# EDGAR Filing Document

**Accession Number:** 0001370177
**File Stem:** 0001049169-25-000842
**Filing Date:** 2025-11
**Character Count:** 612694
**Document Hash:** d5fe47c32c3f2a9ab54f8124f3aa7e9a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001049169-25-000842.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001049169-25-000842

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RiverNorth Funds
- **CENTRAL INDEX KEY:** 0001370177

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21934
- **FILM NUMBER:** 251525413

**BUSINESS ADDRESS:**
- **STREET 1:** 360 S. ROSEMARY AVE
- **STREET 2:** SUITE 1420
- **CITY:** WEST PALM BEACH
- **STATE:** FL
- **ZIP:** 33401
- **BUSINESS PHONE:** 312-832-1440

**MAIL ADDRESS:**
- **STREET 1:** 360 S. ROSEMARY AVE
- **STREET 2:** SUITE 1420
- **CITY:** WEST PALM BEACH
- **STATE:** FL
- **ZIP:** 33401

## Series and Classes Contracts Data

### RiverNorth/DoubleLine Strategic Income Fund (Series ID: S000030798)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000095454 | Class R      | RNDLX           |
| C000095455 | Class I      | RNSIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RIVERNORTH FUNDS

- **b. Investment Company Act file number:** 811-21934

- **c. CIK number of Registrant:** 0001370177

- **d. LEI of Registrant:** 549300XNW3NYGFVOG451

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

  - **Street Address 1:** 360 S. Rosemary Avenue Suite 1420

  - **City:** West Palm Beach

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33401

  - **Telephone number:** 312-445-2249

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

- **a. Name of Series:** RiverNorth/DoubleLine Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000030798

- **c. LEI of Series:** 549300YZY76CZT2T2497

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1202133645.75

**Total Liabilities:** $15302891.37

**Net Assets:** $1186830754.38

**Cash Not Reported:** $69389.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 392.80416900 | **1-Year:** 16354.59240200 | **5-Year:** 78886.68549200 | **10-Year:** 166196.01370800 | **30-Year:** 44755.85032200

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

- **3-Month:** 174.23471900 | **1-Year:** 5879.02495000 | **5-Year:** 24430.93970300 | **10-Year:** 14128.69370700 | **30-Year:** 3854.57430400

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000095455 | 0.32%                | 1.34%                | 0.77%                |
| Class ID C000095454 | 0.30%                | 1.32%                | 0.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-877254.19              | $-407945.91                                |
| Month 2  | $-396822.87              | $11047910.66                               |
| Month 3  | $405729.25               | $4305947.25                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae - Cas                                           | Connecticut Avenue Securities Trust 2022-R02                                      | CUSIP: 20754BAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4250000 | PA      | $4500994.80   | 0.38%             | 2027-01-25      | Floating      | 12.01%                | Yes           |                  2 | On Loan: No      |
| Xpo Inc                                                    | XPO, Inc.                                                                         | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141409.40    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Genesee & Wyoming Inc                                      | Genesee & Wyoming, Inc.                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132260.96    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1815534 | PA      | $1560634.80   | 0.13%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2025-5C36                                                    | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239000 | PA      | $249687.70    | 0.02%             | 2030-07-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Ai Candelaria -spain- Sa                                   | AI Candelaria -spain- SA                                                          | CUSIP: BP4790179<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $227392.50    | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Blackrock Multi-sector Income Trust                        | BlackRock Multi-Sector Income Trust                                               | CUSIP: 09258A107<br>LEI: 549300BOVTR6GS7HLC41 | Long             | EC               | RF                | US        |    344751 | NS      | $4616215.89   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Signia Aerospace Llc                                       | Signia Aerospace LLC                                                              | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     12385 | PA      | $12423.32     | 0.00%             | 2031-12-11      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137A4FY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152644 | PA      | $150794.15    | 0.01%             | 2030-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136BSV77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15446206 | PA      | $7957943.85   | 0.67%             | 2051-12-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I Trust 2021-L6                                            | CUSIP: 61692CBX5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $276630.78    | 0.02%             | 2031-07-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                          | Expedia Group, Inc.                                                               | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    242000 | PA      | $239951.55    | 0.02%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corp                                       | OneMain Finance Corp.                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41371.51     | 0.00%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit Clo, Limited                           | Bain Capital Credit CLO 2023-3, Ltd.                                              | CUSIP: 05682CAU1<br>LEI: 254900QJNS3TYDIDQH27 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501750.00    | 0.04%             | 2038-10-24      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Credit Income                                     | Blue Owl Credit Income Corp.                                                      | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997439.26   | 0.17%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association Pool                                        | CUSIP: 31385XLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20173 | PA      | $20438.31     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 12667GEN9<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    200272 | PA      | $10805.70     | 0.00%             | 2035-05-25      | Floating      | 0.78%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd            | Arbor Realty Commercial Real Estate Notes 2022-FL1, Ltd.                          | CUSIP: 03880XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1100000 | PA      | $1099661.97   | 0.09%             | 2027-01-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Bds Ltd                                                    | BDS 2025-FL15 LLC                                                                 | CUSIP: 05556EAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1010000 | PA      | $1014389.46   | 0.09%             | 2030-09-19      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Western Asset Emerging Markets Debt Fund Inc               | Western Asset Emerging Markets Debt Fund, Inc.                                    | CUSIP: 95766A101<br>LEI: 549300F68574RU1BKP84 | Long             | EC               | RF                | US        |     89452 | NS      | $923144.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CommScope, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    380000 | PA      | $385139.50    | 0.03%             | 2029-12-17      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38377JPL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20448 | PA      | $347.24       | 0.00%             | 2039-03-20      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Storm King Park Clo, Ltd                                   | Storm King Park CLO, Ltd.                                                         | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1002910.00   | 0.08%             | 2037-10-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Guardian Life Glob Fund                                    | Guardian Life Global Funding                                                      | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    201000 | PA      | $205617.37    | 0.02%             | 2030-04-28      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Gray Media Inc                                             | Gray Media, Inc.                                                                  | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54536.77     | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Wind River Clo Ltd                                         | THL Credit Wind River CLO, Ltd.                                                   | CUSIP: 88432WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002982.50   | 0.17%             | 2030-07-15      | Floating      | 10.08%                | Yes           |                  2 | On Loan: No      |
| Bx Trust                                                   | BX Trust 2021-VIEW                                                                | CUSIP: 05606GAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $779925.12    | 0.07%             | 2036-06-15      | Floating      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| Sound Point Clo Ltd                                        | Sound Point CLO XXXII, Ltd.                                                       | CUSIP: 83616FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $448432.20    | 0.04%             | 2034-10-25      | Floating      | 11.28%                | Yes           |                  2 | On Loan: No      |
| Ftai Aviation Investors                                    | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30215.46     | 0.00%             | 2033-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Alliant Energy Corp                                        | Alliant Energy Corp.                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103233.40    | 0.01%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Chaseflex Trust                                            | ChaseFlex Trust Series                                                            | CUSIP: 16165YAR3<br>LEI: 5493006ND0ASVXWQFQ18 | Long             | ABS-MBS          | CORP              | US        |   2889005 | PA      | $2406505.17   | 0.20%             | 2037-08-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                            | Benefit Street Partners Clo XXXVII, Ltd.                                          | CUSIP: 08182TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $993985.00    | 0.08%             | 2038-01-25      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Fanniemae-aces                                             | Fannie Mae-Aces                                                                   | CUSIP: 3136B7FZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12792348 | PA      | $574422.46    | 0.05%             | 2031-03-25      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Limited                                      | Vale Overseas, Ltd.                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     92000 | PA      | $94660.82     | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3136A3U58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1220361 | PA      | $130612.55    | 0.01%             | 2042-02-25      | Floating      | 1.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140XEBC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1625327 | PA      | $1462330.16   | 0.12%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                      | Northrop Grumman Corp.                                                            | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    244000 | PA      | $232519.06    | 0.02%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Pinnacle Buyer LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9677 | PA      | $9701.61      | 0.00%             | 2032-09-11      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                       | Verisk Analytics, Inc.                                                            | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    231000 | PA      | $238314.90    | 0.02%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ubs Commercial Mortgage Trust                              | UBS Commercial Mortgage Trust 2017-C3                                             | CUSIP: 90276GAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31908500 | PA      | $253273.72    | 0.02%             | 2050-08-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38375Y6L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19774 | PA      | $81.94        | 0.00%             | 2038-02-20      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc                                             | Gray Media, Inc.                                                                  | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56238.22     | 0.00%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Est/co-iss                                   | Anywhere Real Estate Group LLC / Anywhere Co.-Issuer Corp.                        | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55704.41     | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Op Servicios Mega                                          | Operadora de Servicios Mega SA de CV Sofom ER                                     | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $192500.00    | 0.02%             | 2025-02-11      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                | Exelon Corp.                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989691.11    | 0.08%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services Llc                                    | Kodiak Gas Services LLC                                                           | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35958.34     | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Clo Ltd                                          | Magnetite Xxxiii, Ltd.                                                            | CUSIP: 55954BAE5<br>LEI: 5493006NSAO246ZPZB29 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006016.00   | 0.08%             | 2037-10-20      | Floating      | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing Llc                                      | Directv Financing LLC                                                             | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69227.99     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Octagon 59 Ltd                                             | Octagon 59, Ltd.                                                                  | CUSIP: 675931AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498595.65    | 0.04%             | 2035-05-15      | Floating      | 11.81%                | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                             | Mariner Finance issuance Trust 2024-B                                             | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $864246.00    | 0.07%             | 2030-10-20      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Fanniemae-aces                                             | Fannie Mae-Aces                                                                   | CUSIP: 3136B9EB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  46806812 | PA      | $1717178.12   | 0.14%             | 2032-07-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Lcm Ltd Partnership                                        | LCM 28, Ltd.                                                                      | CUSIP: 50200QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $679074.65    | 0.06%             | 2030-10-20      | Floating      | 10.34%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38380LVK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16944446 | PA      | $888046.56    | 0.07%             | 2069-06-20      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Caixabank Sa                                               | CaixaBank SA                                                                      | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    261000 | PA      | $277500.09    | 0.02%             | 2035-06-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136BCJC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8446807 | PA      | $1402932.78   | 0.12%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pagaya Ai Debt Selection Trust                             | Pagaya AI Debt Selection Trust 2021-2                                             | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13669 | PA      | $13614.55     | 0.00%             | 2029-01-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38383A2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16121832 | PA      | $2031702.27   | 0.17%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wf-rbs Commercial Mortgage Trust                           | WF-RBS Commercial Mortgage Trust                                                  | CUSIP: 92890KBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394398 | PA      | $64.56        | 0.00%             | 2057-09-15      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                     | Countrywide Home Loan Mortgage Pass-Through Trust                                 | CUSIP: 126694RN0<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |     17742 | PA      | $14625.77     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Baml Trust                                  | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                              | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    683121 | PA      | $653191.39    | 0.06%             | 2030-10-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31397SPS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8405 | PA      | $8364.84      | 0.00%             | 2026-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Pinnacle Buyer LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50323 | PA      | $50448.39     | 0.00%             | 2032-09-11      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 75116FBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355395 | PA      | $293773.06    | 0.02%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Oper                                   | Enterprise Products Operating LLC                                                 | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    236000 | PA      | $233441.72    | 0.02%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Univision Communications                                   | Univision Communications, Inc.                                                    | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    193504 | PA      | $193957.61    | 0.02%             | 2029-06-24      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136BCUM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16547985 | PA      | $874382.28    | 0.07%             | 2050-11-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137A4FE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32315 | PA      | $32165.28     | 0.00%             | 2030-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Voya Clo Ltd                                               | Voya CLO, Ltd.                                                                    | CUSIP: 92917TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $940627.15    | 0.08%             | 2031-07-15      | Floating      | 9.83%                 | Yes           |                  2 | On Loan: No      |
| American International                                     | American International Group, Inc.                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     97000 | PA      | $101109.20    | 0.01%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                          | Chord Energy Corp.                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44714.80     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux                                      | Chile Electricity Lux Mpc II Sarl                                                 | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $206499.54    | 0.02%             | 2035-10-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC Mortgage-Backed Trust                                                        | CUSIP: 12637HAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13043 | PA      | $7604.72      | 0.00%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indymac Imja Mortgage Loan Trust                           | IndyMac IMJA Mortgage Loan Trust                                                  | CUSIP: 456652AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    947849 | PA      | $344734.22    | 0.03%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $3218179.66   | 0.27%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140XMQ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2179011 | PA      | $1861451.96   | 0.16%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38377WJJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115203 | PA      | $11156.95     | 0.00%             | 2041-05-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association Pool                                        | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44782 | PA      | $45826.94     | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fs Rialto Issuer Ltd                                       | FS Rialto 2024-FL9 Issuer LLC                                                     | CUSIP: 30338WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1195111.20   | 0.10%             | 2030-04-19      | Floating      | 8.08%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Mfg Inc                                    | American Axle & Manufacturing, Inc.                                               | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20168.41     | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                     | Motorola Solutions, Inc.                                                          | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    197000 | PA      | $203122.80    | 0.02%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-v8 Mortgage Trust                           | Benchmark 2024-V8 Mortgage Trust                                                  | CUSIP: 08190AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $224345.43    | 0.02%             | 2029-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Altice France Sa                                           | Altice France SA                                                                  | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    265000 | PA      | $257050.00    | 0.02%             | 2028-08-31      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Hold/food/lux Co                                   | JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co Sarl                       | CUSIP: 46590XAM8<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    187000 | PA      | $177042.38    | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | VOYAGER PARENT LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    235000 | PA      | $235764.93    | 0.02%             | 2032-05-08      | Floating      | 12.43%                | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery                                    | Phillips Edison Grocery Center Operating Partnership I LP                         | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    181000 | PA      | $188462.78    | 0.02%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382NSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12149104 | PA      | $2476764.87   | 0.21%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wand Newco 3 Inc                                           | Wand NewCo 3, Inc.                                                                | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    376307 | PA      | $375465.78    | 0.03%             | 2031-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Celanese Us Holdings Llc                                   | Celanese US Holdings LLC                                                          | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30220.91     | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Bdc                                          | Golub Capital BDC, Inc.                                                           | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2217093.03   | 0.19%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Seaspan Corp                                               | Seaspan Corp.                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |     90000 | PA      | $86860.36     | 0.01%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fanniemae-aces                                             | Fannie Mae-Aces                                                                   | CUSIP: 3136B4TD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  35240775 | PA      | $345127.00    | 0.03%             | 2029-04-25      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit Clo, Limited                           | Bain Capital Credit Clo 2019-4, Ltd.                                              | CUSIP: 05684ABG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $492853.00    | 0.04%             | 2035-04-23      | Floating      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| Watco Cos Llc/finance Co                                   | Watco Cos. LLC / Watco Finance Corp.                                              | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62154.91     | 0.01%             | 2032-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital Clo Ltd                                     | Canyon CLO 2021-4, Ltd.                                                           | CUSIP: 13877QAE5<br>LEI: 254900V38Q76ALAJY818 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.08%             | 2034-10-15      | Floating      | 10.32%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38381XEM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14849440 | PA      | $2369728.61   | 0.20%             | 2048-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operation                                   | Hess Midstream Operations LP                                                      | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125997.50    | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Areit Cre Trust                                            | AREIT 2025-CRE10, Ltd.                                                            | CUSIP: 00193DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    910000 | PA      | $904616.44    | 0.08%             | 2030-01-17      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                     | Residential Asset Securitization Trust                                            | CUSIP: 761119AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148791 | PA      | $41311.52     | 0.00%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382KVY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10828127 | PA      | $1578188.62   | 0.13%             | 2050-10-20      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Windstream Services Llc                                    | Windstream Services LLC                                                           | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25008.88     | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                | AASET 2024-1                                                                      | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1108196 | PA      | $1151144.45   | 0.10%             | 2031-05-16      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Social Professional Loan Program Llc                       | Sofi Professional Loan Program Trust                                              | CUSIP: 78490D104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $467090.96    | 0.04%             | 2048-01-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mf1 Multifamily Housing Mortgage Loan Trust                | MF1 2024-FL14 LLC                                                                 | CUSIP: 55416AAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $894584.52    | 0.08%             | 2039-03-19      | Floating      | 10.42%                | Yes           |                  2 | On Loan: No      |
| Transocean Inc                                             | Transocean International, Ltd.                                                    | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $19987.49     | 0.00%             | 2027-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Mhc Commercial Mortgage Trust                              | MHC Commercial Mortgage Trust 2021-MHC                                            | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496000 | PA      | $496852.43    | 0.04%             | 2026-04-15      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Octagon Credit Partners 46, Ltd                            | Octagon Investment Partners 46, Ltd.                                              | CUSIP: 67578LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $906129.70    | 0.08%             | 2036-07-15      | Floating      | 11.18%                | Yes           |                  2 | On Loan: No      |
| Blue Owl Credit Income                                     | Blue Owl Credit Income Corp.                                                      | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3574271.28   | 0.30%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398GZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49381 | PA      | $2722.42      | 0.00%             | 2040-02-25      | Floating      | 0.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup, Inc.                                                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128955.88    | 0.01%             | 9999-12-31      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup, Inc.                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    206000 | PA      | $209976.13    | 0.02%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Virginia Elec & Power Co                                   | Virginia Electric and Power Co.                                                   | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83495.93     | 0.01%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Autozone Inc                                               | AutoZone, Inc.                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    223000 | PA      | $230262.46    | 0.02%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ccl Industries Inc                                         | CCL Industries, Inc.                                                              | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |    257000 | PA      | $241722.32    | 0.02%             | 2030-06-01      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140L0PB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2568376 | PA      | $2206873.97   | 0.19%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I Lp                                     | Harvest Midstream I LP                                                            | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117854.30    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd                                         | Viking Cruises, Ltd.                                                              | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    115000 | PA      | $115224.45    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup, Inc.                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    141000 | PA      | $141108.74    | 0.01%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                               | Entergy Corp.                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    231000 | PA      | $241788.62    | 0.02%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SAVOR ACQUISITION INC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9914 | PA      | $9984.29      | 0.00%             | 2032-02-04      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                                 | Start, Ltd.                                                                       | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |    280679 | PA      | $281318.87    | 0.02%             | 2043-05-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| Prp Advisors, Llc                                          | PRPM 2025-4 LLC                                                                   | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    582394 | PA      | $586990.84    | 0.05%             | 2028-06-25      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $1911738.27   | 0.16%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| (sunnova) Aurora I Issuer, Llc                             | Sunnova Helios VII Issuer LLC                                                     | CUSIP: 86745RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    968887 | PA      | $507404.14    | 0.04%             | 2028-10-20      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services Llc                                    | Kodiak Gas Services LLC                                                           | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124606.20    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Aspen Insurance Hldg Ltd                                   | Aspen Insurance Holdings, Ltd.                                                    | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    206000 | PA      | $215790.14    | 0.02%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Voya Clo Ltd                                               | Voya CLO 2020-1, Ltd.                                                             | CUSIP: 92918GAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001962.60   | 0.08%             | 2034-07-16      | Floating      | 10.93%                | Yes           |                  2 | On Loan: No      |
| Oaktree Specialty Lend                                     | Oaktree Specialty Lending Corp.                                                   | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8281288.48   | 0.70%             | 2029-02-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Republic Of Colombia                                       | Colombia Government International Bond                                            | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    600000 | PA      | $391530.00    | 0.03%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Tif Funding Ii Llc                                         | TIF Funding II LLC                                                                | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    249333 | PA      | $227816.54    | 0.02%             | 2031-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Start Ltd.                                                 | Start II, Ltd.                                                                    | CUSIP: 85573LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    150098 | PA      | $150199.09    | 0.01%             | 2026-03-15      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397YZF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    494032 | PA      | $45228.27     | 0.00%             | 2037-02-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                         | Union Pacific Corp.                                                               | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494608.74    | 0.04%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises                                    | Royal Caribbean Cruises, Ltd.                                                     | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    226000 | PA      | $228028.54    | 0.02%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Jp Morgan Reremic                                          | JP Morgan Resecuritization Trust                                                  | CUSIP: 46643NAF2<br>LEI: 5493004MQHFTPQUDN572 | Long             | ABS-MBS          | CORP              | US        |   1544528 | PA      | $1525737.82   | 0.13%             | 2046-07-27      | Floating      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                      | Mexico Government International Bond                                              | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $194950.00    | 0.02%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | COLOSSUS ACQUIRECO LLC                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    390000 | PA      | $388050.00    | 0.03%             | 2032-06-12      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                         | Meta Platforms, Inc.                                                              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    264000 | PA      | $226867.31    | 0.02%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Crown Point Clo Ltd                                        | Crown Point CLO IV, Ltd.                                                          | CUSIP: 22845XAJ9<br>LEI: 549300735PG2ZC70V672 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501216.55    | 0.04%             | 2031-04-20      | Floating      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| CSAIL 2017-C8 Commercial Mortgage Trust                    | CSAIL 2015-C1 XA                                                                  | CUSIP: 126281BB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313069 | PA      | $0.31         | 0.00%             | 2050-04-15      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137FVLJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1786667 | PA      | $253979.29    | 0.02%             | 2050-08-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Western Asset Inflation-linked Opportunities & Income Fund | Western Asset Inflation-Linked Opportunities & Income Fund                        | CUSIP: 95766R104<br>LEI: 549300Z3DNF4FJBJ4A87 | Long             | EC               | RF                | US        |   1458636 | NS      | $12967274.04  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Mutual Mortgage Pass-through Ctfs               | Washington Mutual Alternative Mortgage Pass-Through Certificates                  | CUSIP: 93934FFK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31395 | PA      | $25674.46     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lineage Op Lp                                              | Lineage OP LP                                                                     | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |    238000 | PA      | $241361.85    | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust                                    | Starwood Property Trust, Inc.                                                     | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105096.03    | 0.01%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                     | Merrill Lynch Mortgage Investors Trust Series 2006-RM3                            | CUSIP: 590217AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9608187 | PA      | $2058586.65   | 0.17%             | 2037-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                         | Morgan Stanley Mortgage Loan Trust                                                | CUSIP: 61749JAE6<br>LEI: 549300E4V6DCTUJSC749 | Long             | ABS-MBS          | CORP              | US        |    490562 | PA      | $259647.84    | 0.02%             | 2036-06-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Millicom Intl Cellular                                     | Millicom International Cellular SA                                                | CUSIP: AP0969109<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    180000 | PA      | $179527.01    | 0.02%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1446288 | PA      | $1175708.78   | 0.10%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38379GB22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1418749 | PA      | $162818.62    | 0.01%             | 2044-10-20      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                     | Marvell Technology, Inc.                                                          | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    437000 | PA      | $469087.12    | 0.04%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ubs Commercial Mortgage Trust                              | UBS Commercial Mortgage Trust                                                     | CUSIP: 90276VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1099000 | PA      | $1016172.33   | 0.09%             | 2028-02-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Cap/globa                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                         | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $314172.80    | 0.03%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38383HFY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20119930 | PA      | $3341262.47   | 0.28%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pseg Power Llc                                             | PSEG Power LLC                                                                    | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $83146.11     | 0.01%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Alliant Hold / Co-issuer                                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co.-Issuer                   | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76776.20     | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382K5E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16025433 | PA      | $2465317.35   | 0.21%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vault Di Issuer Llc                                        | Vault DI Issuer LLC                                                               | CUSIP: 92243JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $734605.65    | 0.06%             | 2026-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Hexion Holdings Corp                                       | Hexion Holdings Corp.                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    387075 | PA      | $387007.26    | 0.03%             | 2029-03-15      | Floating      | 12.12%                | No            |                  2 | On Loan: No      |
| Dealer Tire Llc/dt Issr                                    | Dealer Tire LLC / DT Issuer LLC                                                   | CUSIP: 24229JAA1<br>LEI: 549300XTS06OMOCRSE50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59392.98     | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Hightower Holding Llc                                      | Hightower Holding LLC                                                             | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |    240000 | PA      | $240151.20    | 0.02%             | 2032-02-03      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Csx Corp                                                   | CSX Corp.                                                                         | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    584000 | PA      | $464627.83    | 0.04%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                     | Radiology Partners, Inc.                                                          | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108789.06    | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2024-V9 Mortgage Trust                                                  | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $317019.29    | 0.03%             | 2029-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Prp Advisors, Llc                                          | PRPM 2025-7 LLC                                                                   | CUSIP: 69382YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400000 | PA      | $3414480.60   | 0.29%             | 2028-08-25      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Prime Mortgage Trust                                       | Prime Mortgage Trust                                                              | CUSIP: 74159UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33273 | PA      | $31327.11     | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aris Mining Corp                                           | Aris Mining Corp.                                                                 | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $208093.00    | 0.02%             | 2029-10-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396QV71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25813 | PA      | $1868.25      | 0.00%             | 2038-02-25      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust                                                            | CUSIP: 81744MAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    768784 | PA      | $605566.71    | 0.05%             | 2037-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust                                             | CUSIP: 95000LAJ2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $922631.20    | 0.08%             | 2059-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                        | CitiMortgage Alternative Loan Trust                                               | CUSIP: 12566QAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51663 | PA      | $4024.92      | 0.00%             | 2037-01-25      | Floating      | 1.13%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                | Workday, Inc.                                                                     | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    223000 | PA      | $219737.53    | 0.02%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | ION PLATFORM FIN US INC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    245000 | PA      | $243775.00    | 0.02%             | 2032-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Interoceanica Iv Finance                                   | Interoceanica IV Finance, Ltd.                                                    | CUSIP: EG3966884<br>LEI: 5493001ZIZ6W7IU0RP65 | Long             | DBT              | CORP              | KY        |     31388 | PA      | $30917.24     | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partners                                   | Ziggo Financing Partnership                                                       | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    325000 | PA      | $324536.88    | 0.03%             | 2028-04-28      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | DG Investment Intermediate Holdings 2 Inc                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    345000 | PA      | $346581.83    | 0.03%             | 2032-07-02      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | STUBHUB HLDGS INC, TL                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    237023 | PA      | $235542.09    | 0.02%             | 2030-03-12      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2021-4                                                 | CUSIP: 92538HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1055663.40   | 0.09%             | 2066-07-25      | Variable      | 2.19%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                         | Morgan Stanley Mortgage Loan Trust 2006-1AR                                       | CUSIP: 61748HUF6<br>LEI: 549300DSKZQ19XGD5F44 | Long             | ABS-MBS          | CORP              | US        |   2230463 | PA      | $1299706.19   | 0.11%             | 2036-02-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Voya Clo Ltd                                               | Voya CLO, Ltd.                                                                    | CUSIP: 92914VAG8<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $496439.45    | 0.04%             | 2031-07-14      | Floating      | 10.53%                | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Fndg Ltd                                   | Avolon Holdings Funding, Ltd.                                                     | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    213000 | PA      | $220631.67    | 0.02%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DVMK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1252673 | PA      | $1283908.11   | 0.11%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137A1X32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    461003 | PA      | $16701.05     | 0.00%             | 2040-09-15      | Floating      | -0.00%                | No            |                  2 | On Loan: No      |
| Dolp Trust                                                 | DOLP Trust 2021-NYC                                                               | CUSIP: 23345LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $190149.45    | 0.02%             | 2031-05-10      | Variable      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Digicel Group Holdings                                     | Digicel Group Holdings, Ltd.                                                      | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     97403 | PA      | $628.61       | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                        | FRONERI INTL LTD                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    235000 | PA      | $234784.98    | 0.02%             | 2032-07-01      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition                                     | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133457.35    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 748940AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90564 | PA      | $6724.50      | 0.00%             | 2036-06-25      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                    | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    229000 | PA      | $239841.11    | 0.02%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 74925FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171522 | PA      | $139102.56    | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bcap Llc Trust                                             | BCAP, LLC Trust                                                                   | CUSIP: 05530NAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60580 | PA      | $26527.10     | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust                               | GS Mortgage Securities Trust 2018-GS10                                            | CUSIP: 36250SAK5<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |    828000 | PA      | $758542.56    | 0.06%             | 2028-07-10      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Victra Holdings Llc                                        | Victra Holdings LLC                                                               | CUSIP: 50226BAN8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |     10000 | PA      | $10032.85     | 0.00%             | 2029-03-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2025-6                                                 | CUSIP: 92540YAF6<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |   2121000 | PA      | $2109241.18   | 0.18%             | 2070-07-25      | Variable      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396LHY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86104 | PA      | $10861.56     | 0.00%             | 2036-10-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382LAK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15960186 | PA      | $2347159.28   | 0.20%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 02151LAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2627056 | PA      | $1409643.42   | 0.12%             | 2047-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jp Morgan Chase Commercial Mortgage Sec Trust              | JPMCC Commercial Mortgage Securities Trust 2019-COR5                              | CUSIP: 46591EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    781000 | PA      | $697344.04    | 0.06%             | 2029-05-13      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Garda World Security                                       | Garda World Security Corp.                                                        | CUSIP: C4000KAE4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    197068 | PA      | $197833.29    | 0.02%             | 2029-02-01      | Floating      | 12.41%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                 | CUSIP: 36178NFW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2476897 | PA      | $2303883.17   | 0.19%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                      | Northrop Grumman Corp.                                                            | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122351.81    | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Peru Lng Srl                                               | Peru LNG Srl                                                                      | CUSIP: AR7830417<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    150020 | PA      | $144077.53    | 0.01%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382Q2P4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12499151 | PA      | $2102122.26   | 0.18%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Usasf Receivables Llc                                      | US Auto Funding 2021-1                                                            | CUSIP: 90355EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    298393 | PA      | $255311.20    | 0.02%             | 2026-05-15      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Griffon Corporation                                        | Griffon Corp.                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130152.88    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amrize Finance Us Llc                                      | Amrize Finance US LLC                                                             | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    104000 | PA      | $106345.14    | 0.01%             | 2030-04-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Waterbridge Midstream Op                                   | WaterBridge Midstream Operating LLC                                               | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |     98175 | PA      | $98426.76     | 0.01%             | 2029-06-27      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Bx Trust                                                   | BX Trust 2022-LBA6                                                                | CUSIP: 12433EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $510090.22    | 0.04%             | 2027-01-15      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137AYZ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    415993 | PA      | $378741.35    | 0.03%             | 2033-01-15      | Floating      | -0.00%                | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2024-V10 Mortgage Trust                                                 | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $329633.98    | 0.03%             | 2029-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Molex Electronics Tech                                     | Molex Electronic Technologies LLC                                                 | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    254000 | PA      | $258603.00    | 0.02%             | 2032-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-through Ctfs               | Washington Mutual Alternative Mortgage Pass-Through Certificates                  | CUSIP: 93934NAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270276 | PA      | $193919.43    | 0.02%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Note                                                                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6800000 | PA      | $6368359.39   | 0.54%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global Lp/us Fin                                   | Clarios Global LP / Clarios US Finance Co.                                        | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138075.98    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Hold                                      | Freedom Mortgage Holdings LLC                                                     | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26224.50     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                          | Iron Mountain, Inc.                                                               | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25519.13     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Sabre Glbl Inc                                             | Sabre GLBL, Inc.                                                                  | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63059.67     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Databank Issuer Llc                                        | DataBank Issuer                                                                   | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $247003.20    | 0.02%             | 2026-02-25      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| Readycap Commercial Mortgage Trust                         | Ready Capital Mortgage Financing 2023-FL12 LLC                                    | CUSIP: 75575AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $896304.78    | 0.08%             | 2027-04-25      | Floating      | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38383UV49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17993807 | PA      | $15119570.10  | 1.27%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                      | Level 3 Financing, Inc.                                                           | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45937.50     | 0.00%             | 2030-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Rbsgc Mortgage Pass Through Certificates                   | RBSGC Structured Trust                                                            | CUSIP: 74928BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87234 | PA      | $76495.52     | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                     | Residential Asset Securitization Trust                                            | CUSIP: 76114QAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2535071 | PA      | $923012.07    | 0.08%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137GABL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165015 | PA      | $16279.16     | 0.00%             | 2040-09-15      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 3136A4V30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250983 | PA      | $53798.91     | 0.00%             | 2042-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainme                                      | Six Flags Entertainment Corp.                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65068.32     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| People's Choice Home Loan Securities Trust                 | People's Choice Home Loan Securities Trust Series 2005-4                          | CUSIP: 71085PDG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4986379 | PA      | $3685199.58   | 0.31%             | 2035-12-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Llc                                          | Imperial Fund Mortgage Trust 2021-NQM4                                            | CUSIP: 45276JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $802557.50    | 0.07%             | 2057-01-25      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                      | Quikrete Holdings, Inc.                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109247.11    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Zoetis Inc                                                 | Zoetis, Inc.                                                                      | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235844.39    | 0.02%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 74922EAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247867 | PA      | $203167.98    | 0.02%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackrock Muniyield New York Quality Fund Inc              | BlackRock MuniYield New York Quality Fund, Inc.                                   | CUSIP: 09255E102<br>LEI: 158AYFGDRFUGVL3TD012 | Long             | EC               | RF                | US        |    121738 | NS      | $1208858.34   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Engineering Group                                   | Jacobs Engineering Group, Inc.                                                    | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    165000 | PA      | $174558.44    | 0.01%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Avient Corp                                                | Avient Corp.                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25406.84     | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Wind River Clo Ltd                                         | THL Credit Wind River CLO, Ltd.                                                   | CUSIP: 88432VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502859.25    | 0.04%             | 2030-07-15      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Tsy Infl Ix N/b                                            | United States Treasury Inflation Indexed Bonds                                    | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    995288 | PA      | $983952.32    | 0.08%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Babson Clo Ltd                                             | Barings CLO, Ltd. 2019-I                                                          | CUSIP: 06759KAE5<br>LEI: 549300E3PEQVSTJ5DD11 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505359.35   | 0.13%             | 2035-04-15      | Floating      | 11.44%                | Yes           |                  2 | On Loan: No      |
| Alpha Holding Sa                                           | Alpha Holding SA de CV                                                            | CUSIP: 02074AAB0<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    659912 | PA      | $4949.34      | 0.00%             | 2025-02-10      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Internac Del Peru                                    | Banco Internacional del Peru SAA Interbank                                        | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    150000 | PA      | $154987.50    | 0.01%             | 2035-04-30      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Bat Capital Corp                                           | BAT Capital Corp.                                                                 | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    236000 | PA      | $245363.09    | 0.02%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                   | Warnermedia Holdings, Inc.                                                        | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18350.00     | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Sun Communities Oper Lp                                    | Sun Communities Operating LP                                                      | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    279000 | PA      | $252565.08    | 0.02%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2025-V15 Mortgage Trust                                                 | CUSIP: 08164CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20134320 | PA      | $927841.81    | 0.08%             | 2030-05-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Trestles Clo Ltd                                           | Trestles CLO VIII, Ltd.                                                           | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999496.00    | 0.08%             | 2035-06-11      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Pagaya Ai Debt Selection Trust                             | Pagaya AI Debt Trust 2023-5                                                       | CUSIP: 69546PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    404262 | PA      | $405791.00    | 0.03%             | 2031-04-15      | Fixed         | 9.10%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398NWW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13486 | PA      | $817.86       | 0.00%             | 2040-10-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Windstream Services/escr                                   | Windstream Services LLC / Windstream Escrow Finance Corp.                         | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36282.80     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Bmo 2022-c1 Mortgage Trust                                 | BMO 2022-C1 Mortgage Trust                                                        | CUSIP: 05609MAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7951000 | PA      | $776741.14    | 0.07%             | 2032-02-15      | Variable      | 1.89%                 | Yes           |                  2 | On Loan: No      |
| Lifepoint Health Inc                                       | LifePoint Health, Inc.                                                            | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    234411 | PA      | $234277.42    | 0.02%             | 2031-05-19      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Mvw Owner Trust                                            | MVW 2021-1W LLC                                                                   | CUSIP: 55389TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266552 | PA      | $256432.13    | 0.02%             | 2041-01-22      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| Kenan Advantage Group                                      | Kenan Advantage Group, Inc.                                                       | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    105000 | PA      | $103851.30    | 0.01%             | 2029-01-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2022-BNK39                                                                   | CUSIP: 06539VBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $109741.12    | 0.01%             | 2032-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Pershing Square Sparc Hldgs Ltd                            | PERSHING SQUARE SPARC HOLDINGS                                                    | CUSIP: 714920113<br>LEI: 5493000J0QXAU1Z8FB80 | N/A              | DE               | CORP              | US        |     64870 | NC      | $0.65         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Venture Global Plaque                                      | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68463.36     | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Lakeside Park Clo                                          | Lakeside Park CLO, Ltd.                                                           | CUSIP: 51219AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $993400.00    | 0.08%             | 2038-04-15      | Floating      | 8.89%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup, Inc.                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    116000 | PA      | $123467.41    | 0.01%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Bsprt Issuer, Ltd.                                         | BSPRT 2021-FL7 Issuer, Ltd.                                                       | CUSIP: 05602CAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1157025.12   | 0.10%             | 2038-12-15      | Floating      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Acrisure Llc / Fin Inc                                     | Acrisure LLC / Acrisure Finance, Inc.                                             | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103050.40    | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382Q3U2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12951840 | PA      | $1712127.05   | 0.14%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, Llc                               | Business Jet Securities 2024-2 LLC                                                | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    940465 | PA      | $949424.70    | 0.08%             | 2030-09-15      | Fixed         | 7.97%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                        | SAVOR ACQUISITION INC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    105086 | PA      | $105833.36    | 0.01%             | 2032-02-04      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Fina                                   | Blue Owl Technology Finance Corp.                                                 | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   9550000 | PA      | $9526537.56   | 0.80%             | 2025-12-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Telus Corp                                                 | TELUS Corp.                                                                       | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $253334.88    | 0.02%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                     | Velocity Commercial Capital Loan Trust                                            | CUSIP: 92257CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182162 | PA      | $170457.00    | 0.01%             | 2027-07-25      | Variable      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Fertitta Entertainment                                     | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.             | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $32868.77     | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC Mortgage-Backed Trust                                                        | CUSIP: 12637VAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    778648 | PA      | $120559.02    | 0.01%             | 2036-06-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wachovia Mortgage Loan Trust, Llc                          | Wachovia Mortgage Loan Trust, LLC Series Trust                                    | CUSIP: 92977YBN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40786 | PA      | $39398.70     | 0.00%             | 2035-10-20      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Ho                                   | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82751.36     | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Wand Newco 3 Inc                                           | Wand NewCo 3, Inc.                                                                | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79080.00     | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Comm Mortgage Trust                                        | Commercial Mortgage Pass-Through Certificates                                     | CUSIP: 12593QBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    422356 | PA      | $4.94         | 0.00%             | 2048-10-10      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Fmc Gmsr Issuer Trust                                      | FMC GMSR Issuer Trust                                                             | CUSIP: 30259RAJ4<br>LEI: 549300LYRWPSYPK6S325 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5751708.60   | 0.48%             | 2026-07-25      | Variable      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| United Natural Foods Inc                                   | United Natural Foods, Inc.                                                        | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280845.80    | 0.02%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association Pool                                        | CUSIP: 3138A54X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15833 | PA      | $15144.97     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Hld                                   | Macquarie Airfinance Holdings, Ltd.                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    114000 | PA      | $120098.68    | 0.01%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                      | Civitas Resources, Inc.                                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57078.95     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 42, Ltd.                       | Octagon Investment Partners 42, Ltd.                                              | CUSIP: 67576RAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006056.00   | 0.08%             | 2037-07-15      | Floating      | 11.85%                | Yes           |                  2 | On Loan: No      |
| Transdigm Inc                                              | TransDigm, Inc.                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10291.64     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertain Inc                                      | Caesars Entertainment, Inc.                                                       | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123198.10    | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners Xvi Ltd                        | Octagon Investment Partners XVI, Ltd.                                             | CUSIP: 67590DAG1<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $956659.00    | 0.08%             | 2030-07-17      | Floating      | 10.33%                | Yes           |                  2 | On Loan: No      |
| Diageo Investment Corp                                     | Diageo Investment Corp.                                                           | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217676.97    | 0.02%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2024-5C27                                                    | CUSIP: 05555FAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5542000 | PA      | $503214.15    | 0.04%             | 2029-06-15      | Variable      | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140QUUS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1694808 | PA      | $1734686.77   | 0.15%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gnl Quintero Sa                                            | GNL Quintero SA                                                                   | CUSIP: EK4069044<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |    306020 | PA      | $306687.74    | 0.03%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                | Paychex, Inc.                                                                     | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    446000 | PA      | $462923.21    | 0.04%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                | AASET 2025-1                                                                      | CUSIP: 00258PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    717641 | PA      | $736780.70    | 0.06%             | 2032-02-16      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                        | CLEARWATER ANALYTICS LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25000 | PA      | $25093.75     | 0.00%             | 2032-02-07      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136BGL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12584309 | PA      | $1592066.07   | 0.13%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ncl Corporation Ltd                                        | NCL Corp., Ltd.                                                                   | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $30174.02     | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 2YR NOTE (CBT) Dec25                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       100 | NC      | $20839843.80  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Gs Mortgage Securities Trust                               | GS Mortgage Securities Trust                                                      | CUSIP: 36191YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $91.66        | 0.00%             | 2044-08-10      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| American National Group                                    | American National Group, Inc.                                                     | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     98000 | PA      | $101436.83    | 0.01%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                          | Herc Holdings, Inc.                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67570.17     | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Gscg Trust                                                 | GSCG Trust                                                                        | CUSIP: 36260TAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $3388.50      | 0.00%             | 2034-09-06      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2015-NXS4                                   | CUSIP: 94989XBL8<br>LEI: 549300RD723OFH36TP29 | Long             | ABS-MBS          | CORP              | US        |   1245000 | PA      | $1224053.50   | 0.10%             | 2025-11-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Chenango Park Clo, Ltd.                                    | Chenango Park CLO, Ltd.                                                           | CUSIP: 16410LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998069.40    | 0.08%             | 2030-04-15      | Floating      | 10.38%                | Yes           |                  2 | On Loan: No      |
| Evergy Kansas Central                                      | Evergy Kansas Central, Inc.                                                       | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    246000 | PA      | $249542.08    | 0.02%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                 | Bear Stearns Asset-Backed Securities Trust                                        | CUSIP: 07387UCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1063719 | PA      | $481401.82    | 0.04%             | 2036-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                        | American Tower Corp.                                                              | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    116000 | PA      | $121502.97    | 0.01%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                      | Blue Owl Capital Corp.                                                            | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3786145.76   | 0.32%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Constant Contact, Inc.                                     | Constant Contact, Inc.                                                            | CUSIP: 21031HAE1<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |   1630000 | PA      | $1412663.95   | 0.12%             | 2029-02-12      | Floating      | 12.42%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38383RA23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16272144 | PA      | $2313067.31   | 0.19%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397CDA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    579195 | PA      | $63478.87     | 0.01%             | 2036-11-15      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                     | Velocity Commercial Capital Loan Trust                                            | CUSIP: 92257CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321501 | PA      | $303896.94    | 0.03%             | 2027-01-25      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38379AR77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3547209 | PA      | $400496.58    | 0.03%             | 2044-03-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC Mortgage-Backed Trust                                                        | CUSIP: 126384AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3247 | PA      | $2471.60      | 0.00%             | 2037-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bx Trust                                                   | BX Commercial Mortgage Trust 2024-MF                                              | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    629558 | PA      | $632355.87    | 0.05%             | 2026-02-15      | Floating      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp                                         | Expand Energy Corp.                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    123000 | PA      | $120933.87    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31397NA96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11130 | PA      | $699.16       | 0.00%             | 2037-04-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                 | Progress Residential 2024-SFR2 Trust                                              | CUSIP: 74290XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4680215.00   | 0.39%             | 2029-04-17      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                        | Boots Group Finco LP                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    115000 | PA      | $115454.83    | 0.01%             | 2032-07-19      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                   | Castlelake Aircraft Structured Trust                                              | CUSIP: 12563CAA5<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $140937.50    | 0.01%             | 2039-04-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association Pool                                        | CUSIP: 31402Q6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25148 | PA      | $25735.18     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nrg Energy Inc                                             | NRG Energy, Inc.                                                                  | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76224.45     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                    | Structured Asset Securities Corp.                                                 | CUSIP: 86359DBW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109505 | PA      | $98963.90     | 0.01%             | 2035-03-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Pimco Income Strategy Fund Ii                              | PIMCO Income Strategy Fund II                                                     | CUSIP: 72201J104<br>LEI: RS8VXHJKKVE627NLC573 | Long             | EC               | RF                | US        |   1917647 | NS      | $14554940.73  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp                                         | Bausch + Lomb Corp.                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $177384.38    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382UAD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8471557 | PA      | $269453.12    | 0.02%             | 2051-06-20      | Floating      | -0.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae - Cas                                           | Connecticut Avenue Securities Trust                                               | CUSIP: 20754HAD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2942848 | PA      | $3001077.94   | 0.25%             | 2039-07-25      | Floating      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management                                   | Element Fleet Management Corp.                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    228000 | PA      | $232689.76    | 0.02%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                        | AVEANNA HEALTHCARE LLC                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    150000 | PA      | $150152.25    | 0.01%             | 2032-09-10      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit                                   | Oaktree Strategic Credit Fund                                                     | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1086165.66   | 0.09%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust                               | GS Mortgage Securities Trust                                                      | CUSIP: 36252AAE6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |   1013668 | PA      | $542.51       | 0.00%             | 2025-11-10      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140W1YK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    969829 | PA      | $975234.37    | 0.08%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                        | CitiMortgage Alternative Loan Trust                                               | CUSIP: 12566QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262270 | PA      | $237389.78    | 0.02%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                          | Post Holdings, Inc.                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101180.90    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Fideicomiso Pa Pacifico                                    | Fideicomiso PA Pacifico Tres                                                      | CUSIP: JK1075825<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |    160900 | PA      | $169990.85    | 0.01%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31397NS71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25490 | PA      | $2268.76      | 0.00%             | 2039-06-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Wind River Clo Ltd                                         | THL Credit Wind River CLO, Ltd.                                                   | CUSIP: 88432DBL7<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003550.00   | 0.08%             | 2031-10-22      | Floating      | 7.99%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137H9QF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2841538 | PA      | $436767.75    | 0.04%             | 2051-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Unigel Luxembourg Sa                                       | Unigel Luxembourg SA                                                              | CUSIP: YR2658494<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |    108704 | PA      | $83702.08     | 0.01%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Credit Agricole Sa                                         | Credit Agricole SA                                                                | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $248545.08    | 0.02%             | 2033-09-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing Llc                                      | Directv Financing LLC                                                             | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    185523 | PA      | $186073.78    | 0.02%             | 2029-08-02      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Docuformas Sa                                              | Mexarrend SAPI de CV                                                              | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $4500.00      | 0.00%             | 2024-07-24      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397RW69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    704350 | PA      | $1487.59      | 0.00%             | 2038-03-15      | Floating      | 0.35%                 | No            |                  2 | On Loan: No      |
| Sofi Alternative Trust Consumer Loan Program 2021-2        | Sofi Alternative Consumer Loan Program 2021-2                                     | CUSIP: 78472Q107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $233351.20    | 0.02%             | 2030-08-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Burlingtn North Santa Fe                                   | Burlington Northern Santa Fe LLC                                                  | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1121158.83   | 0.09%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sound Point Clo Ltd                                        | Sound Point CLO XXIV                                                              | CUSIP: 83614NAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $476307.53    | 0.04%             | 2034-10-25      | Floating      | 8.08%                 | Yes           |                  2 | On Loan: No      |
| Trucordia Insurance Hold                                   | Trucordia Insurance Holdings LLC                                                  | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |    175000 | PA      | $175656.25    | 0.01%             | 2032-06-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 751155AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940889 | PA      | $838164.70    | 0.07%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise                                          | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30286.24     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Renesas Electronics Corp                                   | Renesas Electronics Corp.                                                         | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    510000 | PA      | $497161.46    | 0.04%             | 2026-11-25      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                       | Keurig Dr Pepper, Inc.                                                            | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235186.34    | 0.02%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Marriott International                                     | Marriott International, Inc.                                                      | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    239000 | PA      | $238042.51    | 0.02%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                               | Cotiviti, Inc.                                                                    | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    255000 | PA      | $250856.25    | 0.02%             | 2032-03-29      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2021-6                                                 | CUSIP: 92538MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1080424.10   | 0.09%             | 2066-10-25      | Variable      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 02151EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    721906 | PA      | $254040.21    | 0.02%             | 2037-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Ngl Enrgy Op/fin Corp                                      | NGL Energy Operating LLC / NGL Energy Finance Corp.                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30781.59     | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Wind River Clo Ltd                                         | THL Credit Wind River 2017-1 CLO, Ltd.                                            | CUSIP: 97315TAJ1<br>LEI: 254900W8N6WOFX1LSH24 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1403804.36   | 0.12%             | 2036-04-18      | Floating      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Note                                                                | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2586972.66   | 0.22%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                 | 1345T 2025-AOA                                                                    | CUSIP: 68271CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $422236.75    | 0.04%             | 2027-06-15      | Floating      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Bsprt Issuer, Ltd.                                         | BSPRT 2023-FL10 Issuer, Ltd.                                                      | CUSIP: 05610VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $300242.58    | 0.03%             | 2028-08-15      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Generate Clo Ltd.                                          | Generate CLO 12, Ltd.                                                             | CUSIP: 37147VAL1<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500193.00    | 0.04%             | 2038-07-20      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Nisource Inc                                               | NiSource, Inc.                                                                    | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242117.16    | 0.02%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Carlyle Secured Lending                                    | Carlyle Secured Lending, Inc.                                                     | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3121624.41   | 0.26%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Green Infrastructure Partners Inc                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    330000 | PA      | $330722.70    | 0.03%             | 2032-09-18      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Milos Clo, Ltd                                             | Milos CLO, Ltd.                                                                   | CUSIP: 60162QAC4<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499598.23    | 0.04%             | 2030-10-20      | Floating      | 10.74%                | Yes           |                  2 | On Loan: No      |
| Biogen Inc                                                 | Biogen, Inc.                                                                      | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    232000 | PA      | $238614.29    | 0.02%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Inretail Shoppin                                           | InRetail Shopping Malls                                                           | CUSIP: AR9465592<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              | CORP              | PE        |    150000 | PA      | $150619.80    | 0.01%             | 2028-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sound Point Clo Ltd                                        | Sound Point CLO XXIV                                                              | CUSIP: 83614LAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1375000 | PA      | $1170340.33   | 0.10%             | 2034-10-25      | Floating      | 11.30%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38380RJ84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16505245 | PA      | $852695.60    | 0.07%             | 2063-04-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Lcm Ltd Partnership                                        | LCM Loan Income Fund I Income Note Issuer, Ltd.                                   | CUSIP: 50200LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $384814.63    | 0.03%             | 2031-07-16      | Floating      | 10.18%                | Yes           |                  2 | On Loan: No      |
| Banco De Bogota Sa                                         | Banco de Bogota SA                                                                | CUSIP: LW0752441<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $202579.60    | 0.02%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                      | Wells Fargo & Co.                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102834.25    | 0.01%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK                                                                              | CUSIP: 06541KAE8<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |   1583000 | PA      | $50306.16     | 0.00%             | 2061-05-15      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Jsw Infrastructure                                         | JSW Infrastructure, Ltd.                                                          | CUSIP: BT5111013<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $200992.45    | 0.02%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| J.p. Morgan Alternative Loan Trust                         | JP Morgan Alternative Loan Trust                                                  | CUSIP: 46628VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12962 | PA      | $12934.10     | 0.00%             | 2036-08-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                   | Agilent Technologies, Inc.                                                        | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244338.52    | 0.02%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2019-BNK23                                                                   | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $311352.99    | 0.03%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Ineos Us Finance Llc                                       | INEOS US Finance LLC                                                              | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    205000 | PA      | $186293.75    | 0.02%             | 2030-02-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2018-C2                                                      | CUSIP: 05491UBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $449999.10    | 0.04%             | 2028-12-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397EQ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30101 | PA      | $2990.76      | 0.00%             | 2037-01-15      | Floating      | 1.94%                 | No            |                  2 | On Loan: No      |
| First Trust High Yield Opportunities 2027 Term Fund        | First Trust High Yield Opportunities 2027 Term Fund                               | CUSIP: 33741Q107<br>LEI: 549300VWTG40J7RZE994 | Long             | EC               | RF                | US        |    853453 | NS      | $12366533.97  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31397MUN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9079 | PA      | $9428.18      | 0.00%             | 2038-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners Ll                                   | Viper Energy Partners LLC                                                         | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86709.21     | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cco Hldgs Llc/cap Corp                                     | CCO Holdings LLC / CCO Holdings Capital Corp.                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64615.18     | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Pr Mortgage Loan Trust                                     | PR Mortgage Loan Trust                                                            | CUSIP: 69358KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4887720 | PA      | $4766663.56   | 0.40%             | 2047-09-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                      | FNA 2021-M23 X1                                                                   | CUSIP: 3136BKBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  40696295 | PA      | $546083.24    | 0.05%             | 2031-11-01      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Republic Of Guatemala                                      | Guatemala Government Bond                                                         | CUSIP: AN8135104<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    300000 | PA      | $298500.00    | 0.03%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                         | Saavi Energia Sarl                                                                | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $215490.00    | 0.02%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust                               | GS Mortgage Securities Trust                                                      | CUSIP: 36258YBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    636000 | PA      | $577857.07    | 0.05%             | 2029-12-13      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust                               | GS Mortgage Securities Trust 2015-GC28                                            | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |    467627 | PA      | $448233.02    | 0.04%             | 2048-02-10      | Variable      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382L2E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7000444 | PA      | $958718.50    | 0.08%             | 2050-11-20      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake Ltd                                         | Cathedral Lake VIII, Ltd.                                                         | CUSIP: 14919GAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002080.10   | 0.08%             | 2035-01-20      | Floating      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| White Cap Supply Holding                                   | White Cap Supply Holdings LLC                                                     | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    426875 | PA      | $427444.63    | 0.04%             | 2029-10-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                        | Textainer Marine Containers VII, Ltd.                                             | CUSIP: 88316AAA9<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    224396 | PA      | $225356.69    | 0.02%             | 2036-01-20      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396QFB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57878 | PA      | $3225.03      | 0.00%             | 2039-07-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Permian Resourc Optg Llc                                   | Permian Resources Operating LLC                                                   | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    118000 | PA      | $120285.66    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140XRHL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2281481 | PA      | $2220604.86   | 0.19%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bpr Trust                                                  | BPR Trust 2021-TY                                                                 | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191000 | PA      | $190644.59    | 0.02%             | 2038-09-15      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Dish Dbs Corp                                              | DISH DBS Corp.                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57569.40     | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Wayfair Llc                                                | Wayfair LLC                                                                       | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46509.33     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corp                                         | Regal Rexnord Corp.                                                               | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93462.70     | 0.01%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                     | Countrywide Home Loan Mortgage Pass-Through Trust                                 | CUSIP: 12544TAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213724 | PA      | $97608.55     | 0.01%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                  | Olin Corp.                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45288.36     | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TD Ameritrade                                              | PIMCO Dynamic Income Strategy Fund TRS                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $2625702.39   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank5                                                      | BANK5 2024-5YR10                                                                  | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311000 | PA      | $318928.32    | 0.03%             | 2029-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - Cas                                           | Connecticut Avenue Securities Trust 2023-R06                                      | CUSIP: 20754EAF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4125000 | PA      | $4367875.88   | 0.37%             | 2043-07-25      | Floating      | 8.26%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans Llc                                     | Mosaic Solar Loan Trust                                                           | CUSIP: 61946EAA6<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |     36373 | PA      | $35275.23     | 0.00%             | 2042-06-20      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16300000 | PA      | $16053589.80  | 1.35%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block Financial Llc                                        | Block Financial LLC                                                               | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $265226.23    | 0.02%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396XL36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34626 | PA      | $2897.91      | 0.00%             | 2037-11-25      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140NYAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1433878 | PA      | $1482660.49   | 0.12%             | 2041-04-01      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Bmo Mortgage Trust                                         | BMO 2024-5C6 Mortgage Trust                                                       | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309000 | PA      | $318526.25    | 0.03%             | 2029-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Dt Midstream Inc                                           | DT Midstream, Inc.                                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $121990.69    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance Intl Nv                                       | Enel Finance International NV                                                     | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $204948.02    | 0.02%             | 2029-06-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Onedigital Borrower Llc                                    | OneDigital Borrower LLC                                                           | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    227471 | PA      | $227759.59    | 0.02%             | 2031-07-02      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Garda World Security                                       | Garda World Security Corp.                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $181563.03    | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                        | CitiMortgage Alternative Loan Trust                                               | CUSIP: 12567AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80782 | PA      | $6281.99      | 0.00%             | 2037-03-25      | Floating      | 1.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - Stacr                                        | Freddie Mac STACR REMIC Trust 2021-HQA2                                           | CUSIP: 35564KGR4<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | USGSE             | US        |   2750000 | PA      | $3021480.00   | 0.25%             | 2033-12-25      | Floating      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| Hardee's Funding                                           | Hardee's Funding LLC                                                              | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    930000 | PA      | $927804.27    | 0.08%             | 2028-06-20      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operation                                   | Hess Midstream Operations LP                                                      | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $124440.62    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Areit Cre Trust                                            | AREIT 2024-CRE9, Ltd.                                                             | CUSIP: 00193AAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $695529.59    | 0.06%             | 2029-02-17      | Floating      | 8.44%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38380LM42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4226626 | PA      | $255699.87    | 0.02%             | 2069-11-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                      | Cantor Commercial Real Estate Lending                                             | CUSIP: 12529MDG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1113000 | PA      | $178535.22    | 0.02%             | 2052-05-15      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398NNM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    666137 | PA      | $64329.81     | 0.01%             | 2040-10-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Hilton Usa Trust                                           | Hilton USA Trust 2016-SFP                                                         | CUSIP: 43289VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $754641.45    | 0.06%             | 2035-11-05      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| Goat Holdco Llc                                            | Goat Holdco LLC                                                                   | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71812.63     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 02151ABK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    785029 | PA      | $362835.56    | 0.03%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                              | Carnival Corp.                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     82000 | PA      | $82000.00     | 0.01%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital Clo Ltd                                     | Canyon Capital CLO, Ltd.                                                          | CUSIP: 13876EAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $986258.40    | 0.08%             | 2031-07-15      | Floating      | 10.33%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 383742HQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18548 | PA      | $97.41        | 0.00%             | 2038-02-20      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Lft Cre Llc                                                | LFT CRE 2021-FL1, Ltd.                                                            | CUSIP: 50203JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    115247 | PA      | $115277.91    | 0.01%             | 2039-06-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Co                                     | Commonwealth Edison Co.                                                           | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    228000 | PA      | $242672.32    | 0.02%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                               | Veralto Corp.                                                                     | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    122000 | PA      | $127657.87    | 0.01%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | LX269776 TKO TL B4 1L USD                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60000 | PA      | $60158.40     | 0.01%             | 2031-11-21      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Generate Clo Ltd.                                          | Generate Clo 13, Ltd.                                                             | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $501394.25    | 0.04%             | 2037-01-20      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Comm Mortgage Trust                                        | Commercial Mortgage Pass-Through Certificates                                     | CUSIP: 12591QAH5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     11000 | PA      | $1.09         | 0.00%             | 2047-08-10      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Focus Financial Partners Llc                               | Focus Financial Partners LLC                                                      | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    333226 | PA      | $333682.65    | 0.03%             | 2031-09-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Gsr Mortgage Loan Trust                                    | GSR Mortgage Loan Trust                                                           | CUSIP: 3622N6AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635829 | PA      | $330608.12    | 0.03%             | 2037-05-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                          | Citigroup Mortgage Loan Trust 2009-4                                              | CUSIP: 17315EAU7<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    127893 | PA      | $125685.22    | 0.01%             | 2035-05-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Wachovia Bank Commercial Mortgage Trust                    | Wachovia Bank Commercial Mortgage Trust                                           | CUSIP: 92978PAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       426 | PA      | $0.73         | 0.00%             | 2048-11-15      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                              | Residential Funding Mortgage Securities I Trust                                   | CUSIP: 74958BAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176581 | PA      | $128438.77    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398MZ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17008 | PA      | $859.32       | 0.00%             | 2040-04-25      | Floating      | 0.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. Pool                                             | CUSIP: 3128M6VJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32354 | PA      | $33229.77     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison Iaq Llc                                            | Madison IAQ LLC                                                                   | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207641.75    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Archrock Partners Lp/fin                                   | Archrock Partners LP / Archrock Partners Finance Corp.                            | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123183.24    | 0.01%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ubs Commercial Mortgage Trust                              | UBS Commercial Mortgage Trust 2018-C13                                            | CUSIP: 90353KBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1023000 | PA      | $943730.19    | 0.08%             | 2028-10-15      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners                                   | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241173.60    | 0.02%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities             | Credit Suisse First Boston Mortgage Securities Corp.                              | CUSIP: 225470AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4023015 | PA      | $1102334.67   | 0.09%             | 2035-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wind River Clo Ltd                                         | Wind River 2021-3 CLO, Ltd.                                                       | CUSIP: 97316DAW6<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $990000.00    | 0.08%             | 2038-04-20      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                         | STWD 2021-FL2, Ltd.                                                               | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1080000 | PA      | $1083844.80   | 0.09%             | 2026-01-18      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Ineos Us Petrochem Llc                                     | INEOS US Petrochem LLC                                                            | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202110 | PA      | $183583.02    | 0.02%             | 2029-04-02      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Bank Of Ny Mellon Corp                                     | Bank of New York Mellon Corp.                                                     | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    209000 | PA      | $216050.14    | 0.02%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Canyon Capital Clo Ltd                                     | Canyon Capital CLO, Ltd.                                                          | CUSIP: 13875LAW8<br>LEI: 549300W778MFSPI8C872 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1441590.83   | 0.12%             | 2031-01-30      | Floating      | 10.07%                | Yes           |                  2 | On Loan: No      |
| Abbvie Inc                                                 | AbbVie, Inc.                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229469.19    | 0.02%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Gold Fields Orogen Hold                                    | Gold Fields Orogen Holdings BVI, Ltd.                                             | CUSIP: ZS5391108<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $209816.64    | 0.02%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Brightspire Capital, Inc                                   | BRSP 2021-FL1, Ltd.                                                               | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    131856 | PA      | $131481.74    | 0.01%             | 2038-08-19      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140W1HW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3218018 | PA      | $3320999.28   | 0.28%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140XCTW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3410577 | PA      | $3085506.92   | 0.26%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                           | Carlyle Global Market Strategies CLO, Ltd.                                        | CUSIP: 14314NAA9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996693.20    | 0.08%             | 2031-05-15      | Floating      | 9.82%                 | Yes           |                  2 | On Loan: No      |
| Bx Trust                                                   | BX 2021-MFM1                                                                      | CUSIP: 05608VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413000 | PA      | $413047.87    | 0.03%             | 2034-01-15      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Cornerstone Building                                       | Cornerstone Building Brands, Inc.                                                 | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72945.00     | 0.01%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Frtkl                                                      | FRTKL 2021-SFR1                                                                   | CUSIP: 30322DAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4050000 | PA      | $3929980.68   | 0.33%             | 2026-09-17      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Chile Elec Pec Spa                                         | Chile Electricity PEC SpA                                                         | CUSIP: BN7879198<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    181878 | PA      | $164372.05    | 0.01%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38375D2C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1073730 | PA      | $74777.32     | 0.01%             | 2039-06-20      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 31427N3W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1009020 | PA      | $1035791.38   | 0.09%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dcli Bidco Llc                                             | Dcli Bidco LLC                                                                    | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88461.37     | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit Clo, Limited                           | Bain Capital Credit CLO 2022-3, Ltd.                                              | CUSIP: 05684QAA2<br>LEI: 549300RZZ0GDV2ODIJ14 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $999554.10    | 0.08%             | 2035-07-17      | Floating      | 11.67%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38378PTH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1492819 | PA      | $105581.40    | 0.01%             | 2043-02-16      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2019-B9 Mortgage Trust                                                  | CUSIP: 08160JAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1130000 | PA      | $996315.58    | 0.08%             | 2052-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Nationwide Bldg Society                                    | Nationwide Building Society                                                       | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    279000 | PA      | $287024.64    | 0.02%             | 2036-07-14      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Nj Trust 2023-gsp                                          | NJ Trust 2023-GSP                                                                 | CUSIP: 65486XAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    275000 | PA      | $288904.00    | 0.02%             | 2029-01-06      | Variable      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Chs/community Health Sys                                   | CHS/Community Health Systems, Inc.                                                | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68009.90     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| T-mobile Usa Inc                                           | T-Mobile USA, Inc.                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    265000 | PA      | $181717.15    | 0.02%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group Llc                                   | Great Outdoors Group LLC                                                          | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    107752 | PA      | $107832.44    | 0.01%             | 2032-01-16      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382RPN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19772154 | PA      | $139899.85    | 0.01%             | 2051-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Pennymac Fin Svcs Inc                                      | PennyMac Financial Services, Inc.                                                 | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74339.44     | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc                                                 | Fiserv, Inc.                                                                      | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    223000 | PA      | $230576.84    | 0.02%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                         | EFMT 2025-INV3                                                                    | CUSIP: 26847NAF8<br>LEI: 254900C1B6ZW3SK54M36 | Long             | ABS-MBS          | CORP              | US        |   4969000 | PA      | $4894465.00   | 0.41%             | 2070-07-25      | Variable      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| At&t Inc                                                   | AT&T, Inc.                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501182.32    | 0.04%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Banco Industrial Sa                                        | Banco Industrial SA/Guatemala                                                     | CUSIP: BN7034463<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |    300000 | PA      | $299550.00    | 0.03%             | 2031-01-29      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                      | Uber Technologies, Inc.                                                           | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264745.15    | 0.02%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 3136A9W46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262964 | PA      | $203922.66    | 0.02%             | 2042-11-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140XBPG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1497512 | PA      | $1231933.97   | 0.10%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2025-V16 Mortgage Trust                                                 | CUSIP: 08164RAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $439835.00    | 0.04%             | 2058-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Banco Continental S.a.e.                                   | Banco Continental SAECA                                                           | CUSIP: BM9109232<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |    300000 | PA      | $299054.93    | 0.03%             | 2025-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38383UVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15201952 | PA      | $2042123.75   | 0.17%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38378P2C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2818231 | PA      | $328649.74    | 0.03%             | 2044-01-16      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| Ag Trust                                                   | AG Trust 2024-NLP                                                                 | CUSIP: 00792MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496000 | PA      | $498735.89    | 0.04%             | 2026-08-15      | Floating      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137FFUD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6409014 | PA      | $3585443.22   | 0.30%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lmrk Issuer Co. Llc                                        | Lmrk Issuer Co. 2 LLC                                                             | CUSIP: 50209AAK7<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $959669.10    | 0.08%             | 2030-09-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                         | Wells Fargo Alternative Loan Trust                                                | CUSIP: 94985FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161930 | PA      | $142128.21    | 0.01%             | 2037-06-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Bx Trust                                                   | BX Commercial Mortgage Trust                                                      | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $985661.70    | 0.08%             | 2034-04-15      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31398CGK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160225 | PA      | $12751.85     | 0.00%             | 2039-04-15      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| Medline Borrower Lp                                        | Medline Borrower LP                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99209.32     | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397PCU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162984 | PA      | $13071.27     | 0.00%             | 2036-08-15      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| Azorra Finance                                             | Azorra Finance, Ltd.                                                              | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     65000 | PA      | $68602.24     | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Transcanada Pipelines                                      | TransCanada PipeLines, Ltd.                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $731546.76    | 0.06%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cco Hldgs Llc/cap Corp                                     | CCO Holdings LLC / CCO Holdings Capital Corp.                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9256.17      | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                        | Transdigm Inc                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    465000 | PA      | $465023.25    | 0.04%             | 2032-08-13      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396XR55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34261 | PA      | $2432.25      | 0.00%             | 2037-12-25      | Floating      | 1.89%                 | No            |                  2 | On Loan: No      |
| Bank Of America Corp                                       | Bank of America Corp.                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213067.10    | 0.02%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Slg Office Trust                                           | SLG Office Trust 2021-OVA                                                         | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $187051.88    | 0.02%             | 2031-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38385DG75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14826892 | PA      | $2109936.36   | 0.18%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association Pool                                        | CUSIP: 31402Q6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71160 | PA      | $72820.28     | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                      | Lehman Mortgage Trust                                                             | CUSIP: 52520NAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360631 | PA      | $232579.60    | 0.02%             | 2036-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Csail Commercial Mortgage Trust                            | CSAIL 2019-C16 Commercial Mortgage Trust                                          | CUSIP: 12596WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $950668.70    | 0.08%             | 2029-06-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Cloud Software Grp Inc                                     | Cloud Software Group, Inc.                                                        | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40759.57     | 0.00%             | 2033-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                        | Deep Blue Operating I LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    130000 | PA      | $130325.00    | 0.01%             | 2032-09-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| New Mountain Finance Cor                                   | New Mountain Finance Corp.                                                        | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |   8312000 | PA      | $8542631.98   | 0.72%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pennantpark Investment C                                   | PennantPark Investment Corp.                                                      | CUSIP: 708062AD6<br>LEI: 529900OK432R4C6NQQ73 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3011640.86   | 0.25%             | 2026-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Golden State Foods 10/24                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54917 | PA      | $55120.52     | 0.00%             | 2031-10-07      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Invesco Municipal Trust                                    | Invesco Municipal Trust                                                           | CUSIP: 46131J103<br>LEI: GKS5Y4B1VKHV66WSPK53 | Long             | EC               | RF                | US        |    973130 | NS      | $9390704.50   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Holding Sa                                           | Alpha Holding SA de CV                                                            | CUSIP: ZP8032473<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    188546 | PA      | $1414.10      | 0.00%             | 2025-02-10      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2024-5C29                                                    | CUSIP: 05555PAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233000 | PA      | $228385.67    | 0.02%             | 2029-09-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                | CUSIP: 3622ABJH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1248401 | PA      | $1072867.57   | 0.09%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38377VE69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    192995 | PA      | $155335.23    | 0.01%             | 2041-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | WHITEWATER MATTERHORN HOLDING LLC                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45000 | PA      | $45028.13     | 0.00%             | 2032-05-12      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance                                    | Nissan Motor Acceptance Co. LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60057.99     | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Wind River Clo Ltd                                         | THL Credit Wind River 2017-3 CLO, Ltd.                                            | CUSIP: 97316MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $496000.75    | 0.04%             | 2035-04-15      | Floating      | 11.63%                | Yes           |                  2 | On Loan: No      |
| Rivers Enterprise                                          | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp.                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $192665.51    | 0.02%             | 2033-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Bmo Mortgage Trust                                         | BMO 2023-C6 MORTGAGE TRUST                                                        | CUSIP: 055985AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $172169.36    | 0.01%             | 2033-01-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398TKW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    946097 | PA      | $943725.04    | 0.08%             | 2040-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396PBM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261055 | PA      | $31361.35     | 0.00%             | 2037-01-25      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Unigel HoldCo Depositary Receipt (144A)                                           | CUSIP: 860570100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       457 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Interstate Power & Light                                   | Interstate Power and Light Co.                                                    | CUSIP: 461070AY0<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123137.44    | 0.01%             | 2055-10-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Southern Co                                                | Southern Co.                                                                      | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    163000 | PA      | $173811.30    | 0.01%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2024-V11 Mortgage Trust                                                 | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $247485.64    | 0.02%             | 2029-10-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Tallgrass Nrg Prtnr/fin                                    | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp.                     | CUSIP: 87470LAM3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34670.59     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2021-7                                                 | CUSIP: 92538QAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1468171.80   | 0.12%             | 2066-10-25      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Fmc Gmsr Issuer Trust                                      | FMC GMSR Issuer Trust                                                             | CUSIP: 30259RAL9<br>LEI: 549300LYRWPSYPK6S325 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4784945.50   | 0.40%             | 2026-10-25      | Variable      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396WHG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5958 | PA      | $417.35       | 0.00%             | 2037-06-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                         | Chase Mortgage Finance Trust                                                      | CUSIP: 161629AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4296674 | PA      | $1648606.62   | 0.14%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2019-GC41                                     | CUSIP: 17328FAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $199123.07    | 0.02%             | 2029-08-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management                                   | Element Fleet Management Corp.                                                    | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $238398.99    | 0.02%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Banco Do Brasil (cayman)                                   | Banco do Brasil SA                                                                | CUSIP: EJ5310291<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $200685.00    | 0.02%             | 9999-12-31      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                          | Flowers Foods, Inc.                                                               | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    239000 | PA      | $243605.34    | 0.02%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Michaels Cos Inc/the                                       | Michaels Cos., Inc.                                                               | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27762.27     | 0.00%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137FXLJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9017818 | PA      | $1504631.04   | 0.13%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                           | Duke Energy Corp.                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     81000 | PA      | $73018.43     | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140XQBW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1293063 | PA      | $1335742.17   | 0.11%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Fina                                   | Blue Owl Technology Finance Corp.                                                 | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4954020.62   | 0.42%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396VY44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184386 | PA      | $11395.42     | 0.00%             | 2037-05-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2024-V10 Mortgage Trust                                                 | CUSIP: 08163UAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1079776.80   | 0.09%             | 2029-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38383UV64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15878751 | PA      | $12667341.89  | 1.07%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                  | Amgen, Inc.                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    331000 | PA      | $330466.67    | 0.03%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Areit Cre Trust                                            | AREIT 2024-CRE9, Ltd.                                                             | CUSIP: 00193AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    220000 | PA      | $220355.96    | 0.02%             | 2029-02-17      | Floating      | 6.69%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                         | Wells Fargo Alternative Loan Trust                                                | CUSIP: 94985GAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206204 | PA      | $180334.26    | 0.02%             | 2037-07-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certificates                          | ABFC Trust                                                                        | CUSIP: 04545EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2274047 | PA      | $1624111.48   | 0.14%             | 2037-06-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans Llc                                     | Mosaic Solar Loan Trust                                                           | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173537 | PA      | $166837.55    | 0.01%             | 2030-08-20      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31397NKA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322370 | PA      | $24830.00     | 0.00%             | 2036-03-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Bx Trust                                                   | BX Trust 2025-ROIC                                                                | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1025998 | PA      | $1031427.01   | 0.09%             | 2027-03-15      | Floating      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| Consumers Energy Co                                        | Consumers Energy Co.                                                              | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    141000 | PA      | $142535.49    | 0.01%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137AFAU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    756199 | PA      | $50534.42     | 0.00%             | 2041-09-15      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                             | Fannie Mae-Aces                                                                   | CUSIP: 3136B9EN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26484251 | PA      | $142135.68    | 0.01%             | 2027-12-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38379CFC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2091012 | PA      | $161191.28    | 0.01%             | 2044-06-16      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 3136A5FL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88065 | PA      | $7598.57      | 0.00%             | 2042-04-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| One Park Mortgage Trust                                    | ONE 2021-PARK Mortgage Trust                                                      | CUSIP: 682413AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $190916.06    | 0.02%             | 2036-03-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing/ptl                                   | Penske Truck Leasing Co. Lp / PTL Finance Corp.                                   | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247661.82    | 0.02%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Athenahealth Group Inc                                     | AthenaHealth Group, Inc.                                                          | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69487.11     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397GQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187903 | PA      | $13808.14     | 0.00%             | 2037-04-15      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake                                     | Westinghouse Air Brake Technologies Corp.                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    234000 | PA      | $239288.99    | 0.02%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mcgraw-hill Education                                      | McGraw-Hill Education, Inc.                                                       | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25995.35     | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Sabre Glbl Inc                                             | Sabre GLBL, Inc.                                                                  | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     34218 | PA      | $32378.47     | 0.00%             | 2029-11-15      | Floating      | 14.31%                | No            |                  2 | On Loan: No      |
| Unigel Netherlands Hold                                    | Unigel Netherlands Holding Corp. BV                                               | CUSIP: YR0563258<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | NL        |    459909 | PA      | $13797.27     | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2025-5C4                                    | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $244425.17    | 0.02%             | 2030-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Applovin Corp                                              | AppLovin Corp.                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    117000 | PA      | $121077.21    | 0.01%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Inversiones Cmpc Sa                                        | Inversiones CMPC SA                                                               | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $204800.00    | 0.02%             | 2057-12-09      | Variable      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Arrow Electronics Inc                                      | Arrow Electronics, Inc.                                                           | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    233000 | PA      | $238610.50    | 0.02%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397RVH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59006 | PA      | $4318.14      | 0.00%             | 2038-03-15      | Floating      | 1.16%                 | No            |                  2 | On Loan: No      |
| Barings Private Credit                                     | Barings Private Credit Corp.                                                      | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5993331.42   | 0.50%             | 2030-06-11      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Unigel Luxembourg Sa                                       | Unigel Luxembourg SA                                                              | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     87816 | PA      | $16245.96     | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| N/A                                                        | Finastra USA Inc                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70000 | PA      | $69787.55     | 0.01%             | 2032-07-30      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                           | Carlyle US CLO 2022-5, Ltd.                                                       | CUSIP: 14318LAU5<br>LEI: 549300FMPRIVFSDJTS63 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503205.00    | 0.04%             | 2037-10-15      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Aaset 2021-2 Trust                                         | Aaset 2021-2 Trust                                                                | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    332627 | PA      | $315759.17    | 0.03%             | 2028-12-15      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners Lp                                        | Buckeye Partners LP                                                               | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62226.72     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Loancore 2021-cre5 Issuer, Ltd                             | LoanCore 2021-CRE5 Issuer, Ltd.                                                   | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    625000 | PA      | $621828.50    | 0.05%             | 2036-07-15      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                            | Residential Mortgage Loan Trust                                                   | CUSIP: 76119CAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3045753.75   | 0.26%             | 2060-01-26      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137HLVU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6955614 | PA      | $1282083.79   | 0.11%             | 2051-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bny Mellon Strategic Municipals Inc                        | BNY Mellon Strategic Municipals, Inc.                                             | CUSIP: 05588W108<br>LEI: 549300FH0LKMOBY7N332 | Long             | EC               | RF                | US        |    483730 | NS      | $3023312.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Corporation                         | Chase Mortgage Finance Trust                                                      | CUSIP: 16163HBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326109 | PA      | $3.26         | 0.00%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-v8 Mortgage Trust                           | Benchmark 2024-V8 Mortgage Trust                                                  | CUSIP: 08190AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $312277.20    | 0.03%             | 2029-05-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                   | United Overseas Bank, Ltd.                                                        | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | SG        |    200000 | PA      | $197596.89    | 0.02%             | 2031-03-16      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2024-5C1                                    | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159000 | PA      | $166772.11    | 0.01%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Jpmorgan Chase & Co                                        | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    232000 | PA      | $239732.33    | 0.02%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Crescent Capital Bdc Inc                                   | Crescent Capital BDC, Inc.                                                        | CUSIP: 225655208<br>LEI: 549300VPIZMU6OEE0V68 | Long             | EP               | CORP              | US        |    350000 | NS      | $8736000.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 10yr Ultra Fut Dec25                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -30 | NC      | $-3452343.75  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Gs Mortgage Securities Trust                               | GS Mortgage Securities Corp. Trust 2018-RIVR                                      | CUSIP: 36255WAJ4<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $3400.00      | 0.00%             | 2035-07-15      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Credit Income                                     | Blue Owl Credit Income Corp.                                                      | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2142816.22   | 0.18%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 40, Ltd.                       | Octagon Investment Partners 40, Ltd.                                              | CUSIP: 67592EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $489086.70    | 0.04%             | 2035-01-20      | Floating      | 11.59%                | Yes           |                  2 | On Loan: No      |
| Sound Point Clo Ltd                                        | Sound Point CLO XXIII                                                             | CUSIP: 83614BAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $490141.10    | 0.04%             | 2034-07-15      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Nrg Prtnr/fin                                    | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp.                     | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61835.28     | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                        | Resideo Funding Inc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    195000 | PA      | $195305.18    | 0.02%             | 2032-08-09      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 75115AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120542 | PA      | $9187.14      | 0.00%             | 2036-08-25      | Floating      | 1.28%                 | No            |                  2 | On Loan: No      |
| Banco Nacional Com Ext                                     | Banco Nacional de Comercio Exterior SNC                                           | CUSIP: N/A<br>LEI: 4469000001BL6VG3DH44       | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $207642.00    | 0.02%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ascend Learning Llc                                        | Ascend Learning LLC                                                               | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    453025 | PA      | $453047.59    | 0.04%             | 2028-12-11      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Comm Mortgage Trust                                        | Commercial Mortgage Pass-Through Certificates                                     | CUSIP: 12591QAF9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   3091920 | PA      | $1301.70      | 0.00%             | 2047-08-10      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Mv24 Capital Bv                                            | MV24 Capital BV                                                                   | CUSIP: AZ9204969<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    146464 | PA      | $145505.82    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sound Point Clo Ltd                                        | Sound Point CLO XVIII, Ltd.                                                       | CUSIP: 83609TAG2<br>LEI: 549300G09B8CGBRMLL31 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1992108.50   | 0.17%             | 2031-01-21      | Floating      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397EMU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53366 | PA      | $3500.75      | 0.00%             | 2037-01-15      | Floating      | 1.91%                 | No            |                  2 | On Loan: No      |
| Bx Trust                                                   | BX Trust 2024-CNYN                                                                | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307569 | PA      | $309082.35    | 0.03%             | 2041-04-15      | Floating      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Usq Rail                                                   | USQ Rail II LLC                                                                   | CUSIP: 90354PAA5<br>LEI: 25490077I8NB6ADB4I38 | Long             | ABS-O            | CORP              | US        |    633925 | PA      | $608344.42    | 0.05%             | 2027-06-28      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service                                     | Arizona Public Service Co.                                                        | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    483000 | PA      | $495116.21    | 0.04%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38377V2C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    413639 | PA      | $41266.04     | 0.00%             | 2041-05-20      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limited                           | Kestrel Aircraft Funding, Ltd.                                                    | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    162911 | PA      | $163102.33    | 0.01%             | 2025-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398N2Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1616162 | PA      | $161438.07    | 0.01%             | 2040-11-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                             | Avant Credit Card Master Trust 2025-1                                             | CUSIP: 05351KAT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $749412.75    | 0.06%             | 2028-10-15      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Clo Ltd                                          | Magnetite Xxxiii, Ltd.                                                            | CUSIP: 55953YAU0<br>LEI: 5493006NSAO246ZPZB29 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498672.50    | 0.04%             | 2037-10-20      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 75116CAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3989 | PA      | $5285.03      | 0.00%             | 2037-04-25      | Floating      | 19.40%                | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                         | Willis Engine Structured Trust VI                                                 | CUSIP: 97064GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1288939 | PA      | $1265718.48   | 0.11%             | 2029-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Sm Energy Co                                               | SM Energy Co.                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55082.56     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Vestis Corp                                                | Vestis Corp.                                                                      | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |    145000 | PA      | $137025.00    | 0.01%             | 2031-02-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Jp Morgan Chase Commercial Mortgage Sec Trust              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                   | CUSIP: 46651MAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    647424 | PA      | $631526.52    | 0.05%             | 2036-07-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132E0D25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1701477 | PA      | $1704332.03   | 0.14%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DSM74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    811509 | PA      | $848241.36    | 0.07%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                               | Upstart Securitization Trust 2021-4                                               | CUSIP: 91682NAC7<br>LEI: 549300MM4LHW6AKJUZ51 | Long             | ABS-O            | CORP              | US        |    332897 | PA      | $329958.66    | 0.03%             | 2031-09-20      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4347363.30   | 0.37%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382MM97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8491768 | PA      | $1187295.19   | 0.10%             | 2051-01-20      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137HKS88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11396116 | PA      | $1289370.27   | 0.11%             | 2041-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trident Tpi Holdings Inc                                   | Trident TPI Holdings, Inc.                                                        | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74724.93     | 0.01%             | 2028-12-31      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Apidos Clo Ltd                                             | Apidos CLO XXIV                                                                   | CUSIP: 03762XAD1<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000974.55   | 0.08%             | 2030-10-20      | Floating      | 10.39%                | Yes           |                  2 | On Loan: No      |
| Hexcel Corp                                                | Hexcel Corp.                                                                      | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    138000 | PA      | $144397.27    | 0.01%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Michaels Cos Inc/the                                       | Michaels Cos., Inc.                                                               | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     54857 | PA      | $51948.89     | 0.00%             | 2028-04-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398GV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17701 | PA      | $1537.31      | 0.00%             | 2040-02-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                | Bell Telephone Co. of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    142000 | PA      | $147506.76    | 0.01%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Riverbed Tech Class B-1 Partnership Units                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11202 | NS      | $565.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, Llc                  | Retained Vantage Data Centers Issuer LLC                                          | CUSIP: 76134KAC8<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2509330.00   | 0.21%             | 2028-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 12667GPT4<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    110019 | PA      | $87555.77     | 0.01%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2019-B13 Mortgage Trust                                                 | CUSIP: 08162DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $282415.80    | 0.02%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382RNV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10932627 | PA      | $1856080.13   | 0.16%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jsw Hydro Energy Ltd                                       | JSW Hydro Energy, Ltd.                                                            | CUSIP: BP4638287<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    142000 | PA      | $134628.78    | 0.01%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382VBP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7782725 | PA      | $237808.16    | 0.02%             | 2051-06-20      | Floating      | -0.00%                | No            |                  2 | On Loan: No      |
| Hig Rcp Trust                                              | HIG RCP 2023-FL1 LLC                                                              | CUSIP: 40443GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1185532 | PA      | $1187906.26   | 0.10%             | 2028-04-19      | Floating      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38381LVU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9041461 | PA      | $585129.02    | 0.05%             | 2065-10-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Emrld Bor / Emrld Co-iss                                   | EMRLD Borrower LP / Emerald Co.-Issuer, Inc.                                      | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123503.88    | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sabra Health Care Lp                                       | Sabra Health Care LP                                                              | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    116000 | PA      | $105403.06    | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382LX97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14862657 | PA      | $2303103.92   | 0.19%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan Trust                       | Laurel Road Prime Student Loan Trust 2020-A                                       | CUSIP: 51889CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9430677 | PA      | $961797.06    | 0.08%             | 2050-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Voya Clo Ltd                                               | Voya CLO 2017-2                                                                   | CUSIP: 92915XAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $966216.30    | 0.08%             | 2030-06-07      | Floating      | 10.60%                | Yes           |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                    | Structured Asset Securities Corp.                                                 | CUSIP: 86359DBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109505 | PA      | $662.44       | 0.00%             | 2035-03-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2302593 | PA      | $2059702.35   | 0.17%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aadvantage Loyalty Ip                                      | AAdvantage Loyalty IP, Ltd.                                                       | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    154612 | PA      | $155482.20    | 0.01%             | 2032-05-28      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Nyc Commercial Mortgage Trust                              | NYC Commercial Mortgage Trust 2025-3BP                                            | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $821076.66    | 0.07%             | 2027-02-15      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                        | LSF9 ATLANTIS HLDGS LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    152685 | PA      | $153186.70    | 0.01%             | 2029-03-31      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2025-5C34                                                    | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $246517.16    | 0.02%             | 2030-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Blackrock Tcp Cap Corp                                     | BlackRock TCP Capital Corp.                                                       | CUSIP: 09259EAC2<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $11862613.06  | 1.00%             | 2029-05-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132E0X64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1275813 | PA      | $1333642.68   | 0.11%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer                                      | Panther Escrow Issuer LLC                                                         | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104081.80    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Echostar Corp                                              | EchoStar Corp.                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55047.50     | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Jpmorgan Chase & Co                                        | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    204000 | PA      | $210735.50    | 0.02%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Essential Properties Lp                                    | Essential Properties LP                                                           | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135586.92    | 0.01%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Southern Natural Gas                                       | Southern Natural Gas Co. LLC                                                      | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63285.02     | 0.01%             | 2035-08-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Hsi Asset Securitization Corporation Trust                 | HSI Asset Securitization Corp. Trust                                              | CUSIP: 44328AAA8<br>LEI: 2138004J9K5ER1VNP306 | Long             | ABS-O            | CORP              | US        |   5228955 | PA      | $1404914.08   | 0.12%             | 2036-10-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Csc Holdings Llc                                           | CSC Holdings LLC                                                                  | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    235000 | PA      | $234072.93    | 0.02%             | 2028-01-18      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury                                     | Smurfit Kappa Treasury ULC                                                        | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    280000 | PA      | $288515.98    | 0.02%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mcdonald's Corp                                            | McDonald's Corp.                                                                  | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    268000 | PA      | $232897.39    | 0.02%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                    | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    118000 | PA      | $123757.22    | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands                                        | Braskem Netherlands Finance BV                                                    | CUSIP: ZQ3579112<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $75522.00     | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Unigel HoldCo Depositary Receipt (RegS)                                           | CUSIP: 860570118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1245 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137B4AK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2097207 | PA      | $1268796.65   | 0.11%             | 2043-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Trust                                                                       | CUSIP: 05549RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $355054.40    | 0.03%             | 2037-07-15      | Floating      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Vital Energy Inc                                           | Vital Energy, Inc.                                                                | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43714.00     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Bioceanico Sovereign                                       | Bioceanico Sovereign Certificate, Ltd.                                            | CUSIP: ZS5584637<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    221979 | PA      | $182078.41    | 0.02%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mf1 Multifamily Housing Mortgage Loan Trust                | MF1 2021-FL7, Ltd.                                                                | CUSIP: 55284AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    300000 | PA      | $295572.51    | 0.02%             | 2036-10-16      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries Inc                                      | Nabors Industries, Inc.                                                           | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52038.00     | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Hld                                   | Macquarie Airfinance Holdings, Ltd.                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     24000 | PA      | $25745.94     | 0.00%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 748940AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    574224 | PA      | $460885.09    | 0.04%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                     | Countrywide Home Loan Mortgage Pass-Through Trust                                 | CUSIP: 126694MH8<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |    860269 | PA      | $804127.96    | 0.07%             | 2035-11-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Colonial Enterprises Inc                                   | Colonial Enterprises, Inc.                                                        | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $147208.98    | 0.01%             | 2035-11-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| National Fuel Gas Co                                       | National Fuel Gas Co.                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     99000 | PA      | $103339.90    | 0.01%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Empower Clo Ltd.                                           | Empower CLO 2022-1, Ltd.                                                          | CUSIP: 29246AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498341.50    | 0.04%             | 2037-10-20      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2021-B33                                                                     | CUSIP: 12658WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $312817.54    | 0.03%             | 2031-10-10      | Variable      | 3.77%                 | Yes           |                  2 | On Loan: No      |
| Mf1 Multifamily Housing Mortgage Loan Trust                | MF1 2025-FL17 LLC                                                                 | CUSIP: 55287HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $677479.92    | 0.06%             | 2040-02-21      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                        | QNITY ELECTRS INC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    290000 | PA      | $290362.50    | 0.02%             | 2032-08-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                        | General Electric Co.                                                              | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100419.00    | 0.01%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 75115BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3026397 | PA      | $980754.90    | 0.08%             | 2036-07-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Jpmbb Commercial Mortgage Securities Trust                 | JP Morgan BB Commercial Mortgage Securities Trust                                 | CUSIP: 46644UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    958316 | PA      | $9.58         | 0.00%             | 2048-07-15      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| Transelec Sa                                               | Transelec SA                                                                      | CUSIP: LW8107226<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | CL        |    750000 | PA      | $735696.75    | 0.06%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                          | Newell Brands, Inc.                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34765.31     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                               | Novelis Corp.                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51890.20     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Blackrock Income Trust Inc                                 | BlackRock Income Trust, Inc.                                                      | CUSIP: 09247F118<br>LEI: TZVEKBHO1R4X5PI73286 | N/A              | DE               | CORP              | US        |         3 | NC      | $0.18         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US Long Bond Future                                                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -32 | NC      | $-3731000.00  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DMX42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3140876 | PA      | $2603056.31   | 0.22%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                             | Whirlpool Corp.                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59931.97     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bx Trust                                                   | BX Commercial Mortgage Trust 2025-BCAT                                            | CUSIP: 12433HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    479142 | PA      | $481446.23    | 0.04%             | 2027-08-15      | Floating      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer Ii, Llc                         | Compass Datacenters Issuer II LLC                                                 | CUSIP: 20469AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506337.50    | 0.04%             | 2029-08-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities              | First Horizon Alternative Mortgage Securities Trust                               | CUSIP: 32051GTG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30759 | PA      | $15494.69     | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fremf Mortgage Trust                                       | FREMF 2019-KF71 Mortgage Trust                                                    | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1271644 | PA      | $1229149.42   | 0.10%             | 2029-10-25      | Floating      | 10.47%                | Yes           |                  2 | On Loan: No      |
| Nisource Inc                                               | NiSource, Inc.                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    203000 | PA      | $206103.19    | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398GRQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86553 | PA      | $88381.13     | 0.01%             | 2040-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38381RDX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8201687 | PA      | $754514.23    | 0.06%             | 2045-02-20      | Floating      | 1.35%                 | No            |                  2 | On Loan: No      |
| Bx Trust                                                   | BX Commercial Mortgage Trust 2021-XL2                                             | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    469000 | PA      | $468947.00    | 0.04%             | 2038-10-15      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal De Elec                                   | Comision Federal de Electricidad                                                  | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204097.80    | 0.02%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Virtus Cvt & Income Fund                                   | Virtus Convertible & Income Fund                                                  | CUSIP: 92838X706<br>LEI: 549300WT3ICVH2Z06O49 | Long             | EP               | CORP              | US        |    294817 | NS      | $6365099.03   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Wind River Clo Ltd                                         | Wind River 2021-2 CLO, Ltd.                                                       | CUSIP: 97315YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $473110.78    | 0.04%             | 2034-07-20      | Floating      | 11.02%                | Yes           |                  2 | On Loan: No      |
| Netapp Inc                                                 | NetApp, Inc.                                                                      | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    116000 | PA      | $120756.72    | 0.01%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities             | Credit Suisse First Boston Mortgage Securities Corp.                              | CUSIP: 2254582G2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12688 | PA      | $6826.23      | 0.00%             | 2025-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ubs-barclays Commercial Mortgage Trust                     | UBS-Barclays Commercial Mortgage Trust 2013-C5                                    | CUSIP: 90270YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $290490.95    | 0.02%             | 2046-03-10      | Variable      | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31398JHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227004 | PA      | $13598.52     | 0.00%             | 2036-11-15      | Floating      | 1.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38384MEZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13852156 | PA      | $11324227.45  | 0.95%             | 2054-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Husky Injection / Titan                                    | Husky Injection Molding Systems, Ltd. / Titan Co.-Borrower LLC                    | CUSIP: 44805RAA3<br>LEI: 5493003ZDHRVP2N4C109 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $198823.78    | 0.02%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398TXF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3919 | PA      | $322.38       | 0.00%             | 2040-08-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Triton Container/tal Int                                   | Triton Container International, Ltd. / TAL International Container Corp.          | CUSIP: 89681LAA0<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     90000 | PA      | $80417.16     | 0.01%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                | Staples, Inc.                                                                     | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    103950 | PA      | $98839.30     | 0.01%             | 2029-09-04      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| Venture Global Plaque                                      | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22112.70     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38380XJ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3814313 | PA      | $476716.59    | 0.04%             | 2048-07-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38377WVM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    641123 | PA      | $62904.89     | 0.01%             | 2041-06-20      | Floating      | 1.20%                 | No            |                  2 | On Loan: No      |
| Bprl International Singa                                   | BPRL International Singapore Pte, Ltd.                                            | CUSIP: AM0189861<br>LEI: 875500AQ853IMLV4TX18 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $199964.48    | 0.02%             | 2027-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Victory Capital Holdings Inc                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45000 | PA      | $44972.10     | 0.00%             | 2032-09-10      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Loancore Issuer, Ltd.                                      | LoanCore 2025 2025-CRE8 Issuer LLC                                                | CUSIP: 53947FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $636046.72    | 0.05%             | 2030-02-01      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Tpg Real Estate Finance                                    | TRTX 2021-FL4 Issuer, Ltd.                                                        | CUSIP: 87276WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     68064 | PA      | $68303.69     | 0.01%             | 2038-03-15      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                         | Willis Engine Structured Trust V                                                  | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    717639 | PA      | $691694.06    | 0.06%             | 2028-03-15      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| Barings Bdc Inc                                            | Barings BDC, Inc.                                                                 | CUSIP: 06759L103<br>LEI: 549300GSF4KFZP6ONG49 | Long             | EC               | RF                | US        |    225000 | NS      | $1971000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 748940AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30188 | PA      | $21855.10     | 0.00%             | 2036-06-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Tpg Real Estate Finance                                    | TRTX 2021-FL4 Issuer, Ltd.                                                        | CUSIP: 87276WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1160000 | PA      | $1158041.69   | 0.10%             | 2038-03-17      | Floating      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Soluti                                   | Standard Building Solutions, Inc.                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61622.76     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                      | Athene Global Funding                                                             | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    122000 | PA      | $123063.48    | 0.01%             | 2029-10-08      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer Lp                                         | Energy Transfer LP                                                                | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998131.95    | 0.08%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Docuformas Sa                                              | Mexarrend SAPI de CV                                                              | CUSIP: AZ6957007<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $1500.00      | 0.00%             | 2024-07-24      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Rollins Inc                                                | Rollins, Inc.                                                                     | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102849.83    | 0.01%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137ACJZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180640 | PA      | $15700.67     | 0.00%             | 2041-06-15      | Floating      | 1.46%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Clo Ltd                                   | Neuberger Berman Loan Advisers Clo 44, Ltd.                                       | CUSIP: 64133VAQ0<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499978.50    | 0.04%             | 2035-10-16      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                       | BANK                                                                              | CUSIP: 06541KAG3<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |   4552000 | PA      | $138740.41    | 0.01%             | 2061-05-15      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health Inc                                        | Cardinal Health, Inc.                                                             | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     33000 | PA      | $28364.30     | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Miter Brand / Miwd Borr                                    | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $123345.36    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137F6YP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3570687 | PA      | $478267.50    | 0.04%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396VJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4684 | PA      | $365.90       | 0.00%             | 2037-04-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                              | TransDigm, Inc.                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15520.11     | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Signia Aerospace Llc                                       | Signia Aerospace LLC                                                              | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    197131 | PA      | $197746.79    | 0.02%             | 2031-12-11      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Digicel Group Holdings                                     | Digicel Group Holdings, Ltd.                                                      | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     33726 | PA      | $1527.54      | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38374JVV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18426 | PA      | $922.14       | 0.00%             | 2034-10-20      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                              | TransDigm, Inc.                                                                   | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116580.44    | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2025-5C37                                                    | CUSIP: 05494NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $158818.12    | 0.01%             | 2030-09-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Verisign Inc                                               | VeriSign, Inc.                                                                    | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    293000 | PA      | $301118.60    | 0.03%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Jp Morgan Mortgage Acquisition Corp                        | JP Morgan Mortgage Acquisition Corp.                                              | CUSIP: 46629QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155223 | PA      | $93345.48     | 0.01%             | 2029-09-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Hsi Asset Securitization Corporation Trust                 | HSI Asset Securitization Corp. Trust 2007-NC1                                     | CUSIP: 40430TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1085180 | PA      | $715496.60    | 0.06%             | 2037-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Note                                                                | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3033691.41   | 0.26%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jpmorgan Chase & Co                                        | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    446000 | PA      | $460823.92    | 0.04%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                              | Carnival Corp.                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     81000 | PA      | $83078.95     | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2022-B32 Mortgage Trust                                                 | CUSIP: 08163NBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $246567.10    | 0.02%             | 2032-01-15      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Cion Investment Corp                                       | CION Investment Corp.                                                             | CUSIP: 17259U303<br>LEI: 549300XN70JLF94XKX80 | Long             | EP               | CORP              | US        |     21224 | NS      | $536330.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 75115AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40181 | PA      | $31314.83     | 0.00%             | 2036-08-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Impac Cmb Trust                                            | Impac CMB Trust Series 2004-10                                                    | CUSIP: 45254NLK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63884 | PA      | $56321.14     | 0.00%             | 2035-03-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fremf Mortgage Trust                                       | FREMF 2018-KF56 Mortgage Trust                                                    | CUSIP: 30307QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    709905 | PA      | $637836.27    | 0.05%             | 2028-11-25      | Floating      | 10.27%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382KVK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13986928 | PA      | $478178.10    | 0.04%             | 2050-10-20      | Floating      | -0.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38381WQ92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3652400 | PA      | $461138.92    | 0.04%             | 2049-07-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                       | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43755.23     | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Sprite Limited                                             | Sprite 2021-1, Ltd.                                                               | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173953 | PA      | $170301.35    | 0.01%             | 2028-10-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                       | BANK 2021-BNK37                                                                   | CUSIP: 06540LBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381000 | PA      | $313754.80    | 0.03%             | 2031-11-15      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31398EPV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2540 | PA      | $216.08       | 0.00%             | 2039-07-15      | Floating      | 1.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 3136B1RS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515805 | PA      | $393565.17    | 0.03%             | 2048-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank Of America Corp                                       | Bank of America Corp.                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    195000 | PA      | $174837.78    | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Csn Resources Sa                                           | CSN Resources SA                                                                  | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $170191.42    | 0.01%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                         | Athene Holding, Ltd.                                                              | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    181000 | PA      | $182901.41    | 0.02%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Mf1 Multifamily Housing Mortgage Loan Trust                | MF1 2024-FL15                                                                     | CUSIP: 58003MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003197.00   | 0.08%             | 2041-08-18      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| American National Group                                    | American National Group, Inc.                                                     | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    320000 | PA      | $326927.68    | 0.03%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp Of Amer                                    | Laboratory Corp. of America Holdings                                              | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    567000 | PA      | $562857.54    | 0.05%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I Trust                                                    | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1006720 | PA      | $6446.33      | 0.00%             | 2026-08-15      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38376CJP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    577969 | PA      | $593066.44    | 0.05%             | 2039-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission                                   | Florida Gas Transmission Co. LLC                                                  | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    103000 | PA      | $106887.53    | 0.01%             | 2035-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                     | GreenSky Home Improvement Issuer Trust 2024-2                                     | CUSIP: 39571XAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $520018.50    | 0.04%             | 2059-10-27      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Amsr Trust                                                 | AMSR 2021-SFR1 Trust                                                              | CUSIP: 00179DAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4778043.00   | 0.40%             | 2028-06-17      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38381E2N7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25888713 | PA      | $1464840.34   | 0.12%             | 2064-01-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                         | Wells Fargo Alternative Loan Trust                                                | CUSIP: 94985FAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161930 | PA      | $17260.56     | 0.00%             | 2037-06-25      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                              | Videotron, Ltd.                                                                   | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    234000 | PA      | $238587.67    | 0.02%             | 2035-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                     | Residential Asset Securitization Trust                                            | CUSIP: 76114CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55571 | PA      | $27652.75     | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mh Sub I Llc                                               | MH Sub I LLC                                                                      | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    214712 | PA      | $198071.62    | 0.02%             | 2031-12-31      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2024-5C29                                                    | CUSIP: 05555PAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $217262.25    | 0.02%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 12668BFK4<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    169299 | PA      | $95726.63     | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                         | Morgan Stanley Mortgage Loan Trust                                                | CUSIP: 61749WAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133926 | PA      | $54052.60     | 0.00%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lbm Acquisition Llc                                        | LBM Acquisition LLC                                                               | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    232030 | PA      | $226874.37    | 0.02%             | 2031-06-06      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Blackrock Income Trust Inc                                 | BlackRock Income Trust, Inc.                                                      | CUSIP: 09247F209<br>LEI: TZVEKBHO1R4X5PI73286 | Long             | EC               | RF                | US        |         3 | NS      | $33.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust                                             | CUSIP: 95001NBD9<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1049307.38   | 0.09%             | 2028-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power                                       | Niagara Mohawk Power Corp.                                                        | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120622.84    | 0.01%             | 2030-10-03      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications                                   | Univision Communications, Inc.                                                    | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65365.63     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                        | Lavender US HoldCo 1 Inc                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    100000 | PA      | $100187.50    | 0.01%             | 2032-09-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Vici Properties / Note                                     | VICI Properties LP / VICI Note Co., Inc.                                          | CUSIP: 92564RAB1<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    244000 | PA      | $241688.17    | 0.02%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Gatx Corp                                                  | GATX Corp.                                                                        | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100295.46    | 0.01%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 12667GEK5<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    112766 | PA      | $99933.74     | 0.01%             | 2035-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Pt Pertamina (persero)                                     | Pertamina Persero PT                                                              | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $197696.91    | 0.02%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Team Health Holdings Inc                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    125000 | PA      | $124921.88    | 0.01%             | 2028-06-30      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Trestles Clo Ltd                                           | Trestles CLO VI, Ltd.                                                             | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500502.50    | 0.04%             | 2038-04-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Home Loans                                     | Countrywide Home Loan Mortgage Pass-Through Trust                                 | CUSIP: 12543RAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199901 | PA      | $90661.08     | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings                                     | Zimmer Biomet Holdings, Inc.                                                      | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    232000 | PA      | $237636.71    | 0.02%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wr Grace Holding Llc                                       | WR Grace Holdings LLC                                                             | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60468.71     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Bcap Llc Trust                                             | BCAP, LLC Trust                                                                   | CUSIP: 05530NAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93371 | PA      | $45016.80     | 0.00%             | 2037-04-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Jetblue Airways/loyalty                                    | JetBlue Airways Corp. / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20302.54     | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Pennantpark Floating Rat                                   | PennantPark Floating Rate Capital, Ltd.                                           | CUSIP: 70806AAA4<br>LEI: 529900BH3IP6381K4L72 | Long             | DBT              | RF                | US        |   3750000 | PA      | $3707613.79   | 0.31%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kroger Co                                                  | Kroger Co.                                                                        | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    251000 | PA      | $245022.55    | 0.02%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                   | Zelis Payments Buyer, Inc.                                                        | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    195000 | PA      | $195243.75    | 0.02%             | 2031-11-26      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Madison Iaq Llc                                            | Madison IAQ LLC                                                                   | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    195000 | PA      | $196174.88    | 0.02%             | 2032-03-28      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382LAH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10195027 | PA      | $340258.00    | 0.03%             | 2050-11-20      | Floating      | -0.00%                | No            |                  2 | On Loan: No      |
| Wf-rbs Commercial Mortgage Trust                           | WFRBS Commercial Mortgage Trust 2013-C14                                          | CUSIP: 92890PAG9<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |    112818 | PA      | $110351.19    | 0.01%             | 2046-06-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2018-B2 Mortgage Trust                                                  | CUSIP: 08161CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8265757 | PA      | $62183.29     | 0.01%             | 2028-01-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                      | Wells Fargo & Co.                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    468000 | PA      | $482783.52    | 0.04%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                      | Lehman Mortgage Trust                                                             | CUSIP: 52520SAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1169756 | PA      | $224779.77    | 0.02%             | 2036-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137A7SW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164943 | PA      | $20930.39     | 0.00%             | 2036-08-15      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Cascade Mh Asset Trust                                     | Cascade MH Asset Trust                                                            | CUSIP: 14732FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4601000 | PA      | $4459274.02   | 0.38%             | 2044-11-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Office Cherifien Des Pho                                   | OCP SA                                                                            | CUSIP: ZB6265712<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $217646.06    | 0.02%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities             | Credit Suisse First Boston Mortgage Securities Corp.                              | CUSIP: 225470EH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36963 | PA      | $26625.50     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance I Limited                        | Sapphire Aviation Finance II, Ltd.                                                | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246091 | PA      | $237553.38    | 0.02%             | 2027-03-15      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| Bank Of America Corp                                       | Bank of America Corp.                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    124000 | PA      | $129160.14    | 0.01%             | 9999-12-31      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Ubs Group Ag                                               | UBS Group AG                                                                      | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    251000 | PA      | $249890.59    | 0.02%             | 2037-03-23      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Weatherford Internationa                                   | Weatherford International, Ltd.                                                   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     35000 | PA      | $35803.46     | 0.00%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Voyager Parent Llc                                         | Voyager Parent LLC                                                                | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63489.61     | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2023-B38 Mortgage Trust                                                 | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $240801.35    | 0.02%             | 2028-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Sealed Air/sealed Air Us                                   | Sealed Air Corp./Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94551.12     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382M5R6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10923848 | PA      | $1575112.86   | 0.13%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38378WML4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000680 | PA      | $26954.73     | 0.00%             | 2043-03-20      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                                      | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $24707.20     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                        | Flutter Entertainment Public Limited                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |     60000 | PA      | $60029.40     | 0.01%             | 2032-05-22      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382HKF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7452452 | PA      | $947384.01    | 0.08%             | 2050-08-20      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Simpar Europe Sa                                           | Simpar Europe SA                                                                  | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $333680.00    | 0.03%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                         | Regal Rexnord Corp.                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    137000 | PA      | $141769.80    | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398GRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44118 | PA      | $4863.03      | 0.00%             | 2040-01-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Mitchell International                                     | Mitchell International, Inc.                                                      | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |     40000 | PA      | $39730.00     | 0.00%             | 2032-06-17      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Structured Products Inc.                      | Bear Stearns Structured Products, Inc.                                            | CUSIP: 12587PFN5<br>LEI: 54930090SNNW1UJRNM62 | Long             | ABS-MBS          | CORP              | US        |   6752945 | PA      | $5942030.78   | 0.50%             | 2047-06-25      | Variable      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Inc                                        | Cheniere Energy, Inc.                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    238000 | PA      | $237321.78    | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                   | Warnermedia Holdings, Inc.                                                        | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27963.08     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                        | CitiMortgage Alternative Loan Trust                                               | CUSIP: 12567AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35103 | PA      | $31104.60     | 0.00%             | 2037-03-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Pfp Iii                                                    | PFP 2024-11, Ltd.                                                                 | CUSIP: 69291WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    585375 | PA      | $586622.20    | 0.05%             | 2029-08-17      | Floating      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Lifepoint Health Inc                                       | LifePoint Health, Inc.                                                            | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89352.77     | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                        | Petroleos Mexicanos                                                               | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $123889.64    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382WSF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10438793 | PA      | $1933072.31   | 0.16%             | 2051-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38377KVZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1376285 | PA      | $150582.24    | 0.01%             | 2040-09-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398MQW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254776 | PA      | $12276.88     | 0.00%             | 2040-03-25      | Floating      | 0.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38385FQE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17077262 | PA      | $2104909.12   | 0.18%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Trans-allegheny Intersta                                   | Trans-Allegheny Interstate Line Co.                                               | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $456704.01    | 0.04%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Wbi Operating Llc                                          | WBI Operating LLC                                                                 | CUSIP: 92944BAB7<br>LEI: 254900A83461EGRMOV11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110000.00    | 0.01%             | 2033-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| At&t Inc                                                   | AT&T, Inc.                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    671000 | PA      | $464490.48    | 0.04%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Restaurant Technologies                                    | Restaurant Technologies, Inc. TLB 1L                                              | CUSIP: N/A<br>LEI: 5493007MVERDD2NKNE42       | Long             | LON              | CORP              | US        |    396923 | PA      | $397171.17    | 0.03%             | 2029-03-17      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137H5R25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10933599 | PA      | $7020020.05   | 0.59%             | 2052-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arcelormittal Sa                                           | ArcelorMittal SA                                                                  | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    126000 | PA      | $134620.93    | 0.01%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Alera Group Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    155000 | PA      | $155752.53    | 0.01%             | 2032-05-21      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137HAUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18847182 | PA      | $2227386.32   | 0.19%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1399224 | PA      | $1363962.11   | 0.11%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Aspire Bakeries Holdings LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19900 | PA      | $20042.48     | 0.00%             | 2030-12-23      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Cencosud Sa                                                | Cencosud SA                                                                       | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |    200000 | PA      | $200370.60    | 0.02%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Atlassian Corporation                                      | Atlassian Corp.                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    192000 | PA      | $197456.97    | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                      | Republic Services, Inc.                                                           | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242786.36    | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382MW70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13126752 | PA      | $2013839.27   | 0.17%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pnc Financial Services                                     | PNC Financial Services Group, Inc.                                                | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83386.18     | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Gsaa Home Equity Trust                                     | GSAA Home Equity Trust                                                            | CUSIP: 36244SAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1736560 | PA      | $481828.85    | 0.04%             | 2036-07-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | PetSmart LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    115000 | PA      | $113419.33    | 0.01%             | 2032-08-09      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                     | Bunge, Ltd. Finance Corp.                                                         | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    288000 | PA      | $282518.86    | 0.02%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140QTCJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1841726 | PA      | $1904221.95   | 0.16%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132E0GL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    834295 | PA      | $685513.07    | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equate Petrochemical Co                                    | EQUATE Petrochemical Co. KSC                                                      | CUSIP: AL0164361<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |    200000 | PA      | $199644.80    | 0.02%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pfp Iii                                                    | PFP 2024-11, Ltd.                                                                 | CUSIP: 69291WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    298659 | PA      | $299303.77    | 0.03%             | 2029-08-17      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance                                             | Azorra Finance, Ltd.                                                              | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     90000 | PA      | $93941.19     | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                          | Citigroup Mortgage Loan Trust                                                     | CUSIP: 17307G4K1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |    546955 | PA      | $258266.28    | 0.02%             | 2036-03-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Omega Hlthcare Investors                                   | Omega Healthcare Investors, Inc.                                                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124120.07    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tbw Mortgage Backed Pass Through Certificates              | TBW Mortgage-Backed Trust                                                         | CUSIP: 878048AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1391148 | PA      | $212530.34    | 0.02%             | 2036-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - Stacr                                        | Freddie Mac STACR REMIC Trust 2021-DNA2                                           | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3680640.00   | 0.31%             | 2033-08-25      | Floating      | 10.36%                | Yes           |                  2 | On Loan: No      |
| Loancore 2021-cre6 Issuer, Ltd.                            | LoanCore 2021-CRE6 Issuer, Ltd.                                                   | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $992558.60    | 0.08%             | 2038-11-15      | Floating      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396YJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306488 | PA      | $24980.76     | 0.00%             | 2038-02-25      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| Philip Morris Intl Inc                                     | Philip Morris International, Inc.                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $240264.83    | 0.02%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank                                     | Canadian Imperial Bank of Commerce                                                | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $247922.61    | 0.02%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank5 2024-5yr9                                            | BANK5 2024-5YR9                                                                   | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306000 | PA      | $318700.56    | 0.03%             | 2029-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DNAE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1297878 | PA      | $1155292.77   | 0.10%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Clo Ltd                                   | Neuberger Berman Loan Advisers Clo 44, Ltd.                                       | CUSIP: 64134EAL8<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998964.00    | 0.08%             | 2035-10-16      | Floating      | 9.47%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 12668BEL3<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    109475 | PA      | $85987.53     | 0.01%             | 2036-02-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities, Inc.                         | Deutsche Mortgage Securities, Inc. Mortgage Loan Trust                            | CUSIP: 25157GBH4<br>LEI: 529900RSBMUF46QF5O69 | Long             | ABS-MBS          | CORP              | US        |     74983 | PA      | $71761.07     | 0.01%             | 2036-04-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding Llc                         | Diamond Infrastructure Funding LLC                                                | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1924317.20   | 0.16%             | 2026-12-20      | Fixed         | 3.48%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos Inc                                             | Lowe's Cos., Inc.                                                                 | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    139000 | PA      | $138325.00    | 0.01%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                           | Duke Energy Corp.                                                                 | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    172000 | PA      | $173976.35    | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution Inc                                     | WESCO Distribution, Inc.                                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20746.76     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance Intl Nv                                       | Enel Finance International NV                                                     | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199513.38    | 0.02%             | 2028-09-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| 200 Park Funding Trust                                     | 200 Park Funding Trust                                                            | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    311000 | PA      | $315341.82    | 0.03%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Switch Abs Issuer, Llc                                     | Switch ABS Issuer LLC                                                             | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1039120.00   | 0.09%             | 2029-06-25      | Fixed         | 10.03%                | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings Lp                                        | Kinetik Holdings LP                                                               | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    118000 | PA      | $118774.79    | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DQGV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1344814 | PA      | $1347244.47   | 0.11%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398RXA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31697 | PA      | $31448.57     | 0.00%             | 2040-06-25      | Floating      | 0.98%                 | No            |                  2 | On Loan: No      |
| Gcat                                                       | GCAT 2021-NQM4 Trust                                                              | CUSIP: 36168HAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1026736.05   | 0.09%             | 2066-08-25      | Variable      | 2.46%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I Trust 2021-L7                                            | CUSIP: 61772TAA2<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-MBS          | CORP              | US        |  10249000 | PA      | $505634.42    | 0.04%             | 2031-10-15      | Variable      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global Lp/us Fin                                   | Clarios Global LP / Clarios US Finance Co.                                        | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124056.60    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Lng Inc                                     | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31073.10     | 0.00%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Databank Issuer Ii, Llc                                    | DataBank Issuer II LLC                                                            | CUSIP: 23802YAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $303510.90    | 0.03%             | 2030-09-25      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Fanniemae-aces                                             | Fannie Mae-Aces                                                                   | CUSIP: 3136B5NX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22203922 | PA      | $373985.09    | 0.03%             | 2029-06-25      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| Empresa De Transporte Me                                   | Empresa de Transporte de Pasajeros Metro SA                                       | CUSIP: 29246QAB1<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    900000 | PA      | $823651.29    | 0.07%             | 2047-01-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners Xxii Ltd                       | Octagon Investment Partners XXII, Ltd.                                            | CUSIP: 67574QAL1<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $484695.75    | 0.04%             | 2030-01-22      | Floating      | 10.04%                | Yes           |                  2 | On Loan: No      |
| Thunderbolt Aircraft Lease Limited/ Us Llc                 | Thunderbolt II Aircraft Lease, Ltd.                                               | CUSIP: 886065AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    831717 | PA      | $833573.73    | 0.07%             | 2038-09-15      | Fixed         | 7.68%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137FFBT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7026657 | PA      | $1118815.97   | 0.09%             | 2051-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginniemae Strip                                            | Ginnie Mae Strip                                                                  | CUSIP: 38381GBR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6765663 | PA      | $375534.88    | 0.03%             | 2045-09-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Lp                                     | Extra Space Storage LP                                                            | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    234000 | PA      | $240947.06    | 0.02%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38383DPV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1492491 | PA      | $276556.01    | 0.02%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                | CUSIP: 3622ABYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1948793 | PA      | $1725936.69   | 0.15%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mastec Inc                                                 | MasTec, Inc.                                                                      | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    235000 | PA      | $246157.51    | 0.02%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4400000 | PA      | $2514273.43   | 0.21%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| X Corp                                                     | X Corp.                                                                           | CUSIP: 90184NAK4<br>LEI: 549300I8RX485XMK6836 | Long             | LON              | CORP              | US        |    195000 | PA      | $195880.43    | 0.02%             | 2029-10-29      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                         | STWD 2021-HTS Mortgage Trust                                                      | CUSIP: 78486DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78681 | PA      | $78597.51     | 0.01%             | 2034-04-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences Inc                                        | Gilead Sciences, Inc.                                                             | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    124000 | PA      | $125256.59    | 0.01%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Magnetite Clo Ltd                                          | Magnetite XXIX, Ltd.                                                              | CUSIP: 55955JAE7<br>LEI: 549300XSCWZTP19VRZ67 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501428.00    | 0.04%             | 2037-07-15      | Floating      | 10.32%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24347391 | PA      | $315228.11    | 0.03%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Canacol Energy Ltd                                         | Canacol Energy, Ltd.                                                              | CUSIP: BS4891542<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $346250.00    | 0.03%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                      | Wells Fargo & Co.                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    340000 | PA      | $377891.47    | 0.03%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Comm Mortgage Trust                                        | Commercial Mortgage Pass-Through Certificates                                     | CUSIP: 12591QAG7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1380192 | PA      | $364.37       | 0.00%             | 2047-08-10      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2025-5C6                                    | CUSIP: 95004TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $240271.37    | 0.02%             | 2030-09-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Csab Mortgage Backed Trust                                 | CSAB Mortgage-Backed Trust                                                        | CUSIP: 12627HAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8781274 | PA      | $499894.19    | 0.04%             | 2036-09-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Takeda Us Fin                                              | Takeda US Financing, Inc.                                                         | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    243000 | PA      | $250530.24    | 0.02%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Clo Ltd                                   | Neuberger Berman Loan Advisers CLO 46, Ltd.                                       | CUSIP: 64134QAQ0<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501500.00    | 0.04%             | 2037-01-20      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31397MBM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30619 | PA      | $1671.68      | 0.00%             | 2038-07-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2665442 | PA      | $2646202.52   | 0.22%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 3136A6YW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1201028 | PA      | $152543.86    | 0.01%             | 2042-06-25      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| Carlyle Secured Lending Inc                                | TCG BDC, Inc.                                                                     | CUSIP: 872280102<br>LEI: 5493003POT0JT6WD1D83 | Long             | EC               | RF                | US        |    450000 | NS      | $5625000.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Octagon Investment Partners Xvi Ltd                        | Octagon Investment Partners XVI, Ltd.                                             | CUSIP: 67590BAY6<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501178.00    | 0.04%             | 2030-07-17      | Floating      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                              | Residential Funding Mortgage Securities I Trust                                   | CUSIP: 76111XP56<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305211 | PA      | $249831.13    | 0.02%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-through Ctfs               | Washington Mutual Mortgage Pass-Through Certificates Trust                        | CUSIP: 93934FMF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    412249 | PA      | $408631.73    | 0.03%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co                                       | Veritiv Operating Co.                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64468.68     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises                                    | Royal Caribbean Cruises, Ltd.                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    105000 | PA      | $105652.93    | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Voya Clo Ltd                                               | Voya CLO 2021-1, Ltd.                                                             | CUSIP: 92918QAU4<br>LEI: 549300TZK6NKU72KPL60 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500706.00    | 0.04%             | 2034-07-15      | Floating      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                        | Project Aurora US Finco Inc                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70000 | PA      | $70218.75     | 0.01%             | 2032-09-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396WCK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21553 | PA      | $1493.21      | 0.00%             | 2037-06-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                          | Nexstar Media, Inc.                                                               | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    155000 | PA      | $154986.05    | 0.01%             | 2032-06-28      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden 40 Senior Loan Fund                                                        | CUSIP: 26244FAG2<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $953708.85    | 0.08%             | 2031-08-15      | Floating      | 10.22%                | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC Mortgage-Backed Trust                                                        | CUSIP: 225470UQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144557 | PA      | $38481.84     | 0.00%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                         | Dominican Republic International Bond                                             | CUSIP: ZP6620006<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $147315.00    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2022-BNK39                                                                   | CUSIP: 06539VAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $243486.65    | 0.02%             | 2032-01-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Nuveen Amt-free Municipal Credit Income Fund               | Nuveen AMT-Free Municipal Credit Income Fund                                      | CUSIP: 67071L106<br>LEI: 549300LBMO1C0IG71T03 | Long             | EC               | RF                | US        |    597600 | NS      | $7344504.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Asset Securitization Trust                     | Residential Asset Securitization Trust                                            | CUSIP: 45661EBX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    862892 | PA      | $311806.07    | 0.03%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp                             | Oaktree Specialty Lending Corp.                                                   | CUSIP: 67401P405<br>LEI: 549300J6MGCEU5928620 | Long             | EC               | RF                | US        |    550000 | NS      | $7177500.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Power Co                                          | Southern Power Co.                                                                | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    137000 | PA      | $135186.57    | 0.01%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Jp Morgan Chase Commercial Mortgage Sec Trust              | JP Morgan Chase Commercial Mortgage Securities Trust                              | CUSIP: 46651CAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321000 | PA      | $295645.82    | 0.02%             | 2032-05-05      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding Llc                                         | Subway Funding LLC                                                                | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248125 | PA      | $259645.20    | 0.02%             | 2034-07-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Jpmbb Commercial Mortgage Securities Trust                 | JPMBB Commercial Mortgage Securities Trust                                        | CUSIP: 46643GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2417268 | PA      | $56.56        | 0.00%             | 2047-11-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                       | Matador Resources Co.                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60616.14     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fs Rialto Issuer Ltd                                       | FS Rialto 2025-FL10 Issuer LLC                                                    | CUSIP: 30340KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1095550.02   | 0.09%             | 2042-08-19      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| Weatherford Internationa                                   | Weatherford International, Ltd.                                                   | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    120000 | PA      | $120158.47    | 0.01%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396WK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33803 | PA      | $3253.97      | 0.00%             | 2037-07-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Cougar Jv Subsidiary Llc                                   | Cougar JV Subsidiary LLC                                                          | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $69201.47     | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                         | Chase Mortgage Finance Trust                                                      | CUSIP: 16163EAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3051674 | PA      | $1603936.73   | 0.14%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Smb Private Education Loan Trust                           | SMB Private Education Loan Trust                                                  | CUSIP: 78448YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       968 | PA      | $1603194.26   | 0.14%             | 2053-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Rutas 2 & 7 Finance Ltd                                    | Rutas 2 & 7 Finance, Ltd.                                                         | CUSIP: ZQ0325196<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    460000 | PA      | $351060.45    | 0.03%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I Trust 2018-L1                                            | CUSIP: 61691QAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1117000 | PA      | $1032133.02   | 0.09%             | 2028-10-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Fina                                   | Blue Owl Technology Finance Corp.                                                 | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |  11434000 | PA      | $11583413.34  | 0.98%             | 2028-03-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Vt Topco Inc                                               | VT Topco, Inc.                                                                    | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50905.80     | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Op Corp                                    | Gulfport Energy Operating Corp.                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128430.45    | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Netflix Inc                                                | Netflix, Inc.                                                                     | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    174000 | PA      | $175371.94    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2021-B31 Mortgage Trust                                                 | CUSIP: 08163MAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1510000 | PA      | $840795.63    | 0.07%             | 2031-11-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                   | Mars, Inc.                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    247000 | PA      | $250375.68    | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Bx Trust 2019-oc11                                         | BX Trust                                                                          | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $683315.85    | 0.06%             | 2029-12-09      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396WKM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174858 | PA      | $18994.71     | 0.00%             | 2036-10-25      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | EG America LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    170292 | PA      | $171492.59    | 0.01%             | 2028-02-07      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Bmo Mortgage Trust                                         | BMO 2023-C5 Mortgage Trust                                                        | CUSIP: 055988AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166774 | PA      | $169423.09    | 0.01%             | 2028-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Acu Petroleo Luxembourg                                    | Acu Petroleo Luxembourg Sarl                                                      | CUSIP: BT4410523<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    221049 | PA      | $224524.08    | 0.02%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ongc Videsh Vankorneft                                     | ONGC Videsh Vankorneft Pte, Ltd.                                                  | CUSIP: LW9384923<br>LEI: 254900FXH0X0S4UIS503 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $199001.16    | 0.02%             | 2026-07-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38375XG81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18056 | PA      | $76.71        | 0.00%             | 2038-08-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Llc                                      | Rentokil Terminix Funding LLC                                                     | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203872.60    | 0.02%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                         | EFMT 2025-INV4                                                                    | CUSIP: 26846DAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1007744.00   | 0.08%             | 2029-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Mf1 Multifamily Housing Mortgage Loan Trust                | MF1 2024-FL14 LLC                                                                 | CUSIP: 55416AAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1357798.95   | 0.11%             | 2039-03-19      | Floating      | 8.97%                 | Yes           |                  2 | On Loan: No      |
| Franklin Bsp Capital Co                                    | Franklin BSP Capital Corp.                                                        | CUSIP: 35250VAB0<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10364404.00  | 0.87%             | 2029-06-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust                               | GS Mortgage Securities Trust                                                      | CUSIP: 36251SAU2<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |   1954000 | PA      | $163110.15    | 0.01%             | 2031-07-15      | Floating      | 8.37%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC Mortgage-Backed Trust                                                        | CUSIP: 126380AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51698 | PA      | $28681.38     | 0.00%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kayne Anderson Bdc Inc                                     | Kayne Anderson BDC, Inc.                                                          | CUSIP: 48662X105<br>LEI: 213800L27Z3YODNCUQ03 | Long             | EC               | RF                | US        |    200000 | NS      | $2664000.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Group Ltd                                         | Ardonagh Group Finco Pty, Ltd.                                                    | CUSIP: Q0500HAB5<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |    199500 | PA      | $198918.46    | 0.02%             | 2031-02-18      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                                      | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $4013.76      | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| Fs Kkr Capital Corp                                        | FS KKR Capital Corp.                                                              | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   7178000 | PA      | $7355171.70   | 0.62%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Unigel Luxembourg Sa                                       | Unigel Luxembourg SA                                                              | CUSIP: YR0526610<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |    377618 | PA      | $69859.33     | 0.01%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                         | Morgan Stanley Mortgage Loan Trust                                                | CUSIP: 61752RAH5<br>LEI: 549300SRGEL7X4RBPX12 | Long             | ABS-O            | CORP              | US        |    308734 | PA      | $108797.50    | 0.01%             | 2047-01-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31394NGC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    358078 | PA      | $376330.89    | 0.03%             | 2033-12-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Cosan Overseas Ltd                                         | Cosan Overseas, Ltd.                                                              | CUSIP: P3367DAA3<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200909.95    | 0.02%             | 9999-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                           | Duke Energy Corp.                                                                 | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234152.25    | 0.02%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136BRH83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14762688 | PA      | $2369835.08   | 0.20%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140W3A25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2128263 | PA      | $2152653.13   | 0.18%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140XQ7M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    974660 | PA      | $1012066.00   | 0.09%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crh Smw Finance Dac                                        | CRH SMW Finance DAC                                                               | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    325000 | PA      | $334679.98    | 0.03%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                      | Lehman Mortgage Trust                                                             | CUSIP: 52520QBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3839964 | PA      | $229700.14    | 0.02%             | 2036-11-25      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| Oi S.a.                                                    | OI S.A.                                                                           | CUSIP: 67117EAG3<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |    574428 | PA      | $17232.84     | 0.00%             | 2028-12-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Cco Hldgs Llc/cap Corp                                     | CCO Holdings LLC / CCO Holdings Capital Corp.                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $81629.50     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                        | Bausch and Lomb Corp                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    325000 | PA      | $325609.38    | 0.03%             | 2030-12-18      | Variable      | 8.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136BML30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9968294 | PA      | $6881711.78   | 0.58%             | 2052-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 02147XAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90154 | PA      | $47387.58     | 0.00%             | 2036-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 02151EAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    689498 | PA      | $108712.90    | 0.01%             | 2037-09-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                         | Morgan Stanley Mortgage Loan Trust                                                | CUSIP: 61749WAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900239 | PA      | $1130393.29   | 0.10%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396QTY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23017 | PA      | $677.07       | 0.00%             | 2039-08-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137HDQR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7257119 | PA      | $6015437.44   | 0.51%             | 2052-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc                                    | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    226000 | PA      | $232735.85    | 0.02%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                      | Uber Technologies, Inc.                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    238000 | PA      | $238610.95    | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank Of America Corp                                       | Bank of America Corp.                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    187000 | PA      | $195381.93    | 0.02%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance                                   | Petrobras Global Finance BV                                                       | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $49479.50     | 0.00%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                      | Lehman Mortgage Trust                                                             | CUSIP: 52520QBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3839964 | PA      | $215946.92    | 0.02%             | 2036-11-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Note                                                                | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3939473.44   | 0.33%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Pimco Income Strategy Fund                                 | PIMCO Income Strategy Fund                                                        | CUSIP: 72201H108<br>LEI: UROCOLESWDN8T1Q8M112 | Long             | EC               | RF                | US        |    331520 | NS      | $2824550.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2025-V15 Mortgage Trust                                                 | CUSIP: 08164CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157000 | PA      | $165253.71    | 0.01%             | 2030-05-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                      | Athene Global Funding                                                             | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    192000 | PA      | $195657.93    | 0.02%             | 2027-07-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382QXM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5094795 | PA      | $135764.57    | 0.01%             | 2051-05-20      | Floating      | -0.00%                | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 02146VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90517 | PA      | $66295.68     | 0.01%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                         | Morgan Stanley Mortgage Loan Trust                                                | CUSIP: 61749JAJ5<br>LEI: 549300E4V6DCTUJSC749 | Long             | ABS-MBS          | CORP              | US        |    591754 | PA      | $261844.25    | 0.02%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                      | VOLT XCVI LLC                                                                     | CUSIP: 92873FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2263360 | PA      | $2265239.84   | 0.19%             | 2051-03-27      | Variable      | 8.83%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Senior Floating Rate 2027 Term Fund             | Blackstone/GSO Senior Floating Rate Term Fund                                     | CUSIP: 09256U105<br>LEI: 549300PXYPBYRHU59R03 | Long             | EC               | RF                | US        |     32339 | NS      | $454686.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank5                                                      | BANK5 2025-5YR15                                                                  | CUSIP: 065924AP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $165660.80    | 0.01%             | 2030-06-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Wind River Clo Ltd                                         | Wind River 2013-1 CLO, Ltd.                                                       | CUSIP: 87244DAP9<br>LEI: 549300HNMTL6LADXI169 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $506590.10    | 0.04%             | 2030-07-20      | Floating      | 8.24%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp                                          | Chord Energy Corp.                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91243.23     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382LPN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13571926 | PA      | $2038925.43   | 0.17%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK                                                                              | CUSIP: 06541KAC2<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |   4156000 | PA      | $133702.68    | 0.01%             | 2061-05-15      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Fremf Mortgage Trust                                       | FREMF 2016-KF25 Mortgage Trust                                                    | CUSIP: 30295WAD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    887222 | PA      | $877070.97    | 0.07%             | 2025-10-25      | Floating      | 9.47%                 | Yes           |                  2 | On Loan: No      |
| Mitchell International                                     | Mitchell International, Inc.                                                      | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    193538 | PA      | $193579.11    | 0.02%             | 2031-06-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Mvw Owner Trust                                            | MVW 2021-1W LLC                                                                   | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229786 | PA      | $221303.22    | 0.02%             | 2041-01-22      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Buttermilk Park Clo Ltd                                    | Buttermilk Park CLO, Ltd.                                                         | CUSIP: 12416PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000575.00   | 0.08%             | 2031-10-15      | Floating      | 10.33%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136BB6R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8016665 | PA      | $412087.02    | 0.03%             | 2050-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc                                      | Ellucian Holdings, Inc.                                                           | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61105.08     | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                     | Residential Asset Securitization Trust                                            | CUSIP: 761119AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243132 | PA      | $162528.73    | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38375XRE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    279691 | PA      | $14193.15     | 0.00%             | 2038-08-20      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| Uniti Group/csl Capital                                    | Uniti Group LP / Uniti Group Finance 2019, Inc. / CSL Capital LLC                 | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43018.98     | 0.00%             | 2032-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 12668APP4<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |     55253 | PA      | $29495.83     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings Usa                                     | Santander Holdings USA, Inc.                                                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    154000 | PA      | $157001.08    | 0.01%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                | Workday, Inc.                                                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    129000 | PA      | $123233.84    | 0.01%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137F7LN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9608016 | PA      | $1542464.16   | 0.13%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397PJ35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50023 | PA      | $3603.99      | 0.00%             | 2037-11-15      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| Unigel Luxembourg Sa                                       | Unigel Luxembourg SA                                                              | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     77400 | PA      | $59598.00     | 0.01%             | 2027-12-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382WFQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1310080 | PA      | $221495.56    | 0.02%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                              | Carnival Corp.                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     55000 | PA      | $56041.04     | 0.00%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Iqvia Inc                                                  | IQVIA, Inc.                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    161000 | PA      | $169619.94    | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                           | Black Hills Corp.                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    222000 | PA      | $236530.26    | 0.02%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38383GRK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  31379835 | PA      | $166432.37    | 0.01%             | 2052-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                | CUSIP: 3622ABG22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2342392 | PA      | $2078989.17   | 0.18%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140W1YU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1791015 | PA      | $1520940.37   | 0.13%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Adani Ports And Special                                    | Adani Ports & Special Economic Zone, Ltd.                                         | CUSIP: AZ3417070<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $195521.62    | 0.02%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                         | Tricon Residential 2021-SFR1 Trust                                                | CUSIP: 89614YAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3647714.93   | 0.31%             | 2026-07-17      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                        | Cube Industrials 10/24                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    389025 | PA      | $391213.27    | 0.03%             | 2031-10-09      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Venture Global Lng Inc                                     | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47280.39     | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Institutional Treasury Money Market Fund      | State Street Institutional Treasury Money Market Fund Premier Class               | CUSIP: 857492888<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |  91742718 | NS      | $91742718.05  | 7.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Katayma Clo Ltd                                            | Katayma CLO I, Ltd.                                                               | CUSIP: 48585JAJ9<br>LEI: 254900I6JJYMZNFX8987 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $501582.50    | 0.04%             | 2036-10-20      | Floating      | 9.57%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust                                | Extended Stay America Trust 2021-ESH                                              | CUSIP: 30227FAL4<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |    683054 | PA      | $684303.02    | 0.06%             | 2026-07-15      | Floating      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12700000 | PA      | $6389439.47   | 0.54%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris Intl Inc                                     | Philip Morris International, Inc.                                                 | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216928.06    | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bds Ltd                                                    | BDS 2022-FL11 LLC                                                                 | CUSIP: 054980AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $300956.52    | 0.03%             | 2039-03-19      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 12668BEK5<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    518387 | PA      | $402049.39    | 0.03%             | 2036-02-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | MEAPIP TL B 1L USD                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    125000 | PA      | $125078.13    | 0.01%             | 2032-09-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. Pool                                             | CUSIP: 3128LXBH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77318 | PA      | $79215.27     | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                      | American Homes 4 Rent LP                                                          | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    334000 | PA      | $344927.17    | 0.03%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jp Morgan Chase Commercial Mortgage Sec Trust              | JPMCC Commercial Mortgage Securities Trust 2017-JP7                               | CUSIP: 465968AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $283274.71    | 0.02%             | 2027-07-15      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                           | Crown Castle, Inc.                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197969.63    | 0.02%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Celanese Us Holdings Llc                                   | Celanese US Holdings LLC                                                          | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29892.18     | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2018-B4 Mortgage Trust                                                  | CUSIP: 08161HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18939921 | PA      | $181378.15    | 0.02%             | 2028-06-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Wind River Clo Ltd                                         | THL Credit Wind River CLO, Ltd.                                                   | CUSIP: 88432DBN3<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $965965.05    | 0.08%             | 2031-10-22      | Floating      | 10.81%                | Yes           |                  2 | On Loan: No      |
| Oi S.a.                                                    | OI S.A.                                                                           | CUSIP: 67117EAE8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |    266528 | PA      | $175908.48    | 0.01%             | 2027-06-30      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                     | Velocity Commercial Capital Loan Trust 2021-2                                     | CUSIP: 92259MAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1081421 | PA      | $791994.33    | 0.07%             | 2030-12-25      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Gsr Mortgage Loan Trust                                    | GSR Mortgage Loan Trust                                                           | CUSIP: 362636AT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1461794 | PA      | $725307.57    | 0.06%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc Of America Funding Corporation                        | Banc of America Funding 2014-R8 Trust                                             | CUSIP: 05969MAB5<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |   1348251 | PA      | $1124655.84   | 0.09%             | 2036-06-26      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Lcm Ltd Partnership                                        | LCM XIV LP                                                                        | CUSIP: 50184WAC6<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $630753.26    | 0.05%             | 2031-07-20      | Floating      | 10.09%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137AJR89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1516515 | PA      | $155527.22    | 0.01%             | 2041-12-15      | Floating      | 1.41%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                     | Countrywide Home Loan Mortgage Pass-Through Trust                                 | CUSIP: 12543WAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1115214 | PA      | $586928.62    | 0.05%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Western Asset Inflation-linked Income Fund                 | Western Asset Inflation-Linked Securities & Income Fund                           | CUSIP: 95766Q106<br>LEI: 549300BKG7Y2MQAORR48 | Long             | EC               | RF                | US        |     18606 | NS      | $156662.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-mobile Usa Inc                                           | T-Mobile USA, Inc.                                                                | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    147000 | PA      | $150261.25    | 0.01%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gatx Corp                                                  | GATX Corp.                                                                        | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    139000 | PA      | $143537.54    | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-a Trust                                   | Bear Stearns ALT-A Trust                                                          | CUSIP: 073868AM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    644913 | PA      | $291025.94    | 0.02%             | 2036-11-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Capital                                     | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    750000 | PA      | $663172.01    | 0.06%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Voya Clo Ltd                                               | Voya CLO, Ltd.                                                                    | CUSIP: 92913DAJ3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $484381.35    | 0.04%             | 2031-10-20      | Floating      | 10.79%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137HKRV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16411520 | PA      | $2060231.68   | 0.17%             | 2041-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                         | Morgan Stanley Mortgage Loan Trust                                                | CUSIP: 61745M4R1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    761900 | PA      | $620920.73    | 0.05%             | 2035-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38384KHG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12417451 | PA      | $1785505.21   | 0.15%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Producti                                   | Yinson Bergenia Production BV                                                     | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             |  | CORP              | NL        |    200000 | PA      | $214899.23    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                      | Quest Diagnostics, Inc.                                                           | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    234000 | PA      | $236953.76    | 0.02%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Fin Lt                                   | Lima Metro Line 2 Finance, Ltd.                                                   | CUSIP: EK9717506<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | NUSS              | KY        |    311594 | PA      | $321861.09    | 0.03%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pennymac Fin Svcs Inc                                      | PennyMac Financial Services, Inc.                                                 | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46664.19     | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Newmont / Newcrest Fin                                     | Newmont Corp. / Newcrest Finance Pty, Ltd.                                        | CUSIP: 65163LAR0<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    223000 | PA      | $232713.55    | 0.02%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                     | Natixis Commercial Mortgage Securities Trust 2019-10K                             | CUSIP: 63874UAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $480440.01    | 0.04%             | 2029-05-15      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Home Loans                                     | Countrywide Home Loan Mortgage Pass-Through Trust                                 | CUSIP: 12544KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122056 | PA      | $83399.65     | 0.01%             | 2037-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                              | Residential Funding Mortgage Securities I Trust                                   | CUSIP: 762009BK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95285 | PA      | $74215.03     | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Adani International Cont                                   | Adani International Container Terminal Pvt, Ltd.                                  | CUSIP: BN0450864<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |    320000 | PA      | $294652.67    | 0.02%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Radiology Partners Inc                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    225000 | PA      | $224883.00    | 0.02%             | 2032-06-26      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub                                    | Dornoch Debt Merger Sub, Inc.                                                     | CUSIP: 25830JAA9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30145.16     | 0.00%             | 2029-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140NVS40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2758000 | PA      | $2825160.31   | 0.24%             | 2031-07-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                     | Velocity Commercial Capital Loan Trust                                            | CUSIP: 92257CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139854 | PA      | $129339.47    | 0.01%             | 2027-11-25      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Canyon Clo 2021-3 Ltd                                      | Canyon CLO 2021-3, Ltd.                                                           | CUSIP: 13875MAQ9<br>LEI: 254900YKW562N0UZ4846 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003248.00   | 0.08%             | 2034-07-15      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Gulfstream Natural Gas                                     | Gulfstream Natural Gas System LLC                                                 | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $148649.01    | 0.01%             | 2035-07-23      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer Llc                         | MetroNet Infrastructure Issuer LLC                                                | CUSIP: 59170JBB3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1019315.00   | 0.09%             | 2030-08-20      | Fixed         | 7.83%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health Inc                                        | Cardinal Health, Inc.                                                             | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    235000 | PA      | $206023.01    | 0.02%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Victra Hldg/victra Fin                                     | Victra Holdings LLC / Victra Finance Corp.                                        | CUSIP: 92648DAA4<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | DBT              | CORP              | US        |    165000 | PA      | $173229.87    | 0.01%             | 2029-09-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup, Inc.                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95527.99     | 0.01%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                                 | Gainwell Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    401844 | PA      | $396218.32    | 0.03%             | 2027-10-01      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Areit Cre Trust                                            | AREIT 2022-CRE6 Trust                                                             | CUSIP: 04002VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1150000 | PA      | $1147075.55   | 0.10%             | 2037-01-20      | Floating      | 7.79%                 | Yes           |                  2 | On Loan: No      |
| Freeport-mcmoran Inc                                       | Freeport-McMoRan, Inc.                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49768.73     | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wellfleet Clo Ltd                                          | Wellfleet CLO 2021-1, Ltd.                                                        | CUSIP: 94950DAA2<br>LEI: 2549004R1NTM2HJCGO78 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $979636.50    | 0.08%             | 2034-04-20      | Floating      | 11.20%                | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust                                             | CUSIP: 95000PAV6<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |   5628945 | PA      | $95907.09     | 0.01%             | 2049-12-15      | Variable      | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Us Foods Inc                                               | US Foods, Inc.                                                                    | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176353.98    | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31398VC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108210 | PA      | $108022.44    | 0.01%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                          | Citigroup Mortgage Loan Trust 2009-12                                             | CUSIP: 173097AH9<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     56377 | PA      | $43870.09     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - Stacr                                        | Freddie Mac STACR REMIC Trust 2021-DNA1                                           | CUSIP: 35564KBE8<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2772615.00   | 0.23%             | 2051-01-25      | Floating      | 9.11%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38383AXQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10847800 | PA      | $1315667.83   | 0.11%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-a Securities Inc Mortgage Loan Trust          | Deutsche Alt-A Securities, Inc. Mortgage Loan Trust                               | CUSIP: 251510KA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64064 | PA      | $51661.73     | 0.00%             | 2035-12-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38377FGS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18558 | PA      | $1126.08      | 0.00%             | 2039-09-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Beechwood Park Clo Ltd.                                    | Beechwood Park CLO, Ltd.                                                          | CUSIP: 07355VAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502153.78    | 0.04%             | 2035-01-17      | Floating      | 10.82%                | Yes           |                  2 | On Loan: No      |
| Coreweave Inc                                              | CoreWeave, Inc.                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36190.14     | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Star Leasing Co Llc                                        | Star Leasing Co. LLC                                                              | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38908.07     | 0.00%             | 2030-02-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                       | BANK 2020-BNK27                                                                   | CUSIP: 06539YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16875000 | PA      | $477849.38    | 0.04%             | 2030-04-15      | Variable      | 0.83%                 | Yes           |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                     | Residential Asset Securitization Trust                                            | CUSIP: 76113FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    895459 | PA      | $227101.10    | 0.02%             | 2036-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                            | Benefit Street Partners CLO IX, Ltd.                                              | CUSIP: 08181BBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998005.00    | 0.08%             | 2037-10-20      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382Q2G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10085772 | PA      | $284558.98    | 0.02%             | 2051-05-20      | Floating      | -0.00%                | No            |                  2 | On Loan: No      |
| Ngpl Pipeco Llc                                            | NGPL PipeCo LLC                                                                   | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    271000 | PA      | $245600.97    | 0.02%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Bmo Mortgage Trust                                         | BMO 2025-C11 Mortgage Trust                                                       | CUSIP: 05613XAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3440000 | PA      | $555037.12    | 0.05%             | 2035-02-15      | Variable      | 2.43%                 | Yes           |                  2 | On Loan: No      |
| Entergy Arkansas Llc                                       | Entergy Arkansas LLC                                                              | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    119000 | PA      | $122206.06    | 0.01%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pershing Square Tontine Holdings Ltd                       | Pershing Square Tontine Holdings                                                  | CUSIP: 715ESC018<br>LEI: 549300ZDVEYEVCF35B08 | Long             | EC               | CORP              | US        |    259482 | NS      | $2.59         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Golden Nugget                                              | Fertitta Entertainment, LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    227412 | PA      | $227341.87    | 0.02%             | 2029-01-13      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                     | Residential Asset Securitization Trust                                            | CUSIP: 45660L6U8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379118 | PA      | $166911.93    | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ge Healthcare Tech Inc                                     | GE HealthCare Technologies, Inc.                                                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244022.46    | 0.02%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382MRU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16036430 | PA      | $3131853.88   | 0.26%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397PCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47958 | PA      | $3845.95      | 0.00%             | 2037-11-15      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2023-V3 Mortgage Trust                                                  | CUSIP: 08163VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237000 | PA      | $250797.10    | 0.02%             | 2028-07-15      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Cms Energy Corp                                            | CMS Energy Corp.                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    119000 | PA      | $123329.10    | 0.01%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Mf1 Multifamily Housing Mortgage Loan Trust                | MF1 2021-FL7, Ltd.                                                                | CUSIP: 55284AAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    937050 | PA      | $935814.97    | 0.08%             | 2036-10-16      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38380QQG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17537596 | PA      | $1110819.06   | 0.09%             | 2070-09-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Tiger Acquisition Llc                                      | Tiger Acquisition LLC                                                             | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    351266 | PA      | $350575.74    | 0.03%             | 2032-08-23      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137A6EB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    334911 | PA      | $25381.36     | 0.00%             | 2041-02-15      | Floating      | 1.36%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                      | American Airlines, Inc.                                                           | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62626.68     | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Jp Morgan Reremic                                          | JP Morgan Resecuritization Trust                                                  | CUSIP: 46635NAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428187 | PA      | $355795.78    | 0.03%             | 2037-06-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| J.p. Morgan Alternative Loan Trust                         | JP Morgan Alternative Loan Trust                                                  | CUSIP: 46627MAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135934 | PA      | $89827.39     | 0.01%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer Llc                            | Domino's Pizza Master Issuer LLC                                                  | CUSIP: 25755TAR1<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202516.00    | 0.02%             | 2032-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Full House Resorts Inc                                     | Full House Resorts, Inc.                                                          | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51095.48     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Oi S.a.                                                    | OI S.A.                                                                           | CUSIP: 670851807<br>LEI: 254900YEMWCRRAGD4978 | Long             | EC               | CORP              | BR        |     21161 | NS      | $3174.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lcm Ltd Partnership                                        | LCM XVII LP                                                                       | CUSIP: 50190BAB6<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $759989.00    | 0.06%             | 2031-10-15      | Floating      | 10.58%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140NYN72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1475958 | PA      | $1486393.35   | 0.13%             | 2030-06-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                             | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62001.84     | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Pimco High Income Fund                                     | PIMCO High Income Fund                                                            | CUSIP: 722014107<br>LEI: TYNS8LL5KA936NJZN198 | Long             | EC               | RF                | US        |   2340521 | NS      | $11679199.79  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DSYQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    853935 | PA      | $882320.11    | 0.07%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Qxo Building Products                                      | QXO Building Products, Inc.                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46705.33     | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Intuit Inc                                                 | Intuit, Inc.                                                                      | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    202000 | PA      | $203616.34    | 0.02%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - Cas                                           | Connecticut Avenue Securities Trust 2022-R03                                      | CUSIP: 20753XAJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3685000 | PA      | $4084533.23   | 0.34%             | 2042-03-25      | Floating      | 14.21%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31398CKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28333 | PA      | $27377.55     | 0.00%             | 2038-06-15      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Mf1 Multifamily Housing Mortgage Loan Trust                | MF1 2024-FL14 LLC                                                                 | CUSIP: 55416AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $301757.40    | 0.03%             | 2039-03-19      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Cco Hldgs Llc/cap Corp                                     | CCO Holdings LLC / CCO Holdings Capital Corp.                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $69215.04     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp                                      | Truist Financial Corp.                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    101000 | PA      | $109418.69    | 0.01%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                             | Fannie Mae-Aces                                                                   | CUSIP: 3136BGFS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 332583284 | PA      | $1050397.79   | 0.09%             | 2031-07-25      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| Canyon Capital Clo Ltd                                     | Canyon CLO 2020-1, Ltd.                                                           | CUSIP: 13876LBC0<br>LEI: 549300IVUME0ILZ1W208 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500940.50    | 0.04%             | 2034-07-15      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2020-C55                                    | CUSIP: 95002EBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134000 | PA      | $122071.99    | 0.01%             | 2030-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Fndg Ltd                                   | Avolon Holdings Funding, Ltd.                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    255000 | PA      | $265052.49    | 0.02%             | 2029-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Xai Octagon Flt Rt Alt                                     | XAI Octagon Floating Rate Alternative Income Trust                                | CUSIP: 98400T205<br>LEI: 549300XT617P63BLW552 | Long             | EP               | RF                | US        |     34748 | NS      | $872696.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1487672 | PA      | $1483293.89   | 0.12%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wharf Commercial Mortgage Trust                            | WHARF Commercial Mortgage Trust 2025-DC                                           | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $507547.50    | 0.04%             | 2030-07-15      | Variable      | 7.98%                 | Yes           |                  2 | On Loan: No      |
| Staples Inc                                                | Staples, Inc.                                                                     | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64595.02     | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                         | CUSIP: 31395Q5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4844797 | PA      | $693435.25    | 0.06%             | 2044-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                           | Societe Generale SA                                                               | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    252000 | PA      | $251593.08    | 0.02%             | 2036-10-03      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans Llc                                     | Mosaic Solar Loan Trust                                                           | CUSIP: 61946PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    227190 | PA      | $208233.04    | 0.02%             | 2046-08-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137ABET4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292732 | PA      | $247033.36    | 0.02%             | 2041-05-15      | Floating      | 0.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38376RYY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5644726 | PA      | $278705.54    | 0.02%             | 2066-09-20      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Cent Trust                                                 | CENT 2025-CITY                                                                    | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159000 | PA      | $161091.65    | 0.01%             | 2030-07-10      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-through Trust                  | First Horizon Mortgage Pass-Through Trust                                         | CUSIP: 32056JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416201 | PA      | $161547.35    | 0.01%             | 2037-11-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                 | Progress Residential 2021-SFR8 Trust                                              | CUSIP: 74333TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6900000 | PA      | $6770929.29   | 0.57%             | 2026-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial Inc                                   | Prudential Financial, Inc.                                                        | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    151000 | PA      | $155326.38    | 0.01%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                       | Kyndryl Holdings, Inc.                                                            | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    437000 | PA      | $354761.29    | 0.03%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                | Oracle Corp.                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    197000 | PA      | $197648.74    | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note Asset                       | Merrill Lynch Alternative Note Asset Trust                                        | CUSIP: 59023YAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    687842 | PA      | $57021.78     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                     | Residential Asset Securitization Trust                                            | CUSIP: 761136AH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1337366 | PA      | $409368.59    | 0.03%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bat Capital Corp                                           | BAT Capital Corp.                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    212000 | PA      | $177891.07    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Mcgraw-hill Education                                      | McGraw-Hill Education, Inc.                                                       | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70018.38     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares                                      | Huntington Bancshares, Inc.                                                       | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    116000 | PA      | $120943.91    | 0.01%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Switch Abs Issuer, Llc                                     | Switch ABS Issuer LLC                                                             | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $442799.28    | 0.04%             | 2029-06-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Aph/aph2/aph3/aquarian                                     | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves  | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52222.50     | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group                                     | Aviation Capital Group LLC                                                        | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179334.17    | 0.02%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Edelman Financial Center                                   | Edelman Financial Engines Center LLC                                              | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    194025 | PA      | $194380.07    | 0.02%             | 2028-04-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materi                                   | Solstice Advanced Materials, Inc.                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15058.93     | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Allspring Income Opportunities Fund                        | Allspring Income Opportunities Fund                                               | CUSIP: 94987B105<br>LEI: 5493001HF04TYQLWJP49 | Long             | EC               | RF                | US        |    366340 | NS      | $2568043.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                     | GreenSky Home Improvement Issuer Trust 2024-2                                     | CUSIP: 39571XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252697.95    | 0.02%             | 2059-10-27      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies Inc                                     | Roper Technologies, Inc.                                                          | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74364.33     | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Jp Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust                                                          | CUSIP: 46631NAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113864 | PA      | $48377.39     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gsaa Home Equity Trust                                     | GSAA Home Equity Trust                                                            | CUSIP: 3622ELAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    429071 | PA      | $96676.91     | 0.01%             | 2036-11-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Bmo Mortgage Trust                                         | BMO 2024-C9 Mortgage Trust                                                        | CUSIP: 05593MAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6394000 | PA      | $832648.42    | 0.07%             | 2034-07-15      | Variable      | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                            | Vibrant CLO IV-R, Ltd.                                                            | CUSIP: 92558RAN3<br>LEI: 25490092S34X2G9JOV44 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1010171.00   | 0.09%             | 2037-10-20      | Floating      | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 26 Ltd                         | Octagon Investment Partners 26, Ltd.                                              | CUSIP: 675714AG4<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $238835.65    | 0.02%             | 2030-07-15      | Floating      | 12.67%                | Yes           |                  2 | On Loan: No      |
| Barclays Plc                                               | Barclays PLC                                                                      | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $251870.40    | 0.02%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Life Time Inc                                              | Life Time, Inc.                                                                   | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137246.92    | 0.01%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Aercap Ireland Cap/globa                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                         | CUSIP: 00774MBJ3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    190000 | PA      | $194614.21    | 0.02%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                        | American Tower Corp.                                                              | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     86000 | PA      | $64576.00     | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Adani Trans Step-one Ltd                                   | Adani Transmission Step-One, Ltd.                                                 | CUSIP: ZQ5578609<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    139000 | PA      | $126349.79    | 0.01%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rr 2 Ltd                                                   | RR 2, Ltd.                                                                        | CUSIP: 78109RAJ5<br>LEI: 54930098CLSTWMH4JW47 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $983043.35    | 0.08%             | 2036-04-15      | Floating      | 10.38%                | Yes           |                  2 | On Loan: No      |
| Carlisle Cos Inc                                           | Carlisle Cos., Inc.                                                               | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102307.06    | 0.01%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                     | Velocity Commercial Capital Loan Trust                                            | CUSIP: 92259BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126496 | PA      | $123989.19    | 0.01%             | 2048-10-26      | Variable      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Jp Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust                                                          | CUSIP: 46631NEA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    638036 | PA      | $271207.84    | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140QUBG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1691721 | PA      | $1726602.09   | 0.15%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                        | Ashtead Capital, Inc.                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    216000 | PA      | $222930.80    | 0.02%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Bluemountain Clo Ltd                                       | BlueMountain Fuji US CLO II, Ltd.                                                 | CUSIP: 09629EAJ0<br>LEI: 549300XC3G26BPOECZ28 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002876.60   | 0.08%             | 2030-10-20      | Floating      | 7.59%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                      | Athene Global Funding                                                             | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    136000 | PA      | $138243.98    | 0.01%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Csab Mortgage Backed Trust                                 | CSAB Mortgage-Backed Trust                                                        | CUSIP: 12629EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112962 | PA      | $24365.76     | 0.00%             | 2037-05-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Ardn 2025-arcp Mortgage Trust                              | ARDN 2025-ARCP Mortgage Trust                                                     | CUSIP: 039961AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502222.00    | 0.04%             | 2027-06-15      | Floating      | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38376MAF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1139848 | PA      | $65516.75     | 0.01%             | 2043-07-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| T-mobile Usa Inc                                           | T-Mobile USA, Inc.                                                                | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    152000 | PA      | $141613.16    | 0.01%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                           | Blue Owl Technology Finance Corp.                                                 | CUSIP: 095924106<br>LEI: 254900G5EZJSOD3UKL16 | Long             | EC               | CORP              | US        |    166875 | NS      | $2306212.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2025-5C5                                    | CUSIP: 95004MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238000 | PA      | $247994.10    | 0.02%             | 2030-07-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                     | Greystone CRE Notes 2021-FL3, Ltd.                                                | CUSIP: 39809PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $931603.54    | 0.08%             | 2039-07-15      | Floating      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| Rivernorth/oaktree High Income Fund                        | RiverNorth/Oaktree High Income Fund                                               | CUSIP: 76881N806<br>LEI: 549300H8VZ32GNIYZV52 | Long             | EC               | RF                | US        |   4449435 | NS      | $39212424.45  | 3.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 02146XAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220630 | PA      | $136801.01    | 0.01%             | 2036-12-25      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                    | American Home Mortgage Investment Trust                                           | CUSIP: 026931AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157985 | PA      | $23011.31     | 0.00%             | 2037-01-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2021-BNK35                                                                   | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316000 | PA      | $279644.52    | 0.02%             | 2031-07-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Pgim Short Duration High Yield Opportunities Fund          | PGIM Short Duration High Yield Opportunities Fund                                 | CUSIP: 69355J104<br>LEI: 549300WGY7DHGMQJU952 | Long             | EC               | RF                | US        |    731178 | NS      | $12225296.16  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136AJAP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4105968 | PA      | $450004.66    | 0.04%             | 2044-02-25      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137A5VL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27133 | PA      | $21520.57     | 0.00%             | 2041-01-15      | Floating      | 0.53%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2025-BNK50                                                                   | CUSIP: 064908AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7996685 | PA      | $228577.25    | 0.02%             | 2068-05-15      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3450000 | PA      | $1693262.69   | 0.14%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freeport Lng Investments                                   | Freeport LNG Investments LLLP                                                     | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    181351 | PA      | $181659.62    | 0.02%             | 2028-12-21      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Ggam Finance Ltd                                           | GGAM Finance, Ltd.                                                                | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    120000 | PA      | $124741.32    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| First Industrial Lp                                        | First Industrial LP                                                               | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    293000 | PA      | $300705.17    | 0.03%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                         | CUSIP: 31424UNX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16000953 | PA      | $843129.28    | 0.07%             | 2037-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding Llc                                    | Brown Group Holding LLC                                                           | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    235000 | PA      | $235410.08    | 0.02%             | 2031-07-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 31427NHA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2166875 | PA      | $2228202.40   | 0.19%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2024-5C29                                                    | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $316361.82    | 0.03%             | 2029-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11400000 | PA      | $8018964.86   | 0.68%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Allied Universal Holdco LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    230000 | PA      | $231124.70    | 0.02%             | 2032-08-06      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Camelot US Acquisition LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    140000 | PA      | $140021.70    | 0.01%             | 2031-01-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Venture Global Lng Inc                                     | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27233.71     | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Smb Private Education Loan Trust                           | SMB Private Education Loan Trust                                                  | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |     62961 | PA      | $62889.83     | 0.01%             | 2027-08-15      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397RKF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15872 | PA      | $1262.65      | 0.00%             | 2038-02-15      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398MCQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14172 | PA      | $873.57       | 0.00%             | 2040-02-25      | Floating      | 0.83%                 | No            |                  2 | On Loan: No      |
| Banco De Credito Del Per                                   | Banco de Credito del Peru S.A.                                                    | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $196816.40    | 0.02%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corporation                        | Nomura Asset Acceptance Corp. Alternative Loan Trust                              | CUSIP: 65535VPD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    894836 | PA      | $388443.95    | 0.03%             | 2035-08-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Voya Clo Ltd                                               | Voya CLO 2022-3, Ltd.                                                             | CUSIP: 92891LAM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000496.00   | 0.08%             | 2036-10-20      | Floating      | 8.82%                 | Yes           |                  2 | On Loan: No      |
| Cap Sa                                                     | CAP SA                                                                            | CUSIP: BP2326778<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $164545.32    | 0.01%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hp Enterprise Co                                           | Hewlett Packard Enterprise Co.                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    475000 | PA      | $471481.19    | 0.04%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co                                       | Veritiv Operating Co.                                                             | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |     79649 | PA      | $78957.64     | 0.01%             | 2030-11-30      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Dish Dbs Corp                                              | DISH DBS Corp.                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $34240.59     | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lend                                     | Oaktree Specialty Lending Corp.                                                   | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $8943240.12   | 0.75%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                    | Zayo Group Holdings, Inc.                                                         | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    207108 | PA      | $207791.67    | 0.02%             | 2027-03-09      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                  | Qorvo, Inc.                                                                       | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    139000 | PA      | $127834.45    | 0.01%             | 2031-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Fin Usa Plc                                      | Rio Tinto Finance USA PLC                                                         | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    141000 | PA      | $145214.28    | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140NYDV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1435900 | PA      | $1484280.09   | 0.13%             | 2032-01-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2018-B4 Mortgage Trust                                                  | CUSIP: 08161HAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1589000 | PA      | $1301787.46   | 0.11%             | 2028-07-15      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| Aircastle / Ireland Dac                                    | Aircastle, Ltd. / Aircastle Ireland DAC                                           | CUSIP: 00929JAB2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    256000 | PA      | $261272.94    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 3136A9AP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1228269 | PA      | $101204.73    | 0.01%             | 2042-10-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                        | Global Payments, Inc.                                                             | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    239000 | PA      | $241987.36    | 0.02%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Managem                                   | Brookfield Asset Management, Ltd.                                                 | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    203000 | PA      | $210788.27    | 0.02%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Nisource Inc                                               | NiSource, Inc.                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    116000 | PA      | $121003.54    | 0.01%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma Plc                                         | Royalty Pharma PLC                                                                | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    149000 | PA      | $149741.80    | 0.01%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nxp Bv/nxp Fdg/nxp Usa                                     | NXP BV / NXP Funding LLC / NXP USA, Inc.                                          | CUSIP: 62954HBG2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    190000 | PA      | $190353.59    | 0.02%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 021467AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1001427 | PA      | $460399.13    | 0.04%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Crown Finance US Inc                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    119500 | PA      | $119403.21    | 0.01%             | 2031-12-02      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource Inc                                   | Builders FirstSource, Inc.                                                        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67949.87     | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Bdc Inc                                      | Golub Capital BDC, Inc.                                                           | CUSIP: 38173M102<br>LEI: 2549005WE0QLGK9APF78 | Long             | EC               | RF                | US        |    325978 | NS      | $4462638.82   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbird Capital Aircraft                                 | Blackbird Capital II Aircraft Lease, Ltd.                                         | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    980149 | PA      | $940910.58    | 0.08%             | 2028-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Sound Point Clo Ltd                                        | Sound Point CLO XXVI, Ltd.                                                        | CUSIP: 83614XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500278.00    | 0.04%             | 2034-07-20      | Floating      | 7.94%                 | Yes           |                  2 | On Loan: No      |
| Aep Texas Inc                                              | AEP Texas, Inc.                                                                   | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    138000 | PA      | $143246.26    | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bsprt Issuer, Ltd.                                         | BSPRT 2025-FL12 Issuer LLC                                                        | CUSIP: 05619BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1001315.00   | 0.08%             | 2030-05-17      | Floating      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Bmo Mortgage Trust                                         | BMO 2025-5C11 Mortgage Trust                                                      | CUSIP: 096941AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236000 | PA      | $246379.75    | 0.02%             | 2030-06-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2022-C17                                                     | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    519000 | PA      | $511945.70    | 0.04%             | 2032-08-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Signal Rail I Llc                                          | Signal Rail I LLC                                                                 | CUSIP: 82667CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209235 | PA      | $195891.02    | 0.02%             | 2028-08-17      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group Plc                                   | Lloyds Banking Group PLC                                                          | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    288000 | PA      | $302461.15    | 0.03%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                    | Hyundai Capital America                                                           | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    455000 | PA      | $466166.67    | 0.04%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust                               | GS Mortgage Securities Trust                                                      | CUSIP: 36250HAS2<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $767052.00    | 0.06%             | 2047-11-10      | Variable      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Listrik Negar                                   | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                         | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $199421.76    | 0.02%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38374TAP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28360 | PA      | $2698.77      | 0.00%             | 2039-02-16      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I/hilcorp                                   | Hilcorp Energy I LP / Hilcorp Finance Co.                                         | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48898.09     | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                         | Morgan Stanley Direct Lending Fund                                                | CUSIP: 61774A103<br>LEI: 549300QEX22T2J8IB029 | Long             | EC               | RF                | US        |    501188 | NS      | $8059103.04   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Lehman Mortgage Trust                                      | Lehman Mortgage Trust                                                             | CUSIP: 52520SAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1169756 | PA      | $128539.06    | 0.01%             | 2036-12-25      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc                                          | Travelers Cos., Inc.                                                              | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     98000 | PA      | $101596.40    | 0.01%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Banco Davivienda Sa                                        | Banco Davivienda SA                                                               | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $207808.44    | 0.02%             | 2035-07-02      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Mong Duong Fin Hldgs Bv                                    | Mong Duong Finance Holdings BV                                                    | CUSIP: AZ8065700<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    169400 | PA      | $167757.52    | 0.01%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31393YR31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2813 | PA      | $11.43        | 0.00%             | 2034-03-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Scalelogix Abs Us Issuer, Llc                              | Scalelogix Abs Us Issuer LLC                                                      | CUSIP: 80587FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $347960.20    | 0.03%             | 2030-07-25      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Lima Metro Line 2 Fin Lt                                   | Lima Metro Line 2 Finance, Ltd.                                                   | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | NUSS              | KY        |    116848 | PA      | $120697.91    | 0.01%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38380Q2P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12803506 | PA      | $376567.74    | 0.03%             | 2071-05-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Sabre Glbl Inc                                             | Sabre GLBL, Inc.                                                                  | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     39864 | PA      | $37555.51     | 0.00%             | 2028-06-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                             | Fannie Mae-Aces                                                                   | CUSIP: 3136B9NV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12779467 | PA      | $438690.99    | 0.04%             | 2030-09-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Calamos Convertible And High Income Fund                   | Calamos Convertible and High Income Fund                                          | CUSIP: 12811P108<br>LEI: 549300S5PS2P178Z6N82 | Long             | EC               | RF                | US        |    135169 | NS      | $1516596.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nyc Commercial Mortgage Trust                              | NYC Commercial Mortgage Trust 2025-300P                                           | CUSIP: 67121TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    499000 | PA      | $505865.59    | 0.04%             | 2030-07-13      | Variable      | 7.39%                 | Yes           |                  2 | On Loan: No      |
| Polaris Newco LLC                                          | Polaris Newco LLC                                                                 | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |    160000 | PA      | $154544.80    | 0.01%             | 2028-06-04      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                       | Lockheed Martin Corp.                                                             | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    234000 | PA      | $237808.94    | 0.02%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dexko Global Inc                                           | Dexko Global, Inc.                                                                | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |     99231 | PA      | $98001.80     | 0.01%             | 2028-10-04      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38381LWG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7649482 | PA      | $589121.76    | 0.05%             | 2066-03-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137H2V92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12014936 | PA      | $2142309.91   | 0.18%             | 2050-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sk Hynix Inc                                               | SK Hynix, Inc.                                                                    | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    696000 | PA      | $695890.50    | 0.06%             | 2028-09-11      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Mach I                                                     | MACH 1 Cayman, Ltd.                                                               | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250815 | PA      | $248214.72    | 0.02%             | 2026-08-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Hld                                   | Macquarie Airfinance Holdings, Ltd.                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    123000 | PA      | $125131.91    | 0.01%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Bmo Mortgage Trust                                         | BMO 2024-5C7 Mortgage Trust                                                       | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207000 | PA      | $213655.01    | 0.02%             | 2029-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                    | Arthur J Gallagher & Co.                                                          | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    139000 | PA      | $141952.56    | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | Csmc 2021-Nqm6 Trust                                                              | CUSIP: 12662KAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $656187.48    | 0.06%             | 2066-07-25      | Variable      | 2.58%                 | Yes           |                  2 | On Loan: No      |
| Avery Dennison Corp                                        | Avery Dennison Corp.                                                              | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121647.16    | 0.01%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                   | Dell, Inc.                                                                        | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    110000 | PA      | $119418.65    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Commscope Llc                                              | CommScope LLC                                                                     | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56964.93     | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities              | First Horizon Alternative Mortgage Securities Trust                               | CUSIP: 32051GTK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    397719 | PA      | $200347.73    | 0.02%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                       | Targa Resources Corp.                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52945.23     | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upland Clo Ltd                                             | Upland CLO, Ltd.                                                                  | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499341.23    | 0.04%             | 2031-04-20      | Floating      | 7.49%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                      | Blue Owl Capital Corp.                                                            | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   5247000 | PA      | $5109445.96   | 0.43%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                   | Warnermedia Holdings, Inc.                                                        | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48291.75     | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136APLS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4573476 | PA      | $561246.87    | 0.05%             | 2045-07-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397GFA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    256187 | PA      | $22861.67     | 0.00%             | 2037-04-15      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands Bv                                      | Suzano Netherlands BV                                                             | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    142000 | PA      | $142230.75    | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bcap Llc Trust                                             | BCAP, LLC Trust                                                                   | CUSIP: 05533CKM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4597048 | PA      | $2093664.67   | 0.18%             | 2036-07-26      | Variable      | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - Cas                                           | Connecticut Avenue Securities Trust 2024-R03                                      | CUSIP: 207941AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5192890.00   | 0.44%             | 2044-03-25      | Floating      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6550000 | PA      | $4446196.26   | 0.37%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Gsaa Home Equity Trust                                     | GSAA Home Equity Trust                                                            | CUSIP: 3622EUAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    777447 | PA      | $170596.88    | 0.01%             | 2037-03-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Gsaa Home Equity Trust                                     | GSAA Home Equity Trust                                                            | CUSIP: 362334MD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128555 | PA      | $34977.15     | 0.00%             | 2036-03-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                          | Brown & Brown, Inc.                                                               | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105309.94    | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ubs Commercial Mortgage Trust                              | UBS Commercial Mortgage Trust 2017-C4                                             | CUSIP: 90276RBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $334312.55    | 0.03%             | 2027-09-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Gsr Mortgage Loan Trust                                    | GSR Mortgage Loan Trust                                                           | CUSIP: 362334DH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    876794 | PA      | $327664.29    | 0.03%             | 2036-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai                                   | Adani Electricity Mumbai, Ltd.                                                    | CUSIP: ZP9004422<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $188714.36    | 0.02%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US Ultra T-Bond                                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -85 | NC      | $-10205312.50 | -0.86%            |  |  |  | No            |                  1 | On Loan: No      |
| Residential Asset Securitization Trust                     | Residential Asset Securitization Trust                                            | CUSIP: 761119AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315026 | PA      | $26486.66     | 0.00%             | 2036-08-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| American Axle & Mfg Inc                                    | American Axle & Manufacturing, Inc.                                               | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49946.83     | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust                       | Castlelake Aircraft Securitization Trust                                          | CUSIP: 14856CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3610427 | PA      | $2819335.84   | 0.24%             | 2043-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Bristol Llc                                   | Virgin Media Bristol LLC                                                          | CUSIP: G9368PBH6<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    160000 | PA      | $158000.00    | 0.01%             | 2031-03-31      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396K5F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1060673 | PA      | $86535.64     | 0.01%             | 2036-10-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                      | Qnity Electronics, Inc.                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51121.80     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Sonoco Products Co                                         | Sonoco Products Co.                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    123000 | PA      | $123790.35    | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp                                     | Astra Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1559522 | PA      | $6230.29      | 0.00%             | 2029-10-22      | Floating      | 13.46%                | No            |                  2 | On Loan: No      |
| Freddie Mac - Stacr                                        | Freddie Mac STACR REMIC Trust 2020-DNA6                                           | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | USGSE             | US        |   4300000 | PA      | $4961829.34   | 0.42%             | 2050-12-25      | Floating      | 10.01%                | Yes           |                  2 | On Loan: No      |
| Grant Thornton Advisors                                    | Grant Thornton Advisors LLC                                                       | CUSIP: 38821UAF7<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    145000 | PA      | $144956.50    | 0.01%             | 2031-05-30      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Banc Of America Commercial Mortgage Trust                  | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10                | CUSIP: 06054MAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $1058324.60   | 0.09%             | 2026-05-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Note                                                                | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2009756.84   | 0.17%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corp                                       | OneMain Finance Corp.                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62774.51     | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                              | Owens Corning                                                                     | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    111000 | PA      | $117013.60    | 0.01%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wind River Clo Ltd                                         | Wind River 2021-1 CLO, Ltd.                                                       | CUSIP: 97314HAY5<br>LEI: 549300OBHD9JXBHL6R27 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006068.00   | 0.08%             | 2037-07-20      | Floating      | 8.28%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                        | American Express Co.                                                              | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    498000 | PA      | $512196.33    | 0.04%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | Credit Suisse Mortgage Capital Certificates                                       | CUSIP: 225470ZL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1643596 | PA      | $813519.00    | 0.07%             | 2036-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                      | Kentucky Utilities Co.                                                            | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104922.38    | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Tsy Infl Ix N/b                                            | United States Treasury Inflation Indexed Bonds                                    | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1264957 | PA      | $1285502.52   | 0.11%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-a Securities Inc Mortgage Loan Trust          | Deutsche Alt-A Securities, Inc. Mortgage Loan Trust                               | CUSIP: 251510JX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146013 | PA      | $9321.68      | 0.00%             | 2035-12-25      | Floating      | 0.81%                 | No            |                  2 | On Loan: No      |
| Cnx Resources Corp                                         | CNX Resources Corp.                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65073.78     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Vertiv Group Corporation                                   | Vertiv Group Corp.                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117324.53    | 0.01%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                 | Progress Residential 2021-SFR3                                                    | CUSIP: 74333VAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2485394.00   | 0.21%             | 2026-05-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Bx Trust 2019-oc11                                         | BX Trust                                                                          | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $189469.78    | 0.02%             | 2029-12-09      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Hgi Cre Clo Ltd                                            | HGI CRE CLO 2021-FL1, Ltd.                                                        | CUSIP: 40441LAJ5<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-MBS          | CORP              | KY        |   1000000 | PA      | $1000161.30   | 0.08%             | 2036-06-19      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38375BGG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8348757 | PA      | $194016.76    | 0.02%             | 2060-10-20      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140XMAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2262591 | PA      | $1937061.25   | 0.16%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mexico Generadora De Ene                                   | Mexico Generadora de Energia S de rl                                              | CUSIP: EJ4659987<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |    109718 | PA      | $112122.94    | 0.01%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sabre Glbl Inc                                             | Sabre GLBL, Inc.                                                                  | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15224.48     | 0.00%             | 2027-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38378UVZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1597207 | PA      | $105976.94    | 0.01%             | 2043-10-16      | Floating      | 1.42%                 | No            |                  2 | On Loan: No      |
| Indymac Imsc Mortgage Loan Trust                           | IndyMac IMSC Mortgage Loan Trust                                                  | CUSIP: 45670JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4686635 | PA      | $1417282.98   | 0.12%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Admi Corp                                                  | ADMI Corp.                                                                        | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    226946 | PA      | $215541.85    | 0.02%             | 2027-12-23      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Tsy Infl Ix N/b                                            | U.S. Treasury Inflation Indexed Bonds                                             | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    977207 | PA      | $970755.30    | 0.08%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource Inc                                   | Builders FirstSource, Inc.                                                        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154703.40    | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Lewey Park Clo Ltd                                         | Lewey Park CLO, Ltd.                                                              | CUSIP: 527911AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500622.00    | 0.04%             | 2037-10-21      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Dte Energy Co                                              | DTE Energy Co.                                                                    | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    355000 | PA      | $377404.16    | 0.03%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Marriott International                                     | Marriott International, Inc.                                                      | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    234000 | PA      | $240447.88    | 0.02%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas                                         | Eastern Energy Gas Holdings LLC                                                   | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    249000 | PA      | $245640.79    | 0.02%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Hld                                   | Macquarie Airfinance Holdings, Ltd.                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     29000 | PA      | $29417.06     | 0.00%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp                                      | Truist Financial Corp.                                                            | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236769.78    | 0.02%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38380VFC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7314000 | PA      | $6228137.96   | 0.52%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396QD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20866 | PA      | $1349.04      | 0.00%             | 2039-09-25      | Floating      | 0.78%                 | No            |                  2 | On Loan: No      |
| Rhp Hotel Ppty/rhp Finan                                   | RHP Hotel Properties LP / RHP Finance Corp.                                       | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103056.50    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2024-5C29                                                    | CUSIP: 05555PAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $179093.40    | 0.02%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398MBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72834 | PA      | $3427.43      | 0.00%             | 2040-02-25      | Floating      | 0.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | American Axle and Manufacturing Inc                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    110000 | PA      | $109587.50    | 0.01%             | 2032-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| O'reilly Automotive Inc                                    | O'Reilly Automotive, Inc.                                                         | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    121000 | PA      | $122177.22    | 0.01%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp                                           | Lamar Media Corp.                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69572.58     | 0.01%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Mister Car Wash Holdings In                                | Mister Car Wash Holdings, Inc.                                                    | CUSIP: 60646CAK3<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |    351277 | PA      | $352406.35    | 0.03%             | 2031-03-27      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Global Air Lease Co Ltd                                    | Global Aircraft Leasing Co., Ltd.                                                 | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    320000 | PA      | $331004.16    | 0.03%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Jp Morgan Mortgage Acquisition Corp                        | JP Morgan Mortgage Acquisition Trust 2006-RM1                                     | CUSIP: 46629NAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3222609 | PA      | $1428053.17   | 0.12%             | 2036-08-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Inverpamplona SA                                                                  | CUSIP: 99VVBY3F8<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    263093 | PA      | $0.00         | 0.00%             | 2028-12-30      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DVMR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1884940 | PA      | $1929752.56   | 0.16%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Ener Part                                    | Kinder Morgan Energy Partners LP                                                  | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    105000 | PA      | $118286.45    | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Prumo Participacoes E In                                   | Prumo Participacoes e Investimentos S/A                                           | CUSIP: ZQ2487259<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    188446 | PA      | $192426.29    | 0.02%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                            | Vibrant Clo III, Ltd.                                                             | CUSIP: 92557UBC0<br>LEI: 54930073XIEUISQCY218 | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1051301.32   | 0.09%             | 2031-10-20      | Floating      | 8.09%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust                                        | Affirm Master Trust                                                               | CUSIP: 00833BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $302398.98    | 0.03%             | 2033-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                               | Broadcom, Inc.                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    587000 | PA      | $483331.49    | 0.04%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2024-v8 Mortgage Trust                           | Benchmark 2024-V8 Mortgage Trust                                                  | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $248430.63    | 0.02%             | 2029-06-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Light & Wonder Intl Inc                                    | Light & Wonder International, Inc.                                                | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80189.60     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ubs Commercial Mortgage Trust                              | UBS Commercial Mortgage Trust 2018-C11                                            | CUSIP: 90276XAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $497675.09    | 0.04%             | 2028-06-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Vegas Trust                                                | VEGAS Trust 2024-TI                                                               | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104000 | PA      | $105608.08    | 0.01%             | 2027-11-10      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Credito Real Sab De Cv                                     | Credito Real SAB de CV SOFOM ER                                                   | CUSIP: AX0096286<br>LEI: 549300W2IL7TPPCTKL39 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $675.00       | 0.00%             | 2026-02-07      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Natwest Group Plc                                          | NatWest Group PLC                                                                 | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    288000 | PA      | $295422.22    | 0.02%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Center                                   | Edelman Financial Engines Center LLC                                              | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    195000 | PA      | $195669.83    | 0.02%             | 2028-10-06      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Del Amo Fashion Center Trust                               | Del Amo Fashion Center Trust 2017-AMO                                             | CUSIP: 24500EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $145128.06    | 0.01%             | 2027-06-05      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Nep Group Inc                                              | NEP Group, Inc.                                                                   | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    216311 | PA      | $215680.52    | 0.02%             | 2026-08-19      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| Mastr Asset Backed Securities Trust                        | Master Asset Backed Securities Trust                                              | CUSIP: 55275RAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3590498 | PA      | $1719645.83   | 0.14%             | 2036-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                               | Upstart Securitization Trust 2022-4                                               | CUSIP: 91678YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1129728 | PA      | $1143128.32   | 0.10%             | 2027-02-20      | Fixed         | 8.68%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp                                         | Vine Engergy Holdings LLC                                                         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73768.12     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services Llc                                    | Kodiak Gas Services LLC                                                           | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35658.03     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing Inc                                      | Level 3 Financing, Inc.                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117301.73    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential                                         | Tricon Residential 2025-SFR2 Trust                                                | CUSIP: 89617FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2943772.60   | 0.25%             | 2032-08-17      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Cologix Data Centers Issuer Llc                            | Cologix Data Centers US Issuer LLC                                                | CUSIP: 19521UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2376959.28   | 0.20%             | 2026-12-28      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Quanta Services Inc                                        | Quanta Services, Inc.                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    204000 | PA      | $209287.49    | 0.02%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aar Escrow Issuer Llc                                      | AAR Escrow Issuer LLC                                                             | CUSIP: 00253PAA6<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72109.77     | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol Sa                                               | Ecopetrol SA                                                                      | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    500000 | PA      | $370751.00    | 0.03%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                 | Zoetis, Inc.                                                                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     99000 | PA      | $91642.94     | 0.01%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cemex Sab De Cv                                            | Cemex SAB de CV                                                                   | CUSIP: BP9277479<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $249141.15    | 0.02%             | 9999-12-31      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31397N4X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59581 | PA      | $59376.85     | 0.01%             | 2039-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Park Intermed Holdings                                     | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co.-Issuer | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180546.45    | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Waste Connections Inc                                      | Waste Connections, Inc.                                                           | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    198000 | PA      | $204109.98    | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38378WAU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2316632 | PA      | $275183.93    | 0.02%             | 2043-08-16      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136BDLR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8903026 | PA      | $1686977.49   | 0.14%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Abbvie Inc                                                 | AbbVie, Inc.                                                                      | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    138000 | PA      | $138037.11    | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                           | Genuine Parts Co.                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    186000 | PA      | $189355.02    | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Omega Hlthcare Investors                                   | Omega Healthcare Investors, Inc.                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    141000 | PA      | $124478.93    | 0.01%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities, Inc.                         | Citicorp Mortgage Securities Trust                                                | CUSIP: 173105AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243581 | PA      | $227366.10    | 0.02%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rckt Trust                                                 | RCKT Trust 2025-PL1                                                               | CUSIP: 74939RAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1112244.10   | 0.09%             | 2034-07-25      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust                               | GS Mortgage Securities Corportation Trust 2021-IP                                 | CUSIP: 36262MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $816478.43    | 0.07%             | 2036-10-15      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Banc Of America Funding Corporation                        | Banc of America Funding Trust                                                     | CUSIP: 05949QBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24323 | PA      | $24369.82     | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                         | Dominican Republic International Bond                                             | CUSIP: AM2175637<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    100000 | PA      | $101925.00    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Directv Fin Llc/coinc                                      | Directv Financing LLC / Directv Financing Co.-Obligor, Inc.                       | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $55979.45     | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Metlife Inc                                                | MetLife, Inc.                                                                     | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    204000 | PA      | $216932.78    | 0.02%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corp                                       | OneMain Finance Corp.                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85240.55     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc                                    | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    114000 | PA      | $118555.21    | 0.01%             | 2025-12-31      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398NPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53896 | PA      | $5367.48      | 0.00%             | 2039-11-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Lc Ahab Us Bidco Llc                                       | LC Ahab US Bidco LLC                                                              | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |    169298 | PA      | $169457.01    | 0.01%             | 2031-05-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Bank5                                                      | BANK5 Trust 2024-5YR6                                                             | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $248358.83    | 0.02%             | 2029-04-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                             | Merck & Co., Inc.                                                                 | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    303000 | PA      | $312908.64    | 0.03%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners Llc                       | Pret 2025-NPL7 LLC                                                                | CUSIP: 740934AB0<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3006981.00   | 0.25%             | 2028-07-25      | Fixed         | 8.35%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                        | Elevance Health, Inc.                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     66000 | PA      | $55410.29     | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Jpmorgan Chase & Co                                        | JPMorgan Chase & Co.                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    156000 | PA      | $161835.49    | 0.01%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake Ltd                                         | Cathedral Lake VIII, Ltd.                                                         | CUSIP: 14919GAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004888.25   | 0.08%             | 2035-01-20      | Floating      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| Bbva Bancomer Sa Texas                                     | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico         | CUSIP: ZF1238137<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $218199.20    | 0.02%             | 2039-01-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| The Campbells Company                                      | Campbell's Company                                                                | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    118000 | PA      | $120946.39    | 0.01%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco                                    | Allied Universal Holdco LLC                                                       | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    190000 | PA      | $199380.44    | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                              | Residential Funding Mortgage Securities I Trust                                   | CUSIP: 74957VAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61110 | PA      | $52861.65     | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136BGHR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1974695 | PA      | $42400.45     | 0.00%             | 2051-08-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ncl Corporation Ltd                                        | NCL Corp., Ltd.                                                                   | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $30020.48     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux                                      | Chile Electricity Lux MPC Sarl                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | LU        |    179000 | PA      | $188312.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2025-V16 Mortgage Trust                                                 | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $166381.28    | 0.01%             | 2030-07-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | TECTA AMERICA CORP                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    135000 | PA      | $135675.00    | 0.01%             | 2032-02-12      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                               | Veralto Corp.                                                                     | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83629.39     | 0.01%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1306003 | PA      | $1302361.58   | 0.11%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sound Point Clo Ltd                                        | Sound Point CLO XXXII, Ltd.                                                       | CUSIP: 83616AAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $489865.50    | 0.04%             | 2034-10-25      | Floating      | 7.98%                 | Yes           |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                | AASET 2024-2, Ltd.                                                                | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    929997 | PA      | $970531.24    | 0.08%             | 2031-09-16      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden 45 Senior Loan Fund                                                        | CUSIP: 26244PAG0<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1204021.00   | 0.10%             | 2030-10-15      | Floating      | 10.43%                | Yes           |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18150000 | PA      | $15740162.06  | 1.33%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Point Au Roche Park Clo, Ltd                               | Point Au Roche Park CLO, Ltd.                                                     | CUSIP: 73052WAA1<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500879.63    | 0.04%             | 2034-07-20      | Floating      | 10.69%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382MY37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7253535 | PA      | $1407483.24   | 0.12%             | 2051-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                        | CitiMortgage Alternative Loan Trust                                               | CUSIP: 18976GAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261644 | PA      | $223375.78    | 0.02%             | 2037-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sound Point Clo Ltd                                        | Sound Point CLO XXVIII, Ltd.                                                      | CUSIP: 83615FAA7<br>LEI: 549300ZK5CJ7PM7YBH85 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $991991.50    | 0.08%             | 2032-01-25      | Floating      | 11.48%                | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** RIVERNORTH FUNDS

**Signature:** Jonathan M. Mohrhardt

**Name of Signer:** Jonathan M. Mohrhardt

**Title:** Treasurer & Chief Financial Officer