PA      | $3987559.92   | 0.07%             | 2064-10-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017-6                                                     | TPMT 2017-6 A1                                                              | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2215834 | PA      | $2188428.08   | 0.04%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY 2021-FL2 ISSUER LTD                                          | ACRES 2026-FL4 AS                                                           | CUSIP: 00501XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6050000 | PA      | $6034309.33   | 0.10%             | 2044-08-18      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Dryden 37 Senior Loan Fund                                                           | DRSLF 2015-37A BR                                                           | CUSIP: 26249MAQ0<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    551802 | PA      | $551037.59    | 0.01%             | 2031-01-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM17 TRUST                                                                 | OBX 2024-NQM17 A2                                                           | CUSIP: 673911AD5<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-O            | CORP              | US        |   1334655 | PA      | $1343110.77   | 0.02%             | 2064-11-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                    | Jane Street Group Term Loan B 200 2031-12-01                                | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |  12357461 | PA      | $12117355.65  | 0.21%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                     | AMCX 4.25 02/15/29                                                          | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5054.89      | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 8 LLC                                                        | ARESDL 2025-4A C                                                            | CUSIP: 039933AG1<br>LEI: 2549008VI9L2AN96MC59 | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1689604.84   | 0.03%             | 2039-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2020-1 LLC                         | OAKIG 2020-1A A1                                                            | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  31366627 | PA      | $28552660.68  | 0.50%             | 2050-11-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Weir Group PLC                                                                       | WEIRLN 2.2 05/13/26 144A                                                    | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |   5410000 | PA      | $5391520.85   | 0.09%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                 | WSTOP 2020-1A A2                                                            | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7742100 | PA      | $7493860.40   | 0.13%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Madison Pk Fdg XLVIII Ltd / Llc                                                      | MDPK 2021-48A BR                                                            | CUSIP: 55821UAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  23500000 | PA      | $23475451.90  | 0.41%             | 2039-01-19      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 38 LTD                                                                   | ELM38 2025-1A B1                                                            | CUSIP: 289908AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999275.90    | 0.02%             | 2038-04-22      | Floating      | 5.12%                 | 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      | $33420.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DK CROWN HOLDINGS INC                                                                | DK CROWN HOLDINGS INC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1238120 | PA      | $1235805.01   | 0.02%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                         | THC 6.75 05/15/31                                                           | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2708652.45   | 0.05%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2016-JP2                                  | JPMCC 2016-JP2 XA                                                           | CUSIP: 46590MAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16892757 | PA      | $168.93       | 0.00%             | 2049-08-17      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| SERVICEMASTER FUNDING LLC                                                            | SERV 2020-1 A2I                                                             | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8676129 | PA      | $8248572.87   | 0.14%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C5                                                | UBSCM 2017-C5 XA                                                            | CUSIP: 90276TAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7554806 | PA      | $83212.41     | 0.00%             | 2050-11-17      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Clo 69 (M) -R                                                 | GOCAP 2023-69A BR                                                           | CUSIP: 38182GAC8<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |  18150000 | PA      | $18087333.50  | 0.31%             | 2038-11-09      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| First American Financial Corporation                                                 | FAF 4 05/15/30                                                              | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   7860000 | PA      | $7495831.58   | 0.13%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media                                                                         | Virgin Media Term Loan Y (Incremental) 325 2031-02-26                       | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    600000 | PA      | $545628.00    | 0.01%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  49097000 | NC      | $268851.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Option Care                                                                          | Option Care Term Loan B 175 2032-09-07                                      | CUSIP: 68404YAD6<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |   1791000 | PA      | $1796605.83   | 0.03%             | 2032-09-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank Of America Merrill Lynch Commercial Mortgage Trust 2016-Ubs10                   | BACM 2016-UB10 XA                                                           | CUSIP: 06054MAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2907732 | PA      | $29.08        | 0.00%             | 2049-07-16      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2018-C2                                                         | BBCMS 2018-C2 XA                                                            | CUSIP: 05491UBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27077022 | PA      | $409453.31    | 0.01%             | 2051-12-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2018-1                                          | CLAST 2018-1 A                                                              | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1086366 | PA      | $1080954.45   | 0.02%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -25475000 | NC      | $-104020.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2025-65 BA                                                              | CUSIP: 3136BWU53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  19746352 | PA      | $19779452.46  | 0.34%             | 2053-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                    | LPLA 4 03/15/29 144A                                                        | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4321307.38   | 0.08%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-4                                                     | TPMT 2024-4 A1A                                                             | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2470165 | PA      | $2472219.45   | 0.04%             | 2064-10-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  40243000 | NC      | $277073.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                            | SUN 4.5 10/01/29 144A                                                       | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   7652000 | PA      | $7393992.92   | 0.13%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vontier Corporation                                                                  | VNT 1.8 04/01/26                                                            | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $7050000.00   | 0.12%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                                                       | OWENS-BROCKWAY                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2992500 | PA      | $2957577.53   | 0.05%             | 2032-09-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ALTDE 2025-1 TRUST                                                                   | ALTDE 2025-1A A                                                             | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4489555 | PA      | $4516319.07   | 0.08%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO V4.711 07/08/31                                                      | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  13800000 | PA      | $13777195.91  | 0.24%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Valvoline Inc                                                                        | VVV 3.625 06/15/31 144A                                                     | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   7434000 | PA      | $6718404.65   | 0.12%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                         | SO V3.75 09/15/51 21-A                                                      | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    701000 | PA      | $694024.28    | 0.01%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                   | BX 2025-VOLT A                                                              | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20750000 | PA      | $20685156.25  | 0.36%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                          | NWIDE V2.972 02/16/28 144A                                                  | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  11300000 | PA      | $11143441.89  | 0.19%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | JPY CALL VERSUS USD PUT                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   2238000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO 2025-1 LTD                              | JCPDL 2025-1A A1                                                            | CUSIP: 47235BAA1<br>LEI: 213800SOG377Y9E1U217 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15030141.00  | 0.26%             | 2037-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2023-HE1                                                                 | FIGRE 2026-HE1 B                                                            | CUSIP: 30249NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1443125 | PA      | $1428355.95   | 0.02%             | 2056-01-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM9 TRUST                                                                  | OBX 2024-NQM9 A2                                                            | CUSIP: 67119DAB4<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-O            | CORP              | US        |   1696247 | PA      | $1708232.60   | 0.03%             | 2064-01-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ10                                        | GSMBS 2021-PJ10 A6                                                          | CUSIP: 36262PAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8400246 | PA      | $7816357.88   | 0.14%             | 2052-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                          | PNW 4.9 05/15/28                                                            | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4231583.96   | 0.07%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                          | GSAA 2006-3 A3                                                              | CUSIP: 362334BS2<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |   1947539 | PA      | $915319.84    | 0.02%             | 2036-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| JCP DIRECT LENDING CLO 2023-1 LTD                                                    | JCPDL 2023-1A A1R                                                           | CUSIP: 46656TAS5<br>LEI: 254900B78BA7J8JB6X59 | Long             | ABS-CBDO         | CORP              | JE        |  13000000 | PA      | $13001004.90  | 0.23%             | 2037-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BXMT 2026-FL6 LTD                                                                    | BXMT 2026-FL6 AS                                                            | CUSIP: 05620AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1587182.24   | 0.03%             | 2043-08-19      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| CVR Energy Inc.                                                                      | CVI 7.5 02/15/31 144A                                                       | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2961952.98   | 0.05%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $586555.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS SP AIRCRAFT LOAN PARTICIPATI                                                   | ATLAS SP AIRCRAFT LOAN PARTICIPATI                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9450000 | PA      | $9450000.00   | 0.16%             | 2030-12-12      | Floating      | 0.00%                 | 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        |  14064000 | PA      | $14303917.78  | 0.25%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XXII LLC                                                                | OR 2025-22A A                                                               | CUSIP: 69121AAA4<br>LEI: 254900R8KCHZBP66MP06 | Long             | ABS-CBDO         | CORP              | US        |  20300000 | PA      | $20339704.77  | 0.35%             | 2037-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BLUE STREAM ISSUER LLC                                                               | BSTRM 2024-1A A2                                                            | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3610000 | PA      | $3642703.35   | 0.06%             | 2054-11-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 6 LLC                                                        | ARESDL 2025-2A A2                                                           | CUSIP: 039960AC3<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $14000326.20  | 0.24%             | 2037-10-16      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST 2020-1                                               | RMLT 2020-1 A1                                                              | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26451 | PA      | $26350.66     | 0.00%             | 2060-01-25      | Variable      | 2.38%                 | No            |                  3 | On Loan: No      |
| Copper River CLO Ltd                                                                 | Copper River CLO Ltd                                                        | CUSIP: 217563AC9<br>LEI: 5493005HHHXVM8NBWY47 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $50.00        | 0.00%             | 2021-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                     | NTT 4.62 07/16/28 144A                                                      | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1600000 | PA      | $1606082.61   | 0.03%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PRPM 2026-1 LLC                                                                      | PRPM 2026-1 A1                                                              | CUSIP: 74449BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9167541 | PA      | $9070751.30   | 0.16%             | 2031-02-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2023-134 BA                                                             | CUSIP: 38384EJU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   5611235 | PA      | $5627313.75   | 0.10%             | 2045-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STORE MASTER FUNDING I LLC                                                           | STR 2021-1A A3                                                              | CUSIP: 86190BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6784936 | PA      | $6387495.95   | 0.11%             | 2051-06-20      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Focus Financial                                                                      | Focus Financial Term Loan B-8 (add-on) 275 2031-09-01                       | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   4813564 | PA      | $4651587.79   | 0.08%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust                                                              | Starwood Property Trust Term Loan B 200 2030-01-01                          | CUSIP: 85570DAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1491008 | PA      | $1489143.74   | 0.03%             | 2030-01-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2025-52 GA                                                              | CUSIP: 3136BWWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  19426840 | PA      | $19444908.96  | 0.34%             | 2053-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                           | J.P. MORGAN SECURITIES LLC TRI PARTY                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |  31017267 | PA      | $31017267.00  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortitude Global Funding                                                             | FORTRE 4.625 10/06/28 144A                                                  | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |  17750000 | PA      | $17569816.73  | 0.31%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COLT 2021-2 MORTGAGE LOAN TRUST                                                      | COLT 2021-2 M1                                                              | CUSIP: 19685WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1069259.70   | 0.02%             | 2066-08-25      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL2 LLC                                                                   | PRPM 2024-RPL2 A1                                                           | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3513981 | PA      | $3426604.50   | 0.06%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GHOST 2025-1A A                                                             | CUSIP: 37556TAA4<br>LEI: 549300WTZWR07K8MNV44 | Long             | ABS-O            | CORP              | US        |   4987024 | PA      | $5022907.49   | 0.09%             | 2050-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-2                        | SCRT 2020-2 MT                                                              | CUSIP: 35563PQN2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1543718 | PA      | $1240136.99   | 0.02%             | 2059-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings, Ltd.                                                       | PSHNA 3.25 10/01/31 144A                                                    | CUSIP: 000000000<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |  25600000 | PA      | $22981012.74  | 0.40%             | 2031-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL ESCROW CORP                                                             | AMCR 4.875 07/15/26 144A                                                    | CUSIP: 085770AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5165000 | PA      | $5165545.01   | 0.09%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES4                                                        | RCKT 2024-CES4 A1A                                                          | CUSIP: 74939FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3490242 | PA      | $3514196.44   | 0.06%             | 2044-06-25      | Variable      | 6.15%                 | 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        |  22750000 | PA      | $22717312.80  | 0.39%             | 2043-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 4.8 02/15/31                                                           | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14032036.90  | 0.24%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2022-1                                                 | SGR 2022-1 A3                                                               | CUSIP: 78433QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1489903 | PA      | $1380909.93   | 0.02%             | 2062-03-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUS                                                  | CLAST 2025-1A A                                                             | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1904883 | PA      | $1918495.33   | 0.03%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2026-CES1                                                  | TPMT 2026-CES1 A1                                                           | CUSIP: 89190LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2393740 | PA      | $2378769.58   | 0.04%             | 2066-01-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA5880                                                                   | CUSIP: 31418FRA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156523 | PA      | $159628.99    | 0.00%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-285021.84   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2025-NQM16 TRUST                                                                 | OBX 2025-NQM16 A1                                                           | CUSIP: 67122DAC7<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-O            | CORP              | US        |  11443940 | PA      | $11386642.41  | 0.20%             | 2065-08-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -59090000 | NC      | $-172265.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kkr Clo 16 Ltd. / Kkr Clo 16 LLC                                                     | KKR 16 A2R3                                                                 | CUSIP: 48251BBG4<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2291904.23   | 0.04%             | 2034-10-20      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM1                                               | BARC 2023-NQM1 A1A                                                          | CUSIP: 066940AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1044146 | PA      | $1047954.87   | 0.02%             | 2063-01-25      | Variable      | 6.03%                 | 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        |  11000000 | PA      | $10017540.50  | 0.17%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                            | JBL 1.7 04/15/26                                                            | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3795130.53   | 0.07%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -40760000 | NC      | $-170953.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                                   | CLIF 2020-3A A                                                              | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |   7796333 | PA      | $7337074.77   | 0.13%             | 2045-10-18      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Concentra                                                                            | Concentra Term Loan B 200 2031-07-01                                        | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |    396000 | PA      | $396990.00    | 0.01%             | 2031-07-28      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                                 | BHF 5.55 04/09/27 144A                                                      | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |  34500000 | PA      | $34721967.48  | 0.60%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CEAMER FINANCE IV LLC                                                                | CEAMER FINANCE IV LLC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4400000 | PA      | $4376213.42   | 0.08%             | 2040-12-15      | Floating      | 6.18%                 | No            |                  3 | On Loan: No      |
| BRSP 2026-FL3 Ltd / BRSP 2026-FL3 LLC                                                | BRSP 2026-FL3 AS                                                            | CUSIP: 116686AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5900000 | PA      | $5874739.74   | 0.10%             | 2043-08-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                            | SUN 5.875 07/15/27 144A                                                     | CUSIP: 86765KAH2<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79952.38     | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RA8397                                                                   | CUSIP: 3133KQKJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14492448 | PA      | $14434661.03  | 0.25%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Corp                                                    | Calpine Construction Finance Corp Term Loan B 175 2030-07-01                | CUSIP: 13134NAK7<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |   7100000 | PA      | $7098864.00   | 0.12%             | 2030-07-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                   | SUBWAY 2024-1A A2I                                                          | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8788750 | PA      | $8845468.20   | 0.15%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| STWD 2021-FL2 LTD                                                                    | STWD 2021-FL2 AS                                                            | CUSIP: 78486BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $549923.00    | 0.01%             | 2038-04-16      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST                                                   | FFML 2004-FF10 M1                                                           | CUSIP: 32027NMJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25853 | PA      | $25766.20     | 0.00%             | 2034-07-25      | Floating      | 5.07%                 | No            |                  3 | On Loan: No      |
| PFP 2025-12 LTD                                                                      | PFP 2025-12 A                                                               | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16002000 | PA      | $15975383.87  | 0.28%             | 2042-12-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                              | BPCEGP V4.76 01/13/32 144A                                                  | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5925000 | PA      | $5842896.03   | 0.10%             | 2032-01-13      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-CES1                                                   | JPMMT 2026-CES1 A1A                                                         | CUSIP: 46660BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8733357 | PA      | $8663467.44   | 0.15%             | 2056-06-26      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                         | USFOOD 7.25 01/15/32 144A                                                   | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   5960000 | PA      | $6167214.06   | 0.11%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                 | FIGRE 2024-HE5 A                                                            | CUSIP: 31684FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1933422 | PA      | $1941452.36   | 0.03%             | 2054-10-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization T                                                       | Station Place Securitization Trust Series 2025-SP2                          | CUSIP: 857936AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28000000 | PA      | $28000000.00  | 0.49%             | 2026-09-25      | Floating      | 4.83%                 | No            |                  3 | On Loan: No      |
| Costar Group Inc                                                                     | CSGP 2.8 07/15/30 144A                                                      | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |  15280000 | PA      | $13817537.91  | 0.24%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HARMONI TOWERS LLC                                                                   | HARMONI TOWERS LLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5060860.61   | 0.09%             | 2030-10-30      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| OBX 2025-NQM2 TRUST                                                                  | OBX 2025-NQM2 A2                                                            | CUSIP: 67120VAB1<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-O            | CORP              | US        |   2823093 | PA      | $2838581.61   | 0.05%             | 2064-11-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FALCON 2019-1 AEROSPACE LTD                                                          | FLCON 2019-1 A                                                              | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500880 | PA      | $498881.81    | 0.01%             | 2039-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | USD/EUR FORWARD                                                             | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $644.94       | 0.00%             |  |  |  | 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        |   8700000 | PA      | $8718921.54   | 0.15%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL BANK                                                               | WMHE 2007-HE2 2A2                                                           | CUSIP: 92926SAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3356660 | PA      | $1196642.62   | 0.02%             | 2037-04-25      | Floating      | 4.17%                 | 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        |  16499216 | PA      | $16590141.73  | 0.29%             | 2070-02-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Phantom 2026-1 Aviation Ltd. / Phantom 2026-1 Aviation LLC                           | PHNTOM 2026-1A A                                                            | CUSIP: 71711GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2490324 | PA      | $2441421.54   | 0.04%             | 2051-01-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| AGL CLO 39 LTD                                                                       | AGL 2025-39A B                                                              | CUSIP: 00121XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3300000 | PA      | $3292745.28   | 0.06%             | 2038-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MFA 2021-INV1 TRUST                                                                  | MFRA 2021-INV1 A3                                                           | CUSIP: 552747AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152379 | PA      | $147893.50    | 0.00%             | 2056-01-25      | Variable      | 1.26%                 | No            |                  3 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2007-OA7                                                      | CWALT 2007-OA7 A1B                                                          | CUSIP: 126680AB3<br>LEI: 549300QTQ6MX6ER06N64 | Long             | ABS-O            | CORP              | US        |   3551445 | PA      | $3294722.56   | 0.06%             | 2047-05-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII LLC                                                    | TCF 2021-1A A                                                               | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23287500 | PA      | $21517798.76  | 0.37%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2024-RTL5                                                       | LHOME 2024-RTL5 A1                                                          | CUSIP: 50205WAA5<br>LEI: 529900ZQNJ23BIJVY871 | Long             | ABS-O            | CORP              | US        |  20200000 | PA      | $20200333.30  | 0.35%             | 2039-09-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                              | LGENSO 5.375 07/02/29 REGS                                                  | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   4550000 | PA      | $4613121.70   | 0.08%             | 2029-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  29451000 | NC      | $134621.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-5                                                    | VERUS 2021-5 A3                                                             | CUSIP: 92538KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4260549 | PA      | $3691966.11   | 0.06%             | 2066-09-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Guggenheim Strategy Funds Trust                                                      | Guggenheim Strategy Fund III                                                | CUSIP: 40168Q304<br>LEI: 5493007THUTJ3GMETL84 | Long             | EC               | RF                | US        |    722375 | NS      | $17943785.49  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-VIS1                                                   | JPMMT 2026-VIS1 A1                                                          | CUSIP: 46660PAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2978959 | PA      | $2954076.81   | 0.05%             | 2066-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| XPO Logistics                                                                        | XPO Logistics Term Loan B 175 2028-05-01                                    | CUSIP: 98379EAL0<br>LEI: 54930096DB9LCLPN7H13 | Long             | LON              | CORP              | US        |   3990000 | PA      | $3992513.70   | 0.07%             | 2028-05-24      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-6108194.05  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                     | MSAC 2007-HE2 A2B                                                           | CUSIP: 61753EAB6<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |   2271163 | PA      | $1036386.88   | 0.02%             | 2037-01-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHR 5580 EC                                                                 | CUSIP: 3137HMX47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  21635773 | PA      | $21565950.29  | 0.37%             | 2053-04-25      | Fixed         | 5.00%                 | 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        |   3800000 | PA      | $3806615.42   | 0.07%             | 2039-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                              | BEACH ACQUISITION BIDCO                                                     | CUSIP: 07337FAD7<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | N/A       |   1600000 | PA      | $1819848.43   | 0.03%             | 2032-09-13      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CML - CBS STUDIO CENTER                                                              | CML - CBS STUDIO CENTER                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8951175.41   | 0.16%             | 2026-12-31      | Floating      | 6.76%                 | No            |                  3 | On Loan: No      |
| BPCE SA                                                                              | BPCEGP V5.716 01/18/30 144A                                                 | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   8200000 | PA      | $8405374.08   | 0.15%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| WhiteWater Matterhorn                                                                | WhiteWater Matterhorn Term Loan B 175 2032-06-01                            | CUSIP: 96618PAC0<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |   2384025 | PA      | $2369124.84   | 0.04%             | 2032-06-16      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| KINETIC ABS ISSUER LLC                                                               | UNITK 2026-1A A2                                                            | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4050000 | PA      | $4038461.96   | 0.07%             | 2056-02-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                          | MTCHII 4.625 06/01/28 144A                                                  | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $4668210.95   | 0.08%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $1108852.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -40243000 | NC      | $-91561.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                   | CUSIP: 01F052664<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  46170000 | PA      | $46265426.00  | 0.80%             | 2056-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELDRIDGE CLO 2025-1 LTD                                                              | ELD 2025-1A A2                                                              | CUSIP: 284913AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4978314.50   | 0.09%             | 2038-10-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2024-12                                                             | AOMT 2024-12 A2                                                             | CUSIP: 034932AB9<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-O            | CORP              | US        |    926782 | PA      | $930294.50    | 0.02%             | 2069-10-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHR 5505 DA                                                                 | CUSIP: 3137HJ6S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5922417 | PA      | $5959369.32   | 0.10%             | 2051-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer Llc                                                            | SPRO 2021-1A A2                                                             | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11525250 | PA      | $10952287.18  | 0.19%             | 2051-04-25      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHR 5550 DC                                                                 | CUSIP: 3137HLKN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  17763442 | PA      | $17896234.13  | 0.31%             | 2051-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STOLTHAVEN HOUSTON INC                                                               | STOLTHAVEN HOUSTON INC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4656000 | PA      | $4701201.21   | 0.08%             | 2031-07-17      | Fixed         | 5.88%                 | No            |                  3 | On Loan: No      |
| OSAT 2021-RPL1 TRUST                                                                 | OSAT 2021-RPL1 A1                                                           | CUSIP: 67114HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  31002506 | PA      | $31019888.73  | 0.54%             | 2065-05-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -35665000 | NC      | $-29486.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-7                                                    | VERUS 2025-7 A1                                                             | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-O            | CORP              | US        |   8212771 | PA      | $8202850.80   | 0.14%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2021-CRE5 ISSUER LTD                                                        | LNCR 2021-CRE5 B                                                            | CUSIP: 53947XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7900000 | PA      | $7873028.61   | 0.14%             | 2036-07-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                     | MSAC 2007-HE3 A2C                                                           | CUSIP: 617538AC7<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |   2877115 | PA      | $1436498.21   | 0.02%             | 2036-12-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  49098000 | NC      | $224726.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XXIV LLC                                                                | OR 2026-24A A                                                               | CUSIP: 69122KAA1<br>LEI: 254900KMIN8B894DGS50 | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $5473912.40   | 0.10%             | 2038-01-22      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Apollo Management Holdings, L.P.                                                     | APO 4.4 05/27/26 144A                                                       | CUSIP: 03765HAB7<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |   7115000 | PA      | $7114425.04   | 0.12%             | 2026-05-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Aspen Insurance Holdings Ltd.                                                        | AHL 5.75 07/01/30                                                           | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |   1600000 | PA      | $1649817.46   | 0.03%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                     | NTT 1.162 04/03/26 144A                                                     | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   7598000 | PA      | $7596585.71   | 0.13%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| OBX 2025-R1 TRUST                                                                    | OBX 2025-R1 A2                                                              | CUSIP: 67123GAD7<br>LEI: 254900UIO03AL696QM79 | Long             | ABS-O            | CORP              | US        |   4318957 | PA      | $4286306.89   | 0.07%             | 2062-09-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8                                   | JPMDB 2018-C8 XA                                                            | CUSIP: 46591ABC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27998856 | PA      | $274069.60    | 0.00%             | 2051-06-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Voc Escrow Ltd                                                                       | VIKCRU 5 02/15/28 144A                                                      | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6850000 | PA      | $6821795.81   | 0.12%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF3 LLC                                                                   | PRPM 2025-6 A1                                                              | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6822883 | PA      | $6808220.13   | 0.12%             | 2028-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE1                                                                 | FIGRE 2025-HE1 A                                                            | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3923144 | PA      | $3947738.48   | 0.07%             | 2055-01-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| CEAMER FINANCE III LLC                                                               | CEAMER FINANCE III LLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1972659 | PA      | $1996132.46   | 0.03%             | 2039-11-15      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| DRI HEALTHCARE LP                                                                    | DRI HEALTHCARE LP                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3208389.78   | 0.06%             | 2031-06-30      | Floating      | 5.35%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        | -49097000 | NC      | $-186876.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                | GBP/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $17100.16     | 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      | $-1235347.99  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ALT-2 STRUCTURED TRUST                                                               | ALT-2 STRUCTURED TRUST                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7018658 | PA      | $6532042.53   | 0.11%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2025-69 DA                                                              | CUSIP: 3136BWB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  25271152 | PA      | $25307276.66  | 0.44%             | 2051-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO IV LTD                                                                  | OR 2020-4A A2R                                                              | CUSIP: 691200AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3650000 | PA      | $3630720.34   | 0.06%             | 2033-08-22      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I INC TRUST 2007-HE5                                      | MSAC 2007-HE5 A2B                                                           | CUSIP: 61753KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1451026 | PA      | $582224.09    | 0.01%             | 2037-03-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2006-12                                               | HVMLT 2006-12 2A2A                                                          | CUSIP: 41162DAF6<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-O            | CORP              | US        |   1236192 | PA      | $1106697.33   | 0.02%             | 2038-01-19      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust 2025-2                                        | GSKY 2025-2A B                                                              | CUSIP: 39571VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3793523.66   | 0.07%             | 2060-06-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -35665000 | NC      | $-163823.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEX                                                                                  | WEX Term Loan B (Incremental) 175 2032-02-24                                | CUSIP: 96208UAX9<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |    396992 | PA      | $393022.55    | 0.01%             | 2032-03-05      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V6.125 PERP GG                                                          | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8531991.37   | 0.15%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 16(M)-R2 LP                                               | GOCAP 2013-16A A2R3                                                         | CUSIP: 38181EAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15600000 | PA      | $15601896.96  | 0.27%             | 2039-08-09      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-3                                                    | VERUS 2021-3 A3                                                             | CUSIP: 92539LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2524548 | PA      | $2257524.68   | 0.04%             | 2066-06-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MORTGAGE TRUST                                                         | LIFE 2021-BMR D                                                             | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4900000 | PA      | $4557000.00   | 0.08%             | 2038-03-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Corpay (fka FleetCor Technologies)                                                   | Corpay (fka FleetCor Technologies) Term Loan B 175 2028-04-01               | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   4740000 | PA      | $4735070.40   | 0.08%             | 2028-04-28      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| HV STRUCTURED SOLUTIONS IV                                                           | HV STRUCTURED SOLUTIONS IV                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5173752 | PA      | $5136297.18   | 0.09%             | 2030-09-15      | Floating      | 6.85%                 | No            |                  3 | On Loan: No      |
| ZEPHYR (ZPG) 1L TLB2 CL EUR                                                          | ZEPHYR (ZPG) 1L TLB2 CL EUR                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1107102.81   | 0.02%             | 2028-07-20      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                    | POWSOL 6.75 05/15/28 144A                                                   | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |   3275000 | PA      | $3306869.03   | 0.06%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                     | DTMINC 4.125 06/15/29 144A                                                  | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8516955.65   | 0.15%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                        | EFNCN 6.271 06/26/26 144A                                                   | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4400000 | PA      | $4411461.08   | 0.08%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING DDTL FUNDED                                                    | FTAI AIRCRAFT LEASING DDTL FUNDED                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6610741 | PA      | $6610741.32   | 0.11%             | 2031-03-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2                                            | EFMT 2021-2 A3                                                              | CUSIP: 31572LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1573503 | PA      | $1354542.46   | 0.02%             | 2066-06-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                       | SCHW V4 PERP I                                                              | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3946000 | PA      | $3919155.36   | 0.07%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR1 TRUST                                                   | TCN 2024-SFR1 B                                                             | CUSIP: 89616UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3258527.91   | 0.06%             | 2041-04-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                                                  | TRTN 2.05 04/15/26 144A                                                     | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   1800000 | PA      | $1798074.86   | 0.03%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AASET 2025-1 LTD                                                                     | AASET 2025-1A A                                                             | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1056961 | PA      | $1063259.84   | 0.02%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Citco Group                                                                          | Citco Group Term Loan B 200 2033-01-01                                      | CUSIP: 17302JAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2244375 | PA      | $2233848.88   | 0.04%             | 2033-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                                      | SKYMILES IP LTD                                                             | CUSIP: 24736CBT0<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | US        |  13566000 | PA      | $13608461.58  | 0.24%             | 2028-10-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                               | BPLN V6.125 PERP                                                            | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2675000 | PA      | $2698103.98   | 0.05%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-961340.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust 2015-4r                                                | NMRR 2015-4R 5A1                                                            | CUSIP: 65540WCC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79382 | PA      | $78254.13     | 0.00%             | 2036-03-26      | Variable      | 3.66%                 | No            |                  3 | On Loan: No      |
| Legacy Mortgage Trust 2018-Rpl5                                                      | LMAT 2021-GS2 A1                                                            | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5672443 | PA      | $5682353.35   | 0.10%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RE-REMIC TRUST                                                        | MSRR 2010-R5 4B                                                             | CUSIP: 61759HBA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26530 | PA      | $26739.39     | 0.00%             | 2036-06-26      | Variable      | 7.07%                 | No            |                  3 | On Loan: No      |
| Encore Capital Group Inc.                                                            | ECPG 6.625 04/15/31 144A                                                    | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2686500.00   | 0.05%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Guggenheim Strategy Funds Trust                                                      | Guggenheim Strategy Fund II                                                 | CUSIP: 40168Q205<br>LEI: 5493007THUTJ3GMETL84 | Long             | EC               | RF                | US        |    621485 | NS      | $15375537.54  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NLT 2026-NQM1 TRUST                                                                  | NLT 2026-NQM1 TRUST CMO 2071-02-25 USD                                      | CUSIP: 62916WAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1883524 | PA      | $1886379.37   | 0.03%             | 2071-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                           | ESAB 5.625 04/01/31 144A                                                    | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    900000 | PA      | $906309.00    | 0.02%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-5                                             | CHASE 2025-5 A4A                                                            | CUSIP: 161935AE1<br>LEI: 529900V91KVGSU3Z1A61 | Long             | ABS-O            | CORP              | US        |  13748997 | PA      | $13741541.95  | 0.24%             | 2056-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MTG                                                                    | IMPRL 2022-NQM2 A2                                                          | CUSIP: 45276PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9473577 | PA      | $8907157.57   | 0.15%             | 2067-03-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| International-Matex Tank Terminals                                                   | International-Matex Tank Terminals Term Loan B 200 2030-10-01               | CUSIP: 45070BAL9<br>LEI: 549300TH2PHOLK31LB42 | Long             | LON              | CORP              | US        |  10093250 | PA      | $10052271.86  | 0.17%             | 2030-10-11      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-674614.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL XV LTD                                                           | FCBSL 2022-2A AR                                                            | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | KY        |  12747677 | PA      | $12747679.42  | 0.22%             | 2033-10-18      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2023-HE1                                                                 | FIGRE 2026-HE1 A                                                            | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3559709 | PA      | $3530458.28   | 0.06%             | 2056-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| PFP 2025-12 LTD                                                                      | PFP 2025-12 AS                                                              | CUSIP: 69382JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $3593617.20   | 0.06%             | 2042-12-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corporation                                                        | DGELN 5.125 08/15/30                                                        | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2297231.87   | 0.04%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HV EIGHT LLC SENIOR SECURED TL                                                       | HV EIGHT LLC SENIOR SECURED TL                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8223852 | PA      | $9453610.72   | 0.16%             | 2037-11-15      | Floating      | 5.50%                 | No            |                  3 | On Loan: No      |
| Harsco                                                                               | ENVIRI CORP                                                                 | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |   3981910 | PA      | $3965305.26   | 0.07%             | 2028-03-10      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Guggenheim Funds Trust

**Signature:** James Howley

**Name of Signer:** James Howley

**Title:** Chief Financial Officer